EconPapers    
Economics at your fingertips  
 

Details about Laurent Ferrara

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

Access statistics for papers by Laurent Ferrara.

Last updated 2022-10-26. Update your information in the RePEc Author Service.

Short-id: pfe27


Jump to Journal Articles Edited books Chapters

Working Papers

2022

  1. Commodity currencies revisited: The role of global commodity price uncertainty
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
  2. 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 Downloads View citations (2)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2021) Downloads
  3. High-frequency monitoring of growth at risk
    Post-Print, HAL View citations (4)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (6)

    See also Journal Article in International Journal of Forecasting (2022)
  4. Les cycles économiques de la France: une datation de référence
    Post-Print, HAL
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021) Downloads
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) Downloads
    Working Papers, HAL (2021)
  5. When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage
    Papers, arXiv.org Downloads
    Also in Working Papers, Center for Research in Economics and Statistics (2019) Downloads View citations (15)
    Working papers, Banque de France (2019) Downloads View citations (14)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) Downloads View citations (1)

2021

  1. Dating business cycles in France: A reference chronology
    Working Papers, Association Française de Cliométrie (AFC) Downloads View citations (1)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) Downloads View citations (1)
    Working Papers, HAL (2021) Downloads View citations (1)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021) Downloads
    Working Papers, HAL (2021)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) Downloads View citations (1)
  2. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (2)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019) Downloads
    Working papers, Banque de France (2018) Downloads View citations (7)

    See also Journal Article in Applied Economics (2021)
  3. Les cycles économiques de la France: une datation de référence
    Working Papers, Association Française de Cliométrie (AFC) Downloads
  4. 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 Downloads View citations (7)
    See also Journal Article in Journal of International Economics (2021)

2020

  1. Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model
    PSE Working Papers, HAL Downloads View citations (3)
    Also in Working Papers, HAL (2020) Downloads View citations (3)
    OECD Statistics Working Papers, OECD Publishing (2020) Downloads View citations (3)
  2. 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 Downloads
    See also Journal Article in International Economics (2022)
  3. Méthodes de prévision en finance
    Post-Print, HAL
  4. Questioning the puzzle: Fiscal policy, exchange rate and inflation
    Working papers, Banque de France Downloads View citations (2)

2019

  1. Nowcasting global economic growth: A factor-augmented mixed-frequency approach
    Post-Print, HAL View citations (22)
    Also in Working papers, Banque de France (2014) Downloads View citations (10)

    See also Journal Article in The World Economy (2019)
  2. Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences
    Working Papers, HAL
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2019) Downloads

2018

  1. A Brief History of Seasonal Adjustment Methods and Software Tools
    Post-Print, HAL
  2. Common Factors of Commodity Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (51)
    Working papers, Banque de France (2017) Downloads View citations (49)

    See also Journal Article in Journal of Applied Econometrics (2022)
  3. Does the Great Recession imply the end of the Great Moderation? International evidence
    Post-Print, HAL Downloads View citations (10)
    Also in Working Papers, HAL (2014) Downloads View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (3)

    See also Journal Article in Economic Inquiry (2018)
  4. Impact of uncertainty shocks on the global economy
    Post-Print, HAL View citations (5)
    Also in Post-Print, HAL (2017) View citations (1)
  5. International Macroeconomics in the wake of the Global Financial Crisis
    Post-Print, HAL View citations (11)
  6. The New Fama Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in IMF Economic Review (2022)
  7. What are the macroeconomic effects of high-frequency uncertainty shocks?
    Post-Print, HAL View citations (12)
    Also in Staff Working Papers, Bank of Canada (2016) Downloads View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads View citations (8)

    See also Journal Article in Journal of Applied Econometrics (2018)

2017

  1. Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results
    Working papers, Banque de France Downloads View citations (12)
  2. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges
    CEPII Policy Brief, CEPII research center Downloads View citations (11)
    See also Chapter (2018)

2016

  1. A world trade leading index (WLTI)
    Post-Print, HAL View citations (2)
    Also in IMF Working Papers, International Monetary Fund (2015) Downloads View citations (1)

    See also Journal Article in Economics Letters (2016)
  2. Understanding the weakness in global trade - What is the new normal?
    Occasional Paper Series, European Central Bank Downloads View citations (24)

