Details about Laurent Ferrara

Homepage:	https://laurent-ferrara.org
Postal address:	SKEMA Business School, Professor of International Economics, 5 Quai Marcel Dassault, 92150 Suresnes, France
Workplace:	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC) EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC) SKEMA Business School, (more information at EDIRC)

Access statistics for papers by Laurent Ferrara.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

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Working Papers

2024

1. Dynamic Effects of Weather Shocks on Production in European Economies
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2. The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2023

3. Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data
   Post-Print, HAL
4. Dating business cycles in France: a reference chronology
   (Les cycles économiques de la France: une datation de référence)
   SciencePo Working papers Main, HAL
   Also in Post-Print, HAL (2023)
   Working Papers, Association Française de Cliométrie (AFC) (2021) View citations (2)
   SciencePo Working papers Main, HAL (2021)
   Working Papers, HAL (2021)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2023)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
   Post-Print, HAL (2022)
   Working Papers, HAL (2021)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) View citations (2)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) View citations (2)
   Working Papers, HAL (2021) View citations (1)
5. When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
   Post-Print, HAL View citations (3)
   Also in Working papers, Banque de France (2019) View citations (22)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) View citations (2)
   Working Papers, Center for Research in Economics and Statistics (2019) View citations (23)
   Papers, arXiv.org (2022) View citations (8)
   Working Papers, HAL (2020)
   See also Journal Article When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage, Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) View citations (2) (2023)

2022

6. Commodity currencies revisited: The role of global commodity price uncertainty
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
   Also in Working Papers, HAL (2022)
   See also Journal Article Commodity currencies revisited: The role of global commodity price uncertainty, Journal of International Money and Finance, Elsevier (2024) (2024)
7. Commodity price uncertainty comovement: Does it matter for global economic growth?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
   Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2021) View citations (2)
8. High-frequency monitoring of growth at risk
   Post-Print, HAL View citations (26)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (6)
   See also Journal Article High-frequency monitoring of growth at risk, International Journal of Forecasting, Elsevier (2022) View citations (26) (2022)
9. The New Fama Puzzle
   Post-Print, HAL
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (15)
   See also Journal Article The New Fama Puzzle, IMF Economic Review, Palgrave Macmillan (2022) View citations (3) (2022)

2021

10. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (6)
    Also in Working papers, Banque de France (2018) View citations (9)
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019)
    Working Papers, HAL (2018) View citations (1)
    See also Journal Article Global financial interconnectedness: a non-linear assessment of the uncertainty channel, Applied Economics, Taylor & Francis Journals (2021) View citations (6) (2021)
11. Les cycles économiques de la France: une datation de référence
    Working Papers, Association Française de Cliométrie (AFC)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021)
12. Les cycles économiques de la France: une datation de référence
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
    Also in Working Papers, HAL (2021)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021)
    See also Journal Article Les cycles économiques de la France: une datation de référence, Revue économique, Presses de Sciences-Po (2023) (2023)
13. Questioning the puzzle: fiscal policy, real exchange rate and inflation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (18)
    See also Journal Article Questioning the puzzle: Fiscal policy, real exchange rate and inflation, Journal of International Economics, Elsevier (2021) View citations (18) (2021)

2020

14. Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model
    PSE Working Papers, HAL View citations (8)
    Also in Working Papers, HAL (2020) View citations (4)
    OECD Statistics Working Papers, OECD Publishing (2020) View citations (7)
15. Measuring exchange rate risks during periods of uncertainty
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    See also Journal Article Measuring exchange rate risks during periods of uncertainty, International Economics, Elsevier (2022) View citations (5) (2022)
16. Méthodes de prévision en finance
    Post-Print, HAL
17. Questioning the puzzle: Fiscal policy, exchange rate and inflation
    Working papers, Banque de France View citations (2)

2019

18. Nowcasting global economic growth: A factor-augmented mixed-frequency approach
    Post-Print, HAL View citations (25)
    Also in Working papers, Banque de France (2014) View citations (10)
    See also Journal Article Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach, The World Economy, Wiley Blackwell (2019) View citations (15) (2019)
19. Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
    Also in Working Papers, HAL (2019)

