Details about Pierre Guérin

Access statistics for papers by Pierre Guérin.

Last updated 2021-12-07. Update your information in the RePEc Author Service.

Short-id: pgu370

Working Papers

2021

1. Boosting SMEs’ internationalisation in Poland
   OECD Economics Department Working Papers, OECD Publishing
2. Firms’ Environmental Performance and the COVID-19 Crisis
   IMF Working Papers, International Monetary Fund
   See also Journal Article in Economics Letters (2021)
3. Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability
   IMF Working Papers, International Monetary Fund
4. Monetary Policy Independence and the Strength of the Global Financial Cycle
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Staff Working Papers, Bank of Canada (2020) View citations (1)

2020

5. A Comparison of Monthly Global Indicators for Forecasting Growth
   CESifo Working Paper Series, CESifo View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (3)
   See also Journal Article in International Journal of Forecasting (2021)

2019

6. Améliorer l’efficience de l’investissement public en France
   OECD Economics Department Working Papers, OECD Publishing

2018

7. Financing innovative business investment in Poland
   OECD Economics Department Working Papers, OECD Publishing View citations (1)
8. What Drives Interbank Loans? Evidence from Canada
   Staff Working Papers, Bank of Canada View citations (1)
   See also Journal Article in Journal of Banking & Finance (2019)
9. What are the macroeconomic effects of high-frequency uncertainty shocks?
   Post-Print, HAL View citations (12)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (7)
   Staff Working Papers, Bank of Canada (2016) View citations (6)
   See also Journal Article in Journal of Applied Econometrics (2018)

2017

10. Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (17)
    See also Journal Article in Economics Letters (2017)
11. Markov-Switching Three-Pass Regression Filter
    Staff Working Papers, Bank of Canada
    Also in Working Papers, Banco de España (2017)
    See also Journal Article in Journal of Business & Economic Statistics (2020)
12. Model averaging in markov-switching models: predicting national recessions with regional data
    Working Papers, Banco de España View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (1)
    Staff Working Papers, Bank of Canada (2015)
    See also Journal Article in Economics Letters (2017)
13. Monetary policy, stock market and sectoral comovement
    Working Papers, Banco de España

2016

14. Predictive Ability of Commodity Prices for the Canadian Dollar
    Staff Analytical Notes, Bank of Canada View citations (3)
15. The Dynamics of Capital Flow Episodes
    Staff Working Papers, Bank of Canada View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2020)

2015

16. Using low frequency information for predicting high frequency variables
    Working Paper, Norges Bank View citations (8)
    See also Journal Article in International Journal of Forecasting (2018)

2014

17. Characterizing very high uncertainty episodes
    Working Paper Series, European Central Bank View citations (1)
    See also Journal Article in Economics Letters (2013)
18. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
    Staff Working Papers, Bank of Canada View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (2)
    See also Journal Article in International Journal of Forecasting (2015)
19. Markov-Switching Mixed-Frequency VAR Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article in International Journal of Forecasting (2015)

2013

20. Regime Switches in the Risk-Return Trade-Off
    Staff Working Papers, Bank of Canada View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (1)
    See also Journal Article in Journal of Empirical Finance (2014)

2011

21. Markov-switching MIDAS models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (2013)
22. Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination
    Working Paper Series, European Central Bank View citations (4)
    See also Journal Article in Macroeconomic Dynamics (2015)

Journal Articles

2021

1. A comparison of monthly global indicators for forecasting growth
   International Journal of Forecasting, 2021, 37, (3), 1276-1295 View citations (1)
   See also Working Paper (2020)
2. Firms’ environmental performance and the COVID-19 crisis
   Economics Letters, 2021, 205, (C)
   See also Working Paper (2021)

2020

3. Markov-Switching Three-Pass Regression Filter
   Journal of Business & Economic Statistics, 2020, 38, (2), 285-302 View citations (1)
   See also Working Paper (2017)
4. The Dynamics of Capital Flow Episodes
   Journal of Money, Credit and Banking, 2020, 52, (5), 969-1003 View citations (3)
   See also Working Paper (2016)

2019

5. What drives interbank loans? Evidence from Canada
   Journal of Banking & Finance, 2019, 106, (C), 427-444 View citations (1)
   See also Working Paper (2018)

2018

6. Using low frequency information for predicting high frequency variables
   International Journal of Forecasting, 2018, 34, (4), 774-787 View citations (17)
   See also Working Paper (2015)
7. 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

8. Explaining the time-varying effects of oil market shocks on US stock returns
   Economics Letters, 2017, 155, (C), 84-88 View citations (18)
   See also Working Paper (2017)
9. Model averaging in Markov-switching models: Predicting national recessions with regional data
   Economics Letters, 2017, 157, (C), 45-49 View citations (3)
   See also Working Paper (2017)

2015

10. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
    International Journal of Forecasting, 2015, 31, (2), 238-252 View citations (62)
    See also Working Paper (2014)
11. Markov-switching mixed-frequency VAR models
    International Journal of Forecasting, 2015, 31, (3), 692-711 View citations (15)
    See also Working Paper (2014)
12. TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION
    Macroeconomic Dynamics, 2015, 19, (2), 363-393 View citations (3)
    See also Working Paper (2011)

2014

13. Regime switches in the risk–return trade-off
    Journal of Empirical Finance, 2014, 28, (C), 118-138 View citations (28)
    See also Working Paper (2013)

2013

14. Characterizing very high uncertainty episodes
    Economics Letters, 2013, 121, (2), 239-243 View citations (13)
    See also Working Paper (2014)
15. Markov-Switching MIDAS Models
    Journal of Business & Economic Statistics, 2013, 31, (1), 45-56 View citations (49)
    See also Working Paper (2011)
16. Monitoring Short-Term Economic Developments in Foreign Economies
    Bank of Canada Review, 2013, 2013, (Summer), 22-31 View citations (2)