2015

  1. A new monthly chronology of the US industrial cycles in the prewar economy
    Post-Print, HAL Downloads View citations (8)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) Downloads View citations (2)
    Working Papers, HAL (2012) Downloads
    Working Papers, Association Française de Cliométrie (AFC) (2012) Downloads View citations (2)

    See also Journal Article in Journal of Financial Stability (2015)
  2. Comparing the shapes of recoveries: France, the UK and the US
    Post-Print, HAL View citations (6)
    See also Journal Article in Economic Modelling (2015)
  3. Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty
    Working papers, Banque de France Downloads View citations (44)
    See also Journal Article in Rue de la Banque (2017)
  4. Macroeconomic forecasting during the Great Recession: the return of non-linearity?
    Post-Print, HAL View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (8)
    Working papers, Banque de France (2012) Downloads View citations (13)

    See also Journal Article in International Journal of Forecasting (2015)

2014

  1. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities
    Post-Print, HAL View citations (9)
    See also Journal Article in Journal of Macroeconomics (2014)
  2. Forecasting business cycles
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
  3. 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) Downloads
    Working papers, Banque de France (2013) Downloads View citations (1)

    See also Journal Article in Economic Modelling (2014)
  4. Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux
    Post-Print, HAL
    See also Journal Article in Bulletin de la Banque de France (2014)
  5. The way out of recessions: A forecasting analysis for some Euro area countries
    Post-Print, HAL View citations (16)
    See also Journal Article in International Journal of Forecasting (2014)
  6. The way out of recessions: Evidence from a bounce-back augmented threshold regression
    Post-Print, HAL

2013

  1. Comments on: Examining the quality of early GDP component estimates
    Post-Print, HAL View citations (1)
  2. Dynamic Factor Models: A review of the Literature
    Working papers, Banque de France Downloads View citations (29)
    Also in Post-Print, HAL (2013) View citations (25)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2014)
  3. 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 in Journal of Forecasting (2013)
  4. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Post-Print, HAL View citations (12)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (1)

    See also Journal Article in Applied Economics Letters (2013)
  5. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center Downloads View citations (7)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (7)
  6. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
  7. Testing the number of factors: An empirical assessment for forecasting purposes
    Post-Print, HAL View citations (15)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
  8. 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) Downloads View citations (1)
    Working papers, Banque de France (2012) Downloads View citations (1)
  9. Une revue de la littérature des modèles à facteurs dynamiques
    Post-Print, HAL
    See also Journal Article in Économie et Prévision (2012)

2012

  1. Macro-financial linkages and business cycles: A factor-probit approach
    Post-Print, HAL View citations (7)
  2. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
    Post-Print, HAL View citations (8)

2011

  1. The Possible Shapes of Recoveries in Markov-Switching Models
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (9)
    Also in Working papers, Banque de France (2011) Downloads View citations (7)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (6)

2010

  1. A factor-augmented probit model for business cycle analysis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
  2. Common business and housing market cycles in the Euro area from a multivariate decomposition
    Working papers, Banque de France Downloads View citations (16)
  3. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads View citations (9)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (16)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads

    See also Journal Article in Journal of Forecasting (2010)
  4. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España Downloads View citations (24)
    Also in Working papers, Banque de France (2009) Downloads View citations (19)
  5. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (1)
    Post-Print, HAL (2010) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads 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) Downloads View citations (7)

2009

  1. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France Downloads View citations (10)
    See also Journal Article in Journal of Forecasting (2010)
  2. Cyclical relationships between GDP and housing market in France: Facts and factors at play
    Working papers, Banque de France Downloads View citations (8)
  3. 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 Downloads View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
  4. Forecasting Euro-area recessions using time-varying binary response models for financial
    Working papers, Banque de France Downloads View citations (19)
  5. Identification of slowdowns and accelerations for the euro area economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working papers, Banque de France (2009) Downloads View citations (9)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)

2008

  1. 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 Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads
  2. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (2)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (2)
    Working papers, Banque de France (2008) Downloads 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) Downloads View citations (2)

    See also Journal Article in Economics Bulletin (2008)
  3. Fractional and seasonal filtering
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads
    Also in Post-Print, HAL (2008) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads
  4. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France Downloads View citations (19)

