Details about Pierre Guérin

Access statistics for papers by Pierre Guérin.

Last updated 2025-03-14. 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 View citations (1)
   See also Journal Article Firms’ environmental performance and the COVID-19 crisis, Economics Letters, Elsevier (2021) View citations (1) (2021)
3. Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability
   IMF Working Papers, International Monetary Fund View citations (1)
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
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in CESifo Working Paper Series, CESifo (2020) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (4)
   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 A comparison of monthly global indicators for forecasting growth, International Journal of Forecasting, Elsevier (2021) View citations (23) (2021)

2019

6. Améliorer l’efficience de l’investissement public en France
   OECD Economics Department Working Papers, OECD Publishing View citations (2)

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 What drives interbank loans? Evidence from Canada, Journal of Banking & Finance, Elsevier (2019) View citations (2) (2019)
9. What are the macroeconomic effects of high-frequency uncertainty shocks?
   Post-Print, HAL View citations (17)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (8)
   Working Papers, HAL (2015)
   Staff Working Papers, Bank of Canada (2016) View citations (6)
   See also Journal Article What are the macroeconomic effects of high‐frequency uncertainty shocks?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (13) (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 (22)
    See also Journal Article Explaining the time-varying effects of oil market shocks on US stock returns, Economics Letters, Elsevier (2017) View citations (26) (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 Markov-Switching Three-Pass Regression Filter, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (4) (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 Model averaging in Markov-switching models: Predicting national recessions with regional data, Economics Letters, Elsevier (2017) View citations (5) (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 (5)
    See also Journal Article The Dynamics of Capital Flow Episodes, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (7) (2020)

2015

16. Using low frequency information for predicting high frequency variables
    Working Paper, Norges Bank View citations (9)
    See also Journal Article Using low frequency information for predicting high frequency variables, International Journal of Forecasting, Elsevier (2018) View citations (33) (2018)

2014

17. Characterizing very high uncertainty episodes
    Working Paper Series, European Central Bank View citations (1)
    See also Journal Article Characterizing very high uncertainty episodes, Economics Letters, Elsevier (2013) View citations (20) (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 CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (1)
    See also Journal Article Do high-frequency financial data help forecast oil prices? The MIDAS touch at work, International Journal of Forecasting, Elsevier (2015) View citations (84) (2015)
19. Markov-Switching Mixed-Frequency VAR Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article Markov-switching mixed-frequency VAR models, International Journal of Forecasting, Elsevier (2015) View citations (18) (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 Regime switches in the risk–return trade-off, Journal of Empirical Finance, Elsevier (2014) View citations (35) (2014)

2011

21. Markov-switching MIDAS models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    See also Journal Article Markov-Switching MIDAS Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (62) (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 TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (5) (2015)

Journal Articles

2023

1. What are the effects of monetary policy on productivity?
   Economics Letters, 2023, 233, (C) View citations (3)

2021

2. A comparison of monthly global indicators for forecasting growth
   International Journal of Forecasting, 2021, 37, (3), 1276-1295 View citations (23)
   See also Working Paper A Comparison of Monthly Global Indicators for Forecasting Growth, CEPR Discussion Papers (2020) View citations (2) (2020)
3. Firms’ environmental performance and the COVID-19 crisis
   Economics Letters, 2021, 205, (C) View citations (1)
   See also Working Paper Firms’ Environmental Performance and the COVID-19 Crisis, IMF Working Papers (2021) View citations (1) (2021)

2020

4. Markov-Switching Three-Pass Regression Filter
   Journal of Business & Economic Statistics, 2020, 38, (2), 285-302 View citations (4)
   See also Working Paper Markov-Switching Three-Pass Regression Filter, Staff Working Papers (2017) (2017)
5. The Dynamics of Capital Flow Episodes
   Journal of Money, Credit and Banking, 2020, 52, (5), 969-1003 View citations (7)
   See also Working Paper The Dynamics of Capital Flow Episodes, Staff Working Papers (2016) View citations (5) (2016)

2019

6. What drives interbank loans? Evidence from Canada
   Journal of Banking & Finance, 2019, 106, (C), 427-444 View citations (2)
   See also Working Paper What Drives Interbank Loans? Evidence from Canada, Staff Working Papers (2018) View citations (1) (2018)

2018

7. Using low frequency information for predicting high frequency variables
   International Journal of Forecasting, 2018, 34, (4), 774-787 View citations (33)
   See also Working Paper Using low frequency information for predicting high frequency variables, Working Paper (2015) View citations (9) (2015)
8. What are the macroeconomic effects of high‐frequency uncertainty shocks?
   Journal of Applied Econometrics, 2018, 33, (5), 662-679 View citations (13)
   See also Working Paper What are the macroeconomic effects of high-frequency uncertainty shocks?, Post-Print (2018) View citations (17) (2018)

2017

9. Explaining the time-varying effects of oil market shocks on US stock returns
   Economics Letters, 2017, 155, (C), 84-88 View citations (26)
   See also Working Paper Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns, Working Papers (2017) View citations (22) (2017)
10. Model averaging in Markov-switching models: Predicting national recessions with regional data
    Economics Letters, 2017, 157, (C), 45-49 View citations (5)
    See also Working Paper Model averaging in markov-switching models: predicting national recessions with regional data, Working Papers (2017) View citations (3) (2017)

2015

11. 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 (84)
    See also Working Paper Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work, Staff Working Papers (2014) View citations (13) (2014)
12. Markov-switching mixed-frequency VAR models
    International Journal of Forecasting, 2015, 31, (3), 692-711 View citations (18)
    See also Working Paper Markov-Switching Mixed-Frequency VAR Models, CEPR Discussion Papers (2014) View citations (1) (2014)
13. 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 (5)
    See also Working Paper Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination, Working Paper Series (2011) View citations (4) (2011)

2014

14. Regime switches in the risk–return trade-off
    Journal of Empirical Finance, 2014, 28, (C), 118-138 View citations (35)
    See also Working Paper Regime Switches in the Risk-Return Trade-Off, Staff Working Papers (2013) View citations (1) (2013)

2013

15. Characterizing very high uncertainty episodes
    Economics Letters, 2013, 121, (2), 239-243 View citations (20)
    See also Working Paper Characterizing very high uncertainty episodes, Working Paper Series (2014) View citations (1) (2014)
16. Markov-Switching MIDAS Models
    Journal of Business & Economic Statistics, 2013, 31, (1), 45-56 View citations (62)
    See also Working Paper Markov-switching MIDAS models, CEPR Discussion Papers (2011) View citations (9) (2011)
17. Monitoring Short-Term Economic Developments in Foreign Economies
    Bank of Canada Review, 2013, 2013, (Summer), 22-31 View citations (2)

Chapters

2022

1. Heterogeneous Switching in FAVAR Models
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44B, pp 65-98