2018

20. A Brief History of Seasonal Adjustment Methods and Software Tools
    Post-Print, HAL View citations (1)
21. Common Factors of Commodity Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Working Paper Series, European Central Bank (2017) View citations (51)
    Working papers, Banque de France (2017) View citations (49)
    See also Journal Article Common factors of commodity prices, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (32) (2022)
22. Does the Great Recession imply the end of the Great Moderation? International evidence
    Post-Print, HAL View citations (12)
    Also in Working Papers, HAL (2014) View citations (3)
    Working Papers, HAL (2014)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    See also Journal Article DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE, Economic Inquiry, Western Economic Association International (2018) View citations (12) (2018)
23. Impact of uncertainty shocks on the global economy
    Post-Print, HAL View citations (5)
    Also in Post-Print, HAL (2017) View citations (3)
24. International Macroeconomics in the wake of the Global Financial Crisis
    Post-Print, HAL View citations (12)
25. What are the macroeconomic effects of high-frequency uncertainty shocks?
    Post-Print, HAL View citations (18)
    Also in Working Papers, HAL (2015)
    Staff Working Papers, Bank of Canada (2016) View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (8)
    See also Journal Article What are the macroeconomic effects of high‐frequency uncertainty shocks?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (14) (2018)

2017

26. Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results
    Working papers, Banque de France View citations (12)
27. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges
    CEPII Policy Brief, CEPII research center View citations (14)
    See also Chapter Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges, Financial and Monetary Policy Studies, Springer (2018) View citations (5) (2018)

2016

28. A world trade leading index (WLTI)
    Post-Print, HAL View citations (4)
    Also in IMF Working Papers, International Monetary Fund (2015) View citations (1)
    See also Journal Article A World Trade Leading Index (WTLI), Economics Letters, Elsevier (2016) View citations (5) (2016)
29. Understanding the weakness in global trade - What is the new normal?
    Occasional Paper Series, European Central Bank View citations (25)

2015

30. A new monthly chronology of the US industrial cycles in the prewar economy
    Post-Print, HAL View citations (8)
    Also in Working Papers, Association Française de Cliométrie (AFC) (2012) View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (2)
    Working Papers, HAL (2011)
    See also Journal Article A new monthly chronology of the US industrial cycles in the prewar economy, Journal of Financial Stability, Elsevier (2015) View citations (8) (2015)
31. Comparing the shapes of recoveries: France, the UK and the US
    Post-Print, HAL View citations (6)
    See also Journal Article Comparing the shape of recoveries: France, the UK and the US, Economic Modelling, Elsevier (2015) View citations (17) (2015)
32. Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty
    Working papers, Banque de France View citations (49)
    See also Journal Article Explaining the recent slump in investment: the role of expected demand and uncertainty, Rue de la Banque, Banque de France (2017) View citations (7) (2017)
33. Macroeconomic forecasting during the Great Recession: the return of non-linearity?
    Post-Print, HAL View citations (23)
    Also in Working papers, Banque de France (2012) View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (9)
    See also Journal Article Macroeconomic forecasting during the Great Recession: The return of non-linearity?, International Journal of Forecasting, Elsevier (2015) View citations (36) (2015)

2014

34. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities
    Post-Print, HAL View citations (10)
    See also Journal Article Explaining US employment growth after the great recession: The role of output–employment non-linearities, Journal of Macroeconomics, Elsevier (2014) View citations (11) (2014)
35. Forecasting business cycles
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
36. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Post-Print, HAL View citations (23)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013)
    Working papers, Banque de France (2013) View citations (1)
    Working Papers, HAL (2013)
    See also Journal Article Forecasting growth during the Great Recession: is financial volatility the missing ingredient?, Economic Modelling, Elsevier (2014) View citations (29) (2014)
37. Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux
    Post-Print, HAL
    See also Journal Article Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux, Bulletin de la Banque de France, Banque de France (2014) (2014)
38. The way out of recessions: A forecasting analysis for some Euro area countries
    Post-Print, HAL View citations (16)
    See also Journal Article The way out of recessions: A forecasting analysis for some Euro area countries, International Journal of Forecasting, Elsevier (2014) View citations (19) (2014)
39. The way out of recessions: Evidence from a bounce-back augmented threshold regression
    Post-Print, HAL