2007

  1. A turning point chronology for the Euro-zone
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (31)
  2. Business Cycle Analysis with Multivariate Markov Switching Models
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (13)
  3. Deux indicateurs probabilistes de retournement cyclique pour l’économie française
    Working papers, Banque de France Downloads View citations (1)

2006

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

2005

  1. Detection of the Industrial Business Cycle using SETAR models
    Post-Print, HAL Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (4)

    See also Journal Article in Journal of Business Cycle Measurement and Analysis (2006)

2003

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

2002

  1. 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 Downloads View citations (12)

2001

  1. Comparison of parameter estimation methods in cyclical long memory time series
    Post-Print, HAL View citations (10)
  2. Forecasting with k-factor Gegenbauer Processes: Theory and Applications
    Post-Print, HAL View citations (44)
    See also Journal Article in Journal of Forecasting (2001)

2000

  1. 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) Downloads
  2. Forecasting financial time series with generalized long memory processes
    Post-Print, HAL View citations (11)

1999

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

Journal Articles

2022

  1. Common factors of commodity prices
    Journal of Applied Econometrics, 2022, 37, (3), 461-476 Downloads View citations (2)
    Also in Research Bulletin, 2018, 51 (2018) Downloads View citations (8)

    See also Working Paper (2018)
  2. Guest editorial: Economic forecasting in times of COVID-19
    International Journal of Forecasting, 2022, 38, (2), 527-528 Downloads
  3. High-frequency monitoring of growth at risk
    International Journal of Forecasting, 2022, 38, (2), 582-595 Downloads View citations (4)
    See also Working Paper (2022)
  4. Measuring exchange rate risks during periods of uncertainty
    International Economics, 2022, 170, (C), 202-212 Downloads
    See also Working Paper (2020)
  5. The New Fama Puzzle
    IMF Economic Review, 2022, 70, (3), 451-486 Downloads View citations (1)
    See also Working Paper (2018)

2021

  1. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
    Applied Economics, 2021, 53, (25), 2865-2887 Downloads View citations (2)
    See also Working Paper (2021)
  2. Questioning the puzzle: Fiscal policy, real exchange rate and inflation
    Journal of International Economics, 2021, 133, (C) Downloads View citations (6)
    See also Working Paper (2021)

2019

  1. Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach
    The World Economy, 2019, 42, (3), 846-875 Downloads View citations (10)
    See also Working Paper (2019)

2018

  1. DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE
    Economic Inquiry, 2018, 56, (2), 745-760 Downloads View citations (10)
    See also Working Paper (2018)
  2. Does the Phillips curve still exist?
    Rue de la Banque, 2018, (56) Downloads View citations (9)
  3. 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) Downloads View citations (1)
    Also in Quarterly selection of articles - Bulletin de la Banque de France, 2018, (220), 12 (2018) Downloads View citations (1)
  4. Uncertainty and macroeconomics: transmission channels and policy implications
    Rue de la Banque, 2018, (61) Downloads
  5. What are the macroeconomic effects of high‐frequency uncertainty shocks?
    Journal of Applied Econometrics, 2018, 33, (5), 662-679 Downloads View citations (11)
    See also Working Paper (2018)

2017

  1. Explaining the recent slump in investment: the role of expected demand and uncertainty
    Rue de la Banque, 2017, (44) Downloads View citations (6)
    See also Working Paper (2015)
  2. 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 Downloads
  3. Forecasting euro area recessions by combining financial information
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 78-94 Downloads
  4. 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 Downloads

2016

  1. A World Trade Leading Index (WTLI)
    Economics Letters, 2016, 146, (C), 111-115 Downloads View citations (2)
    See also Working Paper (2016)
  2. Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence
    Bulletin de la Banque de France, 2016, (206), 61-68 Downloads
  3. 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 Downloads
  4. Nowcasting global economic growth
    Rue de la Banque, 2016, (23) Downloads

