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

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Working Papers

2022

1. Commodity currencies revisited: The role of global commodity price uncertainty
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
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 View citations (2)
   Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2021)
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) 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)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021)
   Working Papers, HAL (2021)
5. When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage
   Papers, arXiv.org
   Also in Working Papers, Center for Research in Economics and Statistics (2019) View citations (15)
   Working papers, Banque de France (2019) View citations (14)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) View citations (1)

2021

6. Dating business cycles in France: A reference chronology
   Working Papers, Association Française de Cliométrie (AFC) View citations (1)
   Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) View citations (1)
   Working Papers, HAL (2021) View citations (1)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
   Working Papers, HAL (2021)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) View citations (1)
7. 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)
   Working papers, Banque de France (2018) View citations (7)
   See also Journal Article in Applied Economics (2021)
8. Les cycles économiques de la France: une datation de référence
   Working Papers, Association Française de Cliométrie (AFC)
9. 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 (7)
   See also Journal Article in Journal of International Economics (2021)

2020

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

2019

14. Nowcasting global economic growth: A factor-augmented mixed-frequency approach
    Post-Print, HAL View citations (22)
    Also in Working papers, Banque de France (2014) View citations (10)
    See also Journal Article in The World Economy (2019)
15. 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)

2018

16. A Brief History of Seasonal Adjustment Methods and Software Tools
    Post-Print, HAL
17. Common Factors of Commodity Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    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 in Journal of Applied Econometrics (2022)
18. Does the Great Recession imply the end of the Great Moderation? International evidence
    Post-Print, HAL View citations (10)
    Also in Working Papers, HAL (2014) View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    See also Journal Article in Economic Inquiry (2018)
19. Impact of uncertainty shocks on the global economy
    Post-Print, HAL View citations (5)
    Also in Post-Print, HAL (2017) View citations (1)
20. International Macroeconomics in the wake of the Global Financial Crisis
    Post-Print, HAL View citations (11)
21. The New Fama Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    See also Journal Article in IMF Economic Review (2022)
22. 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) View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (8)
    See also Journal Article in Journal of Applied Econometrics (2018)

2017

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

2016

25. A world trade leading index (WLTI)
    Post-Print, HAL View citations (2)
    Also in IMF Working Papers, International Monetary Fund (2015) View citations (1)
    See also Journal Article in Economics Letters (2016)
26. Understanding the weakness in global trade - What is the new normal?
    Occasional Paper Series, European Central Bank View citations (24)

2015

27. A new monthly chronology of the US industrial cycles in the prewar economy
    Post-Print, HAL View citations (8)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (2)
    Working Papers, HAL (2012)
    Working Papers, Association Française de Cliométrie (AFC) (2012) View citations (2)
    See also Journal Article in Journal of Financial Stability (2015)
28. 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)
29. Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty
    Working papers, Banque de France View citations (44)
    See also Journal Article in Rue de la Banque (2017)
30. 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) View citations (8)
    Working papers, Banque de France (2012) View citations (13)
    See also Journal Article in International Journal of Forecasting (2015)

2014

31. 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)
32. Forecasting business cycles
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
33. 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)
    See also Journal Article in Economic Modelling (2014)
34. 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)
35. 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)
36. The way out of recessions: Evidence from a bounce-back augmented threshold regression
    Post-Print, HAL

2013

37. Comments on: Examining the quality of early GDP component estimates
    Post-Print, HAL View citations (1)
38. Dynamic Factor Models: A review of the Literature
    Working papers, Banque de France 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)
39. 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)
40. 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) View citations (1)
    See also Journal Article in Applied Economics Letters (2013)
41. 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)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (7)
42. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
43. 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)
44. 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)
45. Une revue de la littérature des modèles à facteurs dynamiques
    Post-Print, HAL
    See also Journal Article in Économie et Prévision (2012)