2013

40. Comments on: Examining the quality of early GDP component estimates
    Post-Print, HAL View citations (1)
41. Dynamic Factor Models: A review of the Literature
    Working papers, Banque de France View citations (34)
    Also in Post-Print, HAL (2013) View citations (26)
    See also Journal Article Dynamic factor models: A review of the literature, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2014) View citations (13) (2014)
42. Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
    Also in Post-Print, HAL (2013) View citations (5)
    See also Journal Article Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area, Journal of Forecasting, John Wiley & Sons, Ltd. (2013) View citations (4) (2013)
43. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Post-Print, HAL View citations (13)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (2)
    Working Papers, HAL (2012)
    See also Journal Article Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (16) (2013)
44. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center View citations (7)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (6)
    Working Papers, HAL (2013)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (7)
45. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
46. Testing the number of factors: An empirical assessment for forecasting purposes
    Post-Print, HAL View citations (15)
    Also in Post-Print, HAL (2012)
    See also Journal Article Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (19) (2013)
47. The European Way out of Recession
    Post-Print, HAL
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) View citations (1)
    Working papers, Banque de France (2012) View citations (1)
48. Une revue de la littérature des modèles à facteurs dynamiques
    Post-Print, HAL
    See also Journal Article Une revue de la littérature des modèles à facteurs dynamiques, Économie et Prévision, Programme National Persée (2012) View citations (1) (2012)

2012

49. Macro-financial linkages and business cycles: A factor-probit approach
    Post-Print, HAL View citations (7)
50. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
    Post-Print, HAL View citations (10)

2011

51. The Possible Shapes of Recoveries in Markov-Switching Models
    Working Papers, Center for Research in Economics and Statistics View citations (9)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) View citations (7)
    Working papers, Banque de France (2011) View citations (7)

2010

52. A factor-augmented probit model for business cycle analysis
    Working Papers, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2010)
53. Common business and housing market cycles in the Euro area from a multivariate decomposition
    Working papers, Banque de France View citations (18)
54. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (17)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (10)
    See also Journal Article GDP nowcasting with ragged-edge data: a semi-parametric modeling, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) View citations (18) (2010)
55. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España View citations (25)
    Also in Working papers, Banque de France (2009) View citations (19)
56. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
    Post-Print, HAL View citations (1)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (7)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) View citations (7)

2009

57. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France View citations (10)
    See also Journal Article Are disaggregate data useful for factor analysis in forecasting French GDP?, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) View citations (96) (2010)
58. Cyclical relationships between GDP and housing market in France: Facts and factors at play
    Working papers, Banque de France View citations (8)
59. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
60. Forecasting Euro-area recessions using time-varying binary response models for financial
    Working papers, Banque de France View citations (22)
61. Identification of slowdowns and accelerations for the euro area economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Working papers, Banque de France (2009) View citations (9)
    See also Journal Article Identification of Slowdowns and Accelerations for the Euro Area Economy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (9) (2011)

2008

62. A non-parametric method to nowcast the Euro Area IPI
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
63. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (2)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2008) View citations (1)
    Working papers, Banque de France (2008) View citations (2)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) View citations (2)
    See also Journal Article Business surveys modelling with Seasonal-Cyclical Long Memory models, Economics Bulletin, AccessEcon (2008) View citations (2) (2008)
64. Fractional and seasonal filtering
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
    Post-Print, HAL (2008)
65. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France View citations (19)

2007

66. A turning point chronology for the Euro-zone
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (34)
67. Business Cycle Analysis with Multivariate Markov Switching Models
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (13)
68. Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise
    Working papers, Banque de France View citations (1)

2006

69. A real-time recession indicator for the Euro area
    MPRA Paper, University Library of Munich, Germany
70. Fractional seasonality: Models and Application to Economic Activity in the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (9)
71. Real-time detection of the business cycle using SETAR models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL

2005

72. Detection of the Industrial Business Cycle using SETAR models
    Post-Print, HAL View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2005) View citations (4)
    See also Journal Article Detection of the Industrial Business Cycle using SETAR Models, Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2006) View citations (5) (2006)

2003

73. Analyser les séries chronologiques avec S-Plus: une approche paramétrique
    Post-Print, HAL
    Also in Post-Print, HAL (2003)

