Details about Pierre Guérin

Access statistics for papers by Pierre Guérin.

Last updated 2019-02-23. Update your information in the RePEc Author Service.

Short-id: pgu370

Working Papers

2018

1. Financing innovative business investment in Poland
   OECD Economics Department Working Papers, OECD Publishing
2. What Drives Interbank Loans? Evidence from Canada
   Staff Working Papers, Bank of Canada

2017

3. 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 (4)
   See also Journal Article in Economics Letters (2017)
4. Markov-Switching Three-Pass Regression Filter
   Staff Working Papers, Bank of Canada
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2016) View citations (4)
   Working Papers, Banco de España (2017)
5. Model averaging in markov-switching models: predicting national recessions with regional data
   Working Papers, Banco de España
   Also in Staff Working Papers, Bank of Canada (2015)
   MPRA Paper, University Library of Munich, Germany (2014) View citations (1)
   See also Journal Article in Economics Letters (2017)
6. Monetary policy, stock market and sectoral comovement
   Working Papers, Banco de España

2016

7. Predictive Ability of Commodity Prices for the Canadian Dollar
   Staff Analytical Notes, Bank of Canada View citations (1)
8. The Dynamics of Capital Flow Episodes
   Staff Working Papers, Bank of Canada View citations (2)
9. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
   Staff Working Papers, Bank of Canada View citations (4)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (4)
   See also Journal Article in Journal of Applied Econometrics (2018)

2015

10. 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

11. Characterizing very high uncertainty episodes
    Working Paper Series, European Central Bank
    See also Journal Article in Economics Letters (2013)
12. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
    Staff Working Papers, Bank of Canada View citations (12)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
    See also Journal Article in International Journal of Forecasting (2015)
13. 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

14. 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

15. 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)
16. 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 (1)
    See also Journal Article in Macroeconomic Dynamics (2015)

Journal Articles

2018

1. Using low frequency information for predicting high frequency variables
   International Journal of Forecasting, 2018, 34, (4), 774-787 View citations (1)
   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 View citations (2)
   See also Working Paper (2016)

2017

3. Explaining the time-varying effects of oil market shocks on US stock returns
   Economics Letters, 2017, 155, (C), 84-88 View citations (4)
   See also Working Paper (2017)
4. Model averaging in Markov-switching models: Predicting national recessions with regional data
   Economics Letters, 2017, 157, (C), 45-49
   See also Working Paper (2017)

2015

5. 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 (32)
   See also Working Paper (2014)
6. Markov-switching mixed-frequency VAR models
   International Journal of Forecasting, 2015, 31, (3), 692-711 View citations (5)
   See also Working Paper (2014)
7. TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION
   Macroeconomic Dynamics, 2015, 19, (02), 363-393 View citations (3)
   See also Working Paper (2011)

2014

8. Regime switches in the risk–return trade-off
   Journal of Empirical Finance, 2014, 28, (C), 118-138 View citations (15)
   See also Working Paper (2013)

2013

9. Characterizing very high uncertainty episodes
   Economics Letters, 2013, 121, (2), 239-243 View citations (4)
   See also Working Paper (2014)
10. Markov-Switching MIDAS Models
    Journal of Business & Economic Statistics, 2013, 31, (1), 45-56 View citations (31)
    See also Working Paper (2011)
11. Monitoring Short-Term Economic Developments in Foreign Economies
    Bank of Canada Review, 2013, 2013, (Summer), 22-31 View citations (1)