2012

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

2011

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

2010

49. A factor-augmented probit model for business cycle analysis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
50. Common business and housing market cycles in the Euro area from a multivariate decomposition
    Working papers, Banque de France View citations (16)
51. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (9)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) 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)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    See also Journal Article in Journal of Forecasting (2010)
52. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España View citations (24)
    Also in Working papers, Banque de France (2009) View citations (19)
53. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (1)
    Post-Print, 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

54. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France View citations (10)
    See also Journal Article in Journal of Forecasting (2010)
55. Cyclical relationships between GDP and housing market in France: Facts and factors at play
    Working papers, Banque de France View citations (8)
56. 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)
57. Forecasting Euro-area recessions using time-varying binary response models for financial
    Working papers, Banque de France View citations (19)
58. 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 in Oxford Bulletin of Economics and Statistics (2011)

2008

59. 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)
60. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (2)
    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 in Economics Bulletin (2008)
61. Fractional and seasonal filtering
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2008)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
62. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France View citations (19)

2007

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

2006

66. A real-time recession indicator for the Euro area
    MPRA Paper, University Library of Munich, Germany
67. 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)
68. Real-time detection of the business cycle using SETAR models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL

2005

69. 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 in Journal of Business Cycle Measurement and Analysis (2006)

2003

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

2002

71. 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

72. Comparison of parameter estimation methods in cyclical long memory time series
    Post-Print, HAL View citations (10)
73. 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

74. 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)
75. Forecasting financial time series with generalized long memory processes
    Post-Print, HAL View citations (11)

1999

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

Journal Articles

2022

1. Common factors of commodity prices
   Journal of Applied Econometrics, 2022, 37, (3), 461-476 View citations (2)
   Also in Research Bulletin, 2018, 51 (2018) 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
3. High-frequency monitoring of growth at risk
   International Journal of Forecasting, 2022, 38, (2), 582-595 View citations (4)
   See also Working Paper (2022)
4. Measuring exchange rate risks during periods of uncertainty
   International Economics, 2022, 170, (C), 202-212
   See also Working Paper (2020)
5. The New Fama Puzzle
   IMF Economic Review, 2022, 70, (3), 451-486 View citations (1)
   See also Working Paper (2018)

2021

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

2019

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

2018

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

2017

14. Explaining the recent slump in investment: the role of expected demand and uncertainty
    Rue de la Banque, 2017, (44) View citations (6)
    See also Working Paper (2015)
15. 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
16. Forecasting euro area recessions by combining financial information
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 78-94
17. 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

18. A World Trade Leading Index (WTLI)
    Economics Letters, 2016, 146, (C), 111-115 View citations (2)
    See also Working Paper (2016)
19. Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence
    Bulletin de la Banque de France, 2016, (206), 61-68
20. 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
21. Nowcasting global economic growth
    Rue de la Banque, 2016, (23)

2015

22. 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 (2015)
23. 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 (2015)
24. Macroeconomic forecasting during the Great Recession: The return of non-linearity?
    International Journal of Forecasting, 2015, 31, (3), 664-679 View citations (31)
    See also Working Paper (2015)

2014

25. 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 (2013)
26. 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 (9)
    See also Working Paper (2014)
27. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Economic Modelling, 2014, 36, (C), 44-50 View citations (26)
    See also Working Paper (2014)
28. 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 (2014)
29. 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 (2014)
30. 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

31. 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 (2013)
32. 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 (12)
    See also Working Paper (2013)
33. 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 (18)
    See also Working Paper (2013)

2012

34. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 View citations (22)
35. Macro-financial linkages and business cycles: A factor-augmented probit approach
    Economic Modelling, 2012, 29, (5), 1793-1797 View citations (9)
36. 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
37. 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 (2013)

2011

38. 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
39. 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

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

2009

45. Caractérisation et datation des cycles économiques en zone euro
    Revue économique, 2009, 60, (3), 703-712 View citations (14)
46. 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

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

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

2006

54. 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 (2005)

2004

55. 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 (35)
56. La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ?
    Economie Internationale, 2004, (99), 91-111 View citations (3)

2003

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

2001

58. 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)