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Details about Pierre Guérin

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Homepage:https://sites.google.com/view/pierreguerineconomics/home
Workplace:International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Pierre Guérin.

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

Short-id: pgu370


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Working Papers

2021

  1. Boosting SMEs’ internationalisation in Poland
    OECD Economics Department Working Papers, OECD Publishing Downloads
  2. Firms’ Environmental Performance and the COVID-19 Crisis
    IMF Working Papers, International Monetary Fund Downloads
    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 Downloads
  4. Monetary Policy Independence and the Strength of the Global Financial Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Staff Working Papers, Bank of Canada (2020) Downloads View citations (1)

2020

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

    See also Journal Article in International Journal of Forecasting (2021)

2019

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

2018

  1. Financing innovative business investment in Poland
    OECD Economics Department Working Papers, OECD Publishing Downloads View citations (1)
  2. What Drives Interbank Loans? Evidence from Canada
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2019)
  3. 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) Downloads View citations (7)
    Staff Working Papers, Bank of Canada (2016) Downloads View citations (6)

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

2017

  1. 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 Downloads View citations (17)
    See also Journal Article in Economics Letters (2017)
  2. Markov-Switching Three-Pass Regression Filter
    Staff Working Papers, Bank of Canada Downloads
    Also in Working Papers, Banco de España (2017) Downloads

    See also Journal Article in Journal of Business & Economic Statistics (2020)
  3. Model averaging in markov-switching models: predicting national recessions with regional data
    Working Papers, Banco de España Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (1)
    Staff Working Papers, Bank of Canada (2015) Downloads

    See also Journal Article in Economics Letters (2017)
  4. Monetary policy, stock market and sectoral comovement
    Working Papers, Banco de España Downloads

2016

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

2015

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

2014

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

    See also Journal Article in International Journal of Forecasting (2015)
  3. Markov-Switching Mixed-Frequency VAR Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2015)

2013

  1. Regime Switches in the Risk-Return Trade-Off
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (1)

    See also Journal Article in Journal of Empirical Finance (2014)

2011

  1. Markov-switching MIDAS models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (2013)
  2. Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination
    Working Paper Series, European Central Bank Downloads 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 Downloads View citations (1)
    See also Working Paper (2020)
  2. Firms’ environmental performance and the COVID-19 crisis
    Economics Letters, 2021, 205, (C) Downloads
    See also Working Paper (2021)

2020

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

2019

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

2018

  1. Using low frequency information for predicting high frequency variables
    International Journal of Forecasting, 2018, 34, (4), 774-787 Downloads View citations (17)
    See also Working Paper (2015)
  2. 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 time-varying effects of oil market shocks on US stock returns
    Economics Letters, 2017, 155, (C), 84-88 Downloads View citations (18)
    See also Working Paper (2017)
  2. Model averaging in Markov-switching models: Predicting national recessions with regional data
    Economics Letters, 2017, 157, (C), 45-49 Downloads View citations (3)
    See also Working Paper (2017)

2015

  1. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
    International Journal of Forecasting, 2015, 31, (2), 238-252 Downloads View citations (62)
    See also Working Paper (2014)
  2. Markov-switching mixed-frequency VAR models
    International Journal of Forecasting, 2015, 31, (3), 692-711 Downloads View citations (15)
    See also Working Paper (2014)
  3. 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 Downloads View citations (3)
    See also Working Paper (2011)

2014

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

2013

  1. Characterizing very high uncertainty episodes
    Economics Letters, 2013, 121, (2), 239-243 Downloads View citations (13)
    See also Working Paper (2014)
  2. Markov-Switching MIDAS Models
    Journal of Business & Economic Statistics, 2013, 31, (1), 45-56 Downloads View citations (49)
    See also Working Paper (2011)
  3. Monitoring Short-Term Economic Developments in Foreign Economies
    Bank of Canada Review, 2013, 2013, (Summer), 22-31 Downloads View citations (2)
 
Page updated 2022-07-06