2002

74. Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
    (A start-end recession index: Application for United-States)
    MPRA Paper, University Library of Munich, Germany View citations (12)

2001

75. Comparison of parameter estimation methods in cyclical long memory time series
    Post-Print, HAL View citations (10)
76. Forecasting with k-factor Gegenbauer Processes: Theory and Applications
    Post-Print, HAL View citations (50)
    See also Journal Article Forecasting with k-Factor Gegenbauer Processes: Theory and Applications, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (61) (2001)

2000

77. Analyse d'intervention et prévisions. problématique et application à des données de la RATP
    Post-Print, HAL
    Also in Working Papers, Center for Research in Economics and Statistics (1998)
78. Forecasting financial time series with generalized long memory processes
    Post-Print, HAL View citations (11)

1999

79. Estimation and Applications of Gegenbauer Processes
    Working Papers, Center for Research in Economics and Statistics View citations (5)

Journal Articles

2024

1. Commodity currencies revisited: The role of global commodity price uncertainty
   Journal of International Money and Finance, 2024, 145, (C)
   See also Working Paper Commodity currencies revisited: The role of global commodity price uncertainty, EconomiX Working Papers (2022) (2022)
2. Oil jump tail risk as a driver of inflation dynamics
   Journal of Commodity Markets, 2024, 36, (C)

2023

3. Les cycles économiques de la France: une datation de référence
   Revue économique, 2023, 74, (2), 5-52
   See also Working Paper Les cycles économiques de la France: une datation de référence, THEMA Working Papers (2021) (2021)
4. When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
   Journal of Business & Economic Statistics, 2023, 41, (4), 1188-1202 View citations (2)
   See also Working Paper When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage, Post-Print (2023) View citations (3) (2023)

2022

5. Common factors of commodity prices
   Journal of Applied Econometrics, 2022, 37, (3), 461-476 View citations (32)
   Also in Research Bulletin, 2018, 51 (2018) View citations (7)
   See also Working Paper Common Factors of Commodity Prices, CEPR Discussion Papers (2018) View citations (9) (2018)
6. Guest editorial: Economic forecasting in times of COVID-19
   International Journal of Forecasting, 2022, 38, (2), 527-528 View citations (3)
7. High-frequency monitoring of growth at risk
   International Journal of Forecasting, 2022, 38, (2), 582-595 View citations (26)
   See also Working Paper High-frequency monitoring of growth at risk, Post-Print (2022) View citations (26) (2022)
8. Measuring exchange rate risks during periods of uncertainty
   International Economics, 2022, 170, (C), 202-212 View citations (5)
   Also in International Economics, 2022, (170), 202-212 (2022) View citations (5)
   See also Working Paper Measuring exchange rate risks during periods of uncertainty, CAMA Working Papers (2020) (2020)
9. The New Fama Puzzle
   IMF Economic Review, 2022, 70, (3), 451-486 View citations (3)
   See also Working Paper The New Fama Puzzle, Post-Print (2022) (2022)

2021

10. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
    Applied Economics, 2021, 53, (25), 2865-2887 View citations (6)
    See also Working Paper Global financial interconnectedness: a non-linear assessment of the uncertainty channel, LIDAM Reprints LFIN (2021) View citations (6) (2021)
11. Questioning the puzzle: Fiscal policy, real exchange rate and inflation
    Journal of International Economics, 2021, 133, (C) View citations (18)
    See also Working Paper Questioning the puzzle: fiscal policy, real exchange rate and inflation, CAMA Working Papers (2021) View citations (18) (2021)

2019

12. Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach
    The World Economy, 2019, 42, (3), 846-875 View citations (15)
    See also Working Paper Nowcasting global economic growth: A factor-augmented mixed-frequency approach, Post-Print (2019) View citations (25) (2019)

