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 87 0 0 3 164
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 1 220 0 0 7 470
A comparison of the real-time performance of business cycle dating methods 3 8 13 399 11 33 84 1,241
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 2 1,312
Dating Business Cycle Turning Points 0 1 5 413 2 7 70 1,163
Employment and the business cycle 0 0 0 9 0 0 5 53
Employment and the business cycle 0 0 1 68 1 1 4 104
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 0 1 2 21
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 1 1 1 140 1 2 3 459
Forecasting recessions using the yield curve 0 1 3 633 1 5 16 1,845
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 1 205 0 1 11 516
How better monetary statistics could have signaled the financial crisis 0 0 0 91 1 1 2 254
Identifying business cycle turning points in real time 0 0 0 393 1 1 2 1,059
Incomplete Price Adjustment and Inflation Persistence 0 1 11 31 0 4 19 43
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 1 57 0 0 3 163
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 71 1 2 8 366
Leading Indicators of Inflation for Brazil 0 0 1 145 0 1 9 424
Markov switching in disaggregate unemployment rates 0 0 0 115 0 0 2 505
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 1 89 0 4 10 419
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 0 0 1 103
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 1 2 6 259
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 0 0 2 161
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 1 2 165 0 1 4 404
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 0 1 6 87
Monitoring Business Cycles with Structural Breaks 0 0 2 56 0 0 5 134
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 1 69 0 0 9 257
Nonlinear risk 0 0 1 261 0 0 6 951
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 2 5 0 0 5 13
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 6 56 2 15 48 195
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 34 0 1 7 73
Real Time Changes in Monetary Policy 0 0 0 42 8 11 28 182
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 37 0 3 8 111
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 0 62 0 0 4 104
Recent changes in the U.S. business cycle 0 1 1 336 2 3 10 1,595
The Brazilian Economic Fluctuations 0 0 0 63 0 0 4 304
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 1 7 58 1 8 27 176
The End of the Great Moderation: “We told you so.” 0 0 0 141 1 1 1 253
The End of the Great Moderation? 0 0 2 406 0 3 8 1,477
The Future of Oil: Geology Versus Technology 0 0 1 235 2 5 13 510
The credit-card-services augmented Divisia monetary aggregates 0 0 1 29 0 0 10 58
Transfer Learning for Business Cycle Identification 0 0 7 7 3 14 28 28
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 0 4 79
What does financial volatility tell us about macroeconomic fluctuations? 0 0 2 69 0 3 17 152
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 143 0 0 2 320
Total Working Papers 4 15 74 5,840 39 134 525 18,567


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 7 349 2 20 57 988
A Monthly Indicator of Brazilian GDP 0 0 0 1 0 0 2 20
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 2 31 2 4 7 76
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 3 20 69 1,408
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 0 3 34
Business cycle monitoring with structural changes 0 1 2 43 0 2 6 108
Coincident and leading indicators of the stock market 0 1 5 342 1 4 19 952
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 2 3 0 0 6 22
Forecasting recessions using the yield curve 0 0 4 325 0 3 19 874
How better monetary statistics could have signaled the financial crisis 1 3 6 92 1 3 8 233
Identifying business cycle turning points in real time 0 0 0 234 2 5 17 771
Incomplete Price Adjustment and Inflation Persistence 0 0 0 0 3 5 7 7
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 33 0 5 9 140
International business cycles: G7 and OECD countries 0 0 2 93 0 0 4 332
Leading Indicators for the Capital Goods Industry 0 0 1 2 0 1 10 21
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 248 1 1 4 878
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 1 34 0 0 4 130
Markov switching in disaggregate unemployment rates 0 0 0 81 1 2 4 465
Mortgage default risk: New evidence from internet search queries 1 1 4 21 4 7 20 94
NONLINEAR RISK 0 0 1 16 0 0 5 79
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 23 1 1 3 98
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 6 115 0 1 11 295
Real-time nowcasting of nominal GDP with structural breaks 0 0 0 32 0 0 3 138
Recent Changes in the US Business Cycle 0 0 0 109 2 2 4 753
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 2 52 0 0 3 129
The Brazilian Business and Growth Cycles 0 0 1 3 0 0 1 32
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 1 14 1 10 28 198
The future of oil: Geology versus technology 0 1 4 46 1 5 15 222
What does financial volatility tell us about macroeconomic fluctuations? 0 1 2 19 0 2 7 115
Total Journal Articles 2 10 53 2,375 25 103 355 9,612


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 1 19 1 1 10 116
Total Books 0 0 1 19 1 1 10 116


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 3 2 2 4 10
Forecasting Output 0 7 30 172 10 45 130 707
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 1 3 0 0 5 21
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 2 3 5 0 2 4 8
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 0 0 2 18
Total Chapters 0 9 34 185 12 49 145 764


Statistics updated 2022-01-05