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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 2023-09-08. 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 View citations (1)
    See also Journal Article Firms’ environmental performance and the COVID-19 crisis, Economics Letters, Elsevier (2021) Downloads View citations (1) (2021)
  3. Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
  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
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (3)
    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 A comparison of monthly global indicators for forecasting growth, International Journal of Forecasting, Elsevier (2021) Downloads View citations (14) (2021)

2019

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

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 What drives interbank loans? Evidence from Canada, Journal of Banking & Finance, Elsevier (2019) Downloads View citations (2) (2019)
  3. What are the macroeconomic effects of high-frequency uncertainty shocks?
    Post-Print, HAL View citations (16)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads View citations (8)
    Working Papers, HAL (2015) Downloads
    Staff Working Papers, Bank of Canada (2016) Downloads 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) Downloads View citations (12) (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 (22)
    See also Journal Article Explaining the time-varying effects of oil market shocks on US stock returns, Economics Letters, Elsevier (2017) Downloads View citations (26) (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 Markov-Switching Three-Pass Regression Filter, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) Downloads View citations (3) (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 Staff Working Papers, Bank of Canada (2015) Downloads
    MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (1)

    See also Journal Article Model averaging in Markov-switching models: Predicting national recessions with regional data, Economics Letters, Elsevier (2017) Downloads View citations (4) (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 (5)
    See also Journal Article The Dynamics of Capital Flow Episodes, Journal of Money, Credit and Banking, Blackwell Publishing (2020) Downloads View citations (7) (2020)

2015

  1. Using low frequency information for predicting high frequency variables
    Working Paper, Norges Bank Downloads View citations (8)
    See also Journal Article Using low frequency information for predicting high frequency variables, International Journal of Forecasting, Elsevier (2018) Downloads View citations (29) (2018)

2014

  1. Characterizing very high uncertainty episodes
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article Characterizing very high uncertainty episodes, Economics Letters, Elsevier (2013) Downloads View citations (18) (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 View citations (1)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (3)

    See also Journal Article Do high-frequency financial data help forecast oil prices? The MIDAS touch at work, International Journal of Forecasting, Elsevier (2015) Downloads View citations (80) (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 Markov-switching mixed-frequency VAR models, International Journal of Forecasting, Elsevier (2015) Downloads View citations (17) (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 Regime switches in the risk–return trade-off, Journal of Empirical Finance, Elsevier (2014) Downloads View citations (34) (2014)

2011

  1. Markov-switching MIDAS models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    See also Journal Article Markov-Switching MIDAS Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) Downloads View citations (59) (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 TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION, Macroeconomic Dynamics, Cambridge University Press (2015) Downloads View citations (5) (2015)

Journal Articles

2023

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

2021

  1. A comparison of monthly global indicators for forecasting growth
    International Journal of Forecasting, 2021, 37, (3), 1276-1295 Downloads View citations (14)
    See also Working Paper A Comparison of Monthly Global Indicators for Forecasting Growth, CEPR Discussion Papers (2020) Downloads View citations (1) (2020)
  2. Firms’ environmental performance and the COVID-19 crisis
    Economics Letters, 2021, 205, (C) Downloads View citations (1)
    See also Working Paper Firms’ Environmental Performance and the COVID-19 Crisis, IMF Working Papers (2021) Downloads View citations (1) (2021)

2020

  1. Markov-Switching Three-Pass Regression Filter
    Journal of Business & Economic Statistics, 2020, 38, (2), 285-302 Downloads View citations (3)
    See also Working Paper Markov-Switching Three-Pass Regression Filter, Staff Working Papers (2017) Downloads (2017)
  2. The Dynamics of Capital Flow Episodes
    Journal of Money, Credit and Banking, 2020, 52, (5), 969-1003 Downloads View citations (7)
    See also Working Paper The Dynamics of Capital Flow Episodes, Staff Working Papers (2016) Downloads View citations (5) (2016)

2019

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

2018

  1. Using low frequency information for predicting high frequency variables
    International Journal of Forecasting, 2018, 34, (4), 774-787 Downloads View citations (29)
    See also Working Paper Using low frequency information for predicting high frequency variables, Working Paper (2015) Downloads View citations (8) (2015)
  2. What are the macroeconomic effects of high‐frequency uncertainty shocks?
    Journal of Applied Econometrics, 2018, 33, (5), 662-679 Downloads View citations (12)
    See also Working Paper What are the macroeconomic effects of high-frequency uncertainty shocks?, Post-Print (2018) View citations (16) (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 (26)
    See also Working Paper Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns, Working Papers (2017) Downloads View citations (22) (2017)
  2. Model averaging in Markov-switching models: Predicting national recessions with regional data
    Economics Letters, 2017, 157, (C), 45-49 Downloads View citations (4)
    See also Working Paper Model averaging in markov-switching models: predicting national recessions with regional data, Working Papers (2017) Downloads View citations (3) (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 (80)
    See also Working Paper Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work, Staff Working Papers (2014) Downloads View citations (13) (2014)
  2. Markov-switching mixed-frequency VAR models
    International Journal of Forecasting, 2015, 31, (3), 692-711 Downloads View citations (17)
    See also Working Paper Markov-Switching Mixed-Frequency VAR Models, CEPR Discussion Papers (2014) Downloads View citations (1) (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 (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) Downloads View citations (4) (2011)

2014

  1. Regime switches in the risk–return trade-off
    Journal of Empirical Finance, 2014, 28, (C), 118-138 Downloads View citations (34)
    See also Working Paper Regime Switches in the Risk-Return Trade-Off, Staff Working Papers (2013) Downloads View citations (1) (2013)

2013

  1. Characterizing very high uncertainty episodes
    Economics Letters, 2013, 121, (2), 239-243 Downloads View citations (18)
    See also Working Paper Characterizing very high uncertainty episodes, Working Paper Series (2014) Downloads View citations (1) (2014)
  2. Markov-Switching MIDAS Models
    Journal of Business & Economic Statistics, 2013, 31, (1), 45-56 Downloads View citations (59)
    See also Working Paper Markov-switching MIDAS models, CEPR Discussion Papers (2011) Downloads View citations (9) (2011)
  3. Monitoring Short-Term Economic Developments in Foreign Economies
    Bank of Canada Review, 2013, 2013, (Summer), 22-31 Downloads 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 Downloads
 
Page updated 2024-07-22