2015

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

2014

  1. Dynamic factor models: A review of the literature
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 73-107 Downloads View citations (13)
    See also Working Paper (2013)
  2. Explaining US employment growth after the great recession: The role of output–employment non-linearities
    Journal of Macroeconomics, 2014, 42, (C), 118-129 Downloads View citations (9)
    See also Working Paper (2014)
  3. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Economic Modelling, 2014, 36, (C), 44-50 Downloads View citations (26)
    See also Working Paper (2014)
  4. Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux
    Bulletin de la Banque de France, 2014, (198), 113-124 Downloads
    See also Working Paper (2014)
  5. The way out of recessions: A forecasting analysis for some Euro area countries
    International Journal of Forecasting, 2014, 30, (3), 539-549 Downloads View citations (19)
    See also Working Paper (2014)
  6. US labour market and monetary policy: current debates and challenges
    Quarterly selection of articles - Bulletin de la Banque de France, 2014, (36), 111-129 Downloads

2013

  1. Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
    Journal of Forecasting, 2013, 32, (7), 577-586 Downloads View citations (4)
    See also Working Paper (2013)
  2. 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 Downloads View citations (12)
    See also Working Paper (2013)
  3. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 64-79 Downloads View citations (18)
    See also Working Paper (2013)

2012

  1. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 Downloads View citations (22)
  2. Macro-financial linkages and business cycles: A factor-augmented probit approach
    Economic Modelling, 2012, 29, (5), 1793-1797 Downloads View citations (9)
  3. 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 Downloads
  4. Une revue de la littérature des modèles à facteurs dynamiques
    Économie et Prévision, 2012, 199, (1), 51-77 Downloads View citations (1)
    See also Working Paper (2013)

2011

  1. 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 Downloads
  2. Identification of Slowdowns and Accelerations for the Euro Area Economy
    Oxford Bulletin of Economics and Statistics, 2011, 73, (3), 335-364 View citations (8)
    See also Working Paper (2009)

2010

  1. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Journal of Forecasting, 2010, 29, (1-2), 132-144 Downloads View citations (85)
    See also Working Paper (2009)
  2. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    Journal of Forecasting, 2010, 29, (1-2), 186-199 Downloads View citations (16)
    See also Working Paper (2010)
  3. Housing markets after the crisis: lessons for the macroeconomy
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 39-45 Downloads
  4. Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ?
    Bulletin de la Banque de France, 2010, (179), 25-29 Downloads
  5. Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques
    Revue économique, 2010, 61, (3), 645-655 Downloads

2009

  1. Caractérisation et datation des cycles économiques en zone euro
    Revue économique, 2009, 60, (3), 703-712 Downloads View citations (14)
  2. Un indicateur probabiliste du cycle d'accélération pour l'économie française
    Economie & Prévision, 2009, n° 189, (3), 95-114 Downloads View citations (4)
    Also in Économie et Prévision, 2009, 189, (3), 95-114 (2009) Downloads View citations (4)

2008

  1. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
    Manchester School, 2008, 76, (5), 549-577 Downloads View citations (52)
  2. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Economics Bulletin, 2008, 3, (29), 1-10 Downloads View citations (2)
    See also Working Paper (2008)
  3. L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
    Bulletin de la Banque de France, 2008, (171), 43-51 Downloads View citations (2)
  4. OPTIM: a quarterly forecasting tool for French GDP
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 31-47 Downloads
  5. OPTIM: un outil de prévision trimestrielle du PIB de la France
    Bulletin de la Banque de France, 2008, (171), 31-42 Downloads
  6. 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 Downloads View citations (2)

2007

  1. Point and interval nowcasts of the Euro area IPI
    Applied Economics Letters, 2007, 14, (2), 115-120 Downloads View citations (10)

2006

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

2004

  1. Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (2), 193-225 Downloads View citations (35)
  2. La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ?
    Economie Internationale, 2004, (99), 91-111 Downloads View citations (3)

2003

  1. A three-regime real-time indicator for the US economy
    Economics Letters, 2003, 81, (3), 373-378 Downloads View citations (60)

2001

  1. Forecasting with k-Factor Gegenbauer Processes: Theory and Applications
    Journal of Forecasting, 2001, 20, (8), 581-601 View citations (55)
    See also Working Paper (2001)

Edited books

2018

  1. International Macroeconomics in the Wake of the Global Financial Crisis
    Financial and Monetary Policy Studies, Springer View citations (9)

Chapters

2018

  1. Introduction
    Springer
  2. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges
    Springer View citations (3)
    See also Working Paper (2017)
 
Page updated 2023-03-27