2018

13. DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE
    Economic Inquiry, 2018, 56, (2), 745-760 View citations (12)
    See also Working Paper Does the Great Recession imply the end of the Great Moderation? International evidence, Post-Print (2018) View citations (12) (2018)
14. Does the Phillips curve still exist?
    Rue de la Banque, 2018, (56) View citations (9)
15. Global imbalances: build-up, unwinding and financial aspects
    (Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise: focus sur leur financement)
    Bulletin de la Banque de France, 2018, (220) View citations (1)
    Also in Quarterly selection of articles - Bulletin de la Banque de France, 2018, (220), 12 (2018) View citations (1)
16. Uncertainty and macroeconomics: transmission channels and policy implications
    Rue de la Banque, 2018, (61)
17. What are the macroeconomic effects of high‐frequency uncertainty shocks?
    Journal of Applied Econometrics, 2018, 33, (5), 662-679 View citations (14)
    See also Working Paper What are the macroeconomic effects of high-frequency uncertainty shocks?, Post-Print (2018) View citations (18) (2018)

2017

18. Explaining the recent slump in investment: the role of expected demand and uncertainty
    Rue de la Banque, 2017, (44) View citations (7)
    See also Working Paper Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty, Working papers (2015) View citations (49) (2015)
19. Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space
    Quarterly selection of articles - Bulletin de la Banque de France, 2017, (45), 15-22
20. Forecasting euro area recessions by combining financial information
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 78-94 View citations (1)
21. Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires
    Bulletin de la Banque de France, 2017, (210), 25-33

2016

22. A World Trade Leading Index (WTLI)
    Economics Letters, 2016, 146, (C), 111-115 View citations (5)
    See also Working Paper A world trade leading index (WLTI), Post-Print (2016) View citations (4) (2016)
23. Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence
    Bulletin de la Banque de France, 2016, (206), 61-68
24. Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London
    Quarterly selection of articles - Bulletin de la Banque de France, 2016, (42), 41-46
25. Nowcasting global economic growth
    Rue de la Banque, 2016, (23)

2015

26. A new monthly chronology of the US industrial cycles in the prewar economy
    Journal of Financial Stability, 2015, 17, (C), 3-9 View citations (8)
    See also Working Paper A new monthly chronology of the US industrial cycles in the prewar economy, Post-Print (2015) View citations (8) (2015)
27. Comparing the shape of recoveries: France, the UK and the US
    Economic Modelling, 2015, 44, (C), 327-334 View citations (17)
    See also Working Paper Comparing the shapes of recoveries: France, the UK and the US, Post-Print (2015) View citations (6) (2015)
28. Macroeconomic forecasting during the Great Recession: The return of non-linearity?
    International Journal of Forecasting, 2015, 31, (3), 664-679 View citations (36)
    See also Working Paper Macroeconomic forecasting during the Great Recession: the return of non-linearity?, Post-Print (2015) View citations (23) (2015)

2014

29. Dynamic factor models: A review of the literature
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 73-107 View citations (13)
    See also Working Paper Dynamic Factor Models: A review of the Literature, Working papers (2013) View citations (34) (2013)
30. Explaining US employment growth after the great recession: The role of output–employment non-linearities
    Journal of Macroeconomics, 2014, 42, (C), 118-129 View citations (11)
    See also Working Paper Explaining US employment growth after the Great Recession: the role of output-employment non-linearities, Post-Print (2014) View citations (10) (2014)
31. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Economic Modelling, 2014, 36, (C), 44-50 View citations (29)
    See also Working Paper Forecasting growth during the Great Recession: is financial volatility the missing ingredient?, Post-Print (2014) View citations (23) (2014)
32. Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux
    Bulletin de la Banque de France, 2014, (198), 113-124
    See also Working Paper Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux, Post-Print (2014) (2014)
33. The way out of recessions: A forecasting analysis for some Euro area countries
    International Journal of Forecasting, 2014, 30, (3), 539-549 View citations (19)
    See also Working Paper The way out of recessions: A forecasting analysis for some Euro area countries, Post-Print (2014) View citations (16) (2014)
34. US labour market and monetary policy: current debates and challenges
    Quarterly selection of articles - Bulletin de la Banque de France, 2014, (36), 111-129

2013

35. Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
    Journal of Forecasting, 2013, 32, (7), 577-586 View citations (4)
    See also Working Paper Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (6) (2013)
36. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Applied Economics Letters, 2013, 20, (3), 233-237 View citations (16)
    See also Working Paper Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession, Post-Print (2013) View citations (13) (2013)
37. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 64-79 View citations (19)
    See also Working Paper Testing the number of factors: An empirical assessment for forecasting purposes, Post-Print (2013) View citations (15) (2013)

