Access Statistics for Marcelle Chauvet

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy 0 0 0 89 0 1 3 175
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 0 221 2 2 5 480
A comparison of the real-time performance of business cycle dating methods 0 0 7 469 0 0 15 1,452
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 1 2 1,316
Dating Business Cycle Turning Points 1 1 9 434 2 6 22 1,219
Employment and the business cycle 0 0 0 9 1 1 2 55
Employment and the business cycle 0 0 0 68 0 0 0 109
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 0 0 0 21
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 0 0 0 463
Forecasting recessions using the yield curve 0 1 2 639 0 1 4 1,866
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 1 211 0 0 5 528
How better monetary statistics could have signaled the financial crisis 0 0 1 92 1 2 4 261
Identifying business cycle turning points in real time 0 0 0 393 0 0 0 1,060
Incomplete Price Adjustment and Inflation Persistence 0 1 1 38 1 2 2 60
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 1 72 0 1 5 374
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 0 0 0 165
Leading Indicators of Inflation for Brazil 0 1 3 151 0 1 3 438
Markov switching in disaggregate unemployment rates 0 0 0 115 0 0 1 510
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 1 2 2 164
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 0 0 1 261
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 1 91 0 0 2 425
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 0 2 2 106
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 1 1 1 166 2 2 6 415
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 1 2 3 90
Monitoring Business Cycles with Structural Breaks 0 0 0 57 1 2 2 141
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 0 0 2 263
Nonlinear risk 0 0 0 262 0 0 1 956
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 0 7 0 0 1 23
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 0 71 0 1 8 257
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 0 1 3 90
Real Time Changes in Monetary Policy 0 0 0 43 1 1 3 233
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 0 2 2 116
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 1 64 0 0 1 110
Recent changes in the U.S. business cycle 0 0 1 338 1 1 3 1,603
The Brazilian Economic Fluctuations 0 0 0 64 0 0 0 305
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 0 61 0 0 3 213
The End of the Great Moderation: “We told you so.” 0 0 0 141 1 1 2 256
The End of the Great Moderation? 0 0 2 413 1 1 7 1,501
The Future of Oil: Geology Versus Technology 0 0 0 238 0 0 3 524
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 0 1 4 67
Transfer Learning for Business Cycle Identification 1 1 3 20 2 2 14 84
What does financial volatility tell us about macroeconomic fluctuations? 0 0 2 73 0 0 2 85
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 1 1 3 162
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 0 0 321
Total Working Papers 3 6 36 6,030 19 40 153 19,323


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Real-Time Performance of Business Cycle Dating Methods 0 2 16 442 2 8 54 1,481
A Monthly Indicator of Brazilian GDP 1 1 2 4 1 1 2 24
A dynamic factor model of the yield curve components as a predictor of the economy 0 1 2 36 0 1 4 95
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 2 9 58 1,974
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 2 3 39
Business cycle monitoring with structural changes 0 0 0 46 0 0 0 118
Coincident and leading indicators of the stock market 0 0 3 357 0 1 10 997
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 0 0 47
Forecasting recessions using the yield curve 0 0 4 339 0 2 10 915
How better monetary statistics could have signaled the financial crisis 0 0 2 99 0 2 8 252
Identifying business cycle turning points in real time 0 0 3 238 2 2 10 788
Incomplete Price Adjustment and Inflation Persistence 0 0 2 4 0 4 7 34
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 0 0 0 144
International business cycles: G7 and OECD countries 0 0 0 96 0 1 4 345
Leading Indicators for the Capital Goods Industry 0 0 0 2 0 0 0 25
Leading indicators of country risk and currency crises: the Asian experience 0 0 3 251 0 0 13 900
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 0 2 3 136
Markov switching in disaggregate unemployment rates 0 0 0 82 0 0 0 467
Mortgage default risk: New evidence from internet search queries 0 0 1 22 0 0 3 106
NONLINEAR RISK 0 0 0 17 0 0 2 86
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 1 1 105
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 0 10 1 1 6 31
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 124 1 2 7 319
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 38 0 0 4 150
Recent Changes in the US Business Cycle 0 0 0 109 0 0 0 756
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 1 1 54 0 2 4 137
The Brazilian Business and Growth Cycles 0 0 1 6 1 1 5 43
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 1 2 266
The future of oil: Geology versus technology 0 0 3 55 0 2 8 246
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 0 3 126
Total Journal Articles 1 5 45 2,588 10 45 231 11,152
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Aggregation and Index Number Theory 0 0 2 23 0 0 4 130
Total Books 0 0 2 23 0 0 4 130


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dating Business Cycle Turning Points 0 0 1 2 0 3 6 10
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 0 0 1 12
Forecasting Output 4 8 18 240 4 12 97 1,040
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 0 0 0 21
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 1 6 0 1 2 10
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 0 3 4 23
Total Chapters 4 8 20 257 4 19 110 1,116


Statistics updated 2025-05-12