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Details about Laurent L. Pauwels

E-mail:
Homepage:https://business.sydney.edu.au/staff/laurent.pauwels
Postal address:H70 - Abercrombie Building The University of Sydney NSW 2006 Australia
Workplace:Discipline of Business Analytics, Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by Laurent L. Pauwels.

Last updated 2019-05-22. Update your information in the RePEc Author Service.

Short-id: ppa348


Jump to Journal Articles

Working Papers

2019

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

2013

  1. Forecast combination for U.S. recessions with real-time data
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads
    Also in Working Papers, University of Sydney Business School, Discipline of Business Analytics (2013) Downloads

    See also Journal Article in The North American Journal of Economics and Finance (2014)
  2. Practical considerations for optimal weights in density forecast combi nation
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads View citations (1)

2011

  1. Do External Political Pressures Affect the Renminbi Exchange Rate?
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads
    Also in Working Papers, Hong Kong Monetary Authority (2008) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2012)
  2. Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads
    See also Journal Article in Empirical Economics (2017)

2008

  1. Stability Tests for Heterogeneous Panel Data
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
    Also in IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2006) Downloads
    PSE Working Papers, HAL (2006) Downloads
  2. 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 Downloads View citations (35)
    See also Journal Article in China & World Economy (2008)

2007

  1. Hong Kong's Consumption Function Revisited
    Working Papers, Hong Kong Monetary Authority Downloads View citations (3)
  2. 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 Downloads View citations (2)

2006

  1. 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 Downloads View citations (18)

2004

  1. Modelling Environmental Risk
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies Downloads View citations (13)
  2. Wage-Price Dynamics and Deflation in Hong Kong
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies Downloads View citations (9)

2003

  1. An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies Downloads View citations (1)
  2. Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (7)

Journal Articles

2018

  1. Some theoretical results on forecast combinations
    International Journal of Forecasting, 2018, 34, (1), 64-74 Downloads View citations (6)

2017

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

2016

  1. A note on the estimation of optimal weights for density forecast combinations
    International Journal of Forecasting, 2016, 32, (2), 391-397 Downloads View citations (8)
  2. Does portfolio margining make borrowing more attractive?
    International Review of Financial Analysis, 2016, 43, (C), 128-134 Downloads

2014

  1. Forecast combination for U.S. recessions with real-time data
    The North American Journal of Economics and Finance, 2014, 28, (C), 138-148 Downloads View citations (2)
    See also Working Paper (2013)

2013

  1. Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach
    Journal of Forecasting, 2013, 32, (2), 151-166 View citations (4)
  2. 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 Downloads View citations (5)

2012

  1. Do external political pressures affect the Renminbi exchange rate?
    Journal of International Money and Finance, 2012, 31, (6), 1800-1818 Downloads View citations (8)
    See also Working Paper (2011)
  2. Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect
    Journal of Time Series Econometrics, 2012, 4, (2), 1-35 Downloads View citations (7)

2011

  1. Model specification in panel data unit root tests with an unknown break
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1299-1309 Downloads View citations (5)

2008

  1. Multivariate volatility in environmental finance
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 189-199 Downloads View citations (1)
  2. 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 Downloads View citations (28)
    See also Working Paper (2008)

2007

  1. MEASURING RISK IN ENVIRONMENTAL FINANCE
    Journal of Economic Surveys, 2007, 21, (5), 970-998 Downloads View citations (5)
 
Page updated 2019-10-09