Details about Laurent L Pauwels

Access statistics for papers by Laurent L Pauwels.

Last updated 2024-06-10. Update your information in the RePEc Author Service.

Short-id: ppa1577

Working Papers

2023

1. An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023) View citations (3)
2. High Moment Constraints for Predictive Density Combination
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (5)
3. Measuring Openness
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
4. Optimal Forecast Combination with Mean Absolute Error Loss
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2020

5. High Order Openness
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   Also in Working Papers, New York University Abu Dhabi, Department of Social Science (2020) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
6. Higher Moment Constraints for Predictive Density Combinations
   Working Papers, University of Sydney Business School, Discipline of Business Analytics View citations (6)
   Also in Working Papers, University of Sydney Business School, Discipline of Business Analytics (2019)
7. Korea’s Patterns of Trade
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2020)

2019

8. Asymptotic Theory for Rotated Multivariate GARCH Models
   Working Papers, University of Sydney Business School, Discipline of Business Analytics
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
9. Equivalence of optimal forecast combinations under affine constraints
   Working Papers, University of Sydney Business School, Discipline of Business Analytics
10. Fundamental Moments
    Working Papers, University of Sydney Business School, Discipline of Business Analytics
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
11. Predicting China’s Monetary Policy with Forecast Combinations
    Working Papers, University of Sydney Business School, Discipline of Business Analytics

2013

12. Forecast combination for U.S. recessions with real-time data
    Working Papers, University of Sydney Business School, Discipline of Business Analytics View citations (1)
    Also in Working Papers, University of Sydney Business School, Discipline of Business Analytics (2013) View citations (1)
    See also Journal Article Forecast combination for U.S. recessions with real-time data, The North American Journal of Economics and Finance, Elsevier (2014) View citations (3) (2014)
13. Practical considerations for optimal weights in density forecast combi nation
    Working Papers, University of Sydney Business School, Discipline of Business Analytics View citations (1)

2011

14. Do External Political Pressures Affect the Renminbi Exchange Rate?
    Working Papers, University of Sydney Business School, Discipline of Business Analytics
    Also in Working Papers, Hong Kong Monetary Authority (2008) View citations (3)
    See also Journal Article Do external political pressures affect the Renminbi exchange rate?, Journal of International Money and Finance, Elsevier (2012) View citations (28) (2012)
15. Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
    Working Papers, University of Sydney Business School, Discipline of Business Analytics View citations (3)
    See also Journal Article Forecast combination for discrete choice models: predicting FOMC monetary policy decisions, Empirical Economics, Springer (2017) View citations (5) (2017)

2008

16. Stability Tests for Heterogeneous Panel Data
    Working Papers, Hong Kong Institute for Monetary Research View citations (3)
    Also in Working Papers, HAL (2006)
    PSE Working Papers, HAL (2006) View citations (1)
17. What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model
    Working Papers, Hong Kong Monetary Authority View citations (45)
    See also Journal Article What Prompts the People's Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model, China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences (2008) View citations (45) (2008)

2007

18. Hong Kong's Consumption Function Revisited
    Working Papers, Hong Kong Monetary Authority View citations (4)
19. How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption
    Working Papers, Hong Kong Monetary Authority View citations (2)

2006

20. Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (22)

2004

21. Modelling Environmental Risk
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (15)
22. Wage-Price Dynamics and Deflation in Hong Kong
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (11)

2003

23. An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (15)
24. Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism
    Working Papers, Hong Kong Institute for Monetary Research View citations (7)

Journal Articles

2021

1. Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
   Econometrics, 2021, 9, (2), 1-21

2018

2. Some theoretical results on forecast combinations
   International Journal of Forecasting, 2018, 34, (1), 64-74 View citations (27)

2017

3. Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
   Empirical Economics, 2017, 52, (1), 229-254 View citations (5)
   See also Working Paper Forecast combination for discrete choice models: predicting FOMC monetary policy decisions, Working Papers (2011) View citations (3) (2011)

2016

4. A note on the estimation of optimal weights for density forecast combinations
   International Journal of Forecasting, 2016, 32, (2), 391-397 View citations (14)
5. Does portfolio margining make borrowing more attractive?
   International Review of Financial Analysis, 2016, 43, (C), 128-134

2014

6. Forecast combination for U.S. recessions with real-time data
   The North American Journal of Economics and Finance, 2014, 28, (C), 138-148 View citations (3)
   See also Working Paper Forecast combination for U.S. recessions with real-time data, Working Papers (2013) View citations (1) (2013)

2013

7. Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach
   Journal of Forecasting, 2013, 32, (2), 151-166 View citations (5)
8. The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence
   Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 175-189 View citations (4)

2012

9. Do external political pressures affect the Renminbi exchange rate?
   Journal of International Money and Finance, 2012, 31, (6), 1800-1818 View citations (28)
   See also Working Paper Do External Political Pressures Affect the Renminbi Exchange Rate?, Working Papers (2011) (2011)
10. Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect
    Journal of Time Series Econometrics, 2012, 4, (2), 35 View citations (12)

2011

11. Model specification in panel data unit root tests with an unknown break
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1299-1309 View citations (6)

2008

12. Multivariate volatility in environmental finance
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 189-199 View citations (1)
13. What Prompts the People's Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model
    China & World Economy, 2008, 16, (6), 1-21 View citations (45)
    See also Working Paper What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model, Working Papers (2008) View citations (45) (2008)

2007

14. MEASURING RISK IN ENVIRONMENTAL FINANCE
    Journal of Economic Surveys, 2007, 21, (5), 970-998 View citations (17)