2012

38. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 View citations (26)
39. Macro-financial linkages and business cycles: A factor-augmented probit approach
    Economic Modelling, 2012, 29, (5), 1793-1797 View citations (12)
40. Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris
    Bulletin de la Banque de France, 2012, (187), 63-69
41. Une revue de la littérature des modèles à facteurs dynamiques
    Économie et Prévision, 2012, 199, (1), 51-77 View citations (1)
    See also Working Paper Une revue de la littérature des modèles à facteurs dynamiques, Post-Print (2013) (2013)

2011

42. Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
    Quarterly selection of articles - Bulletin de la Banque de France, 2011, (24), 135-144
43. Identification of Slowdowns and Accelerations for the Euro Area Economy
    Oxford Bulletin of Economics and Statistics, 2011, 73, (3), 335-364 View citations (9)
    See also Working Paper Identification of slowdowns and accelerations for the euro area economy, CEPR Discussion Papers (2009) View citations (7) (2009)

2010

44. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Journal of Forecasting, 2010, 29, (1-2), 132-144 View citations (96)
    See also Working Paper Are disaggregate data useful for factor analysis in forecasting French GDP?, Working papers (2009) View citations (10) (2009)
45. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    Journal of Forecasting, 2010, 29, (1-2), 186-199 View citations (18)
    See also Working Paper GDP nowcasting with ragged-edge data: a semi-parametric modeling, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2010) View citations (17) (2010)
46. Housing markets after the crisis: lessons for the macroeconomy
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 39-45
47. Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ?
    Bulletin de la Banque de France, 2010, (179), 25-29
48. Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques
    Revue économique, 2010, 61, (3), 645-655

2009

49. Caractérisation et datation des cycles économiques en zone euro
    Revue économique, 2009, 60, (3), 703-712 View citations (16)
50. Un indicateur probabiliste du cycle d'accélération pour l'économie française
    Economie & Prévision, 2009, n° 189, (3), 95-114 View citations (4)
    Also in Économie et Prévision, 2009, 189, (3), 95-114 (2009) View citations (4)

2008

51. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
    Manchester School, 2008, 76, (5), 549-577 View citations (53)
52. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Economics Bulletin, 2008, 3, (29), 1-10 View citations (2)
    See also Working Paper Business surveys modelling with Seasonal-Cyclical Long Memory models, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (2) (2008)
53. L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
    Bulletin de la Banque de France, 2008, (171), 43-51 View citations (2)
54. OPTIM: a quarterly forecasting tool for French GDP
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 31-47
55. OPTIM: un outil de prévision trimestrielle du PIB de la France
    Bulletin de la Banque de France, 2008, (171), 31-42
56. The contribution of cyclical turning point indicators to business cycle analysis
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 49-61 View citations (2)

2007

57. Point and interval nowcasts of the Euro area IPI
    Applied Economics Letters, 2007, 14, (2), 115-120 View citations (11)

2006

58. Detection of the Industrial Business Cycle using SETAR Models
    Journal of Business Cycle Measurement and Analysis, 2006, 2005, (3), 353-371 View citations (5)
    See also Working Paper Detection of the Industrial Business Cycle using SETAR models, Post-Print (2005) View citations (4) (2005)

2004

59. Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (2), 193-225 View citations (43)
60. La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ?
    Economie Internationale, 2004, (99), 91-111 View citations (3)

2003

61. A three-regime real-time indicator for the US economy
    Economics Letters, 2003, 81, (3), 373-378 View citations (62)

2001

62. Forecasting with k-Factor Gegenbauer Processes: Theory and Applications
    Journal of Forecasting, 2001, 20, (8), 581-601 View citations (61)
    See also Working Paper Forecasting with k-factor Gegenbauer Processes: Theory and Applications, Post-Print (2001) View citations (50) (2001)

Edited books

2018

1. International Macroeconomics in the Wake of the Global Financial Crisis
   Financial and Monetary Policy Studies, Springer View citations (11)

Chapters

2018

1. Introduction
   Springer
2. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges
   Springer View citations (5)
   See also Working Paper Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges, CEPII research center (2017) View citations (14) (2017)