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 7 182
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 1 222 0 1 18 498
A comparison of the real-time performance of business cycle dating methods 0 1 1 471 1 3 26 1,483
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 1 7 1,323
Dating Business Cycle Turning Points 0 0 1 435 1 2 31 1,252
Employment and the business cycle 0 0 0 9 1 1 7 63
Employment and the business cycle 0 0 0 68 0 1 15 126
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 0 1 6 27
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 1 2 12 475
Forecasting recessions using the yield curve 0 1 4 644 0 4 25 1,897
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 2 2 213 0 2 12 542
How better monetary statistics could have signaled the financial crisis 0 0 0 92 0 0 8 270
Identifying business cycle turning points in real time 0 0 1 394 0 0 17 1,077
Incomplete Price Adjustment and Inflation Persistence 0 0 1 39 1 2 9 69
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 4 4 21 187
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 2 3 20 396
Leading Indicators of Inflation for Brazil 0 0 2 153 0 0 11 449
Markov switching in disaggregate unemployment rates 0 0 0 115 0 1 20 531
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 0 1 12 176
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 1 1 11 117
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 0 0 16 277
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 0 0 6 432
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 0 166 4 5 14 434
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 0 0 9 100
Monitoring Business Cycles with Structural Breaks 0 0 0 57 0 1 12 153
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 1 1 11 275
Nonlinear risk 0 0 0 262 0 2 19 976
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 1 8 3 3 23 48
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 2 73 0 0 30 288
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 1 1 16 108
Real Time Changes in Monetary Policy 0 0 1 44 0 0 10 243
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 2 3 18 134
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 0 64 1 2 22 133
Recent changes in the U.S. business cycle 0 0 0 338 1 3 17 1,622
The Brazilian Economic Fluctuations 0 0 0 64 1 1 12 317
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 1 62 3 3 13 226
The End of the Great Moderation: “We told you so.” 0 0 0 141 0 1 17 274
The End of the Great Moderation? 0 0 1 414 1 4 34 1,535
The Future of Oil: Geology Versus Technology 0 0 0 238 1 1 8 534
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 0 0 17 85
Transfer Learning for Business Cycle Identification 0 0 1 21 2 5 20 106
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 1 12 174
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 2 3 12 334
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 73 1 1 18 103
Total Working Papers 0 4 20 6,052 36 72 681 20,051

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 0 4 447 2 6 44 1,533
A Monthly Indicator of Brazilian GDP 0 0 1 6 1 1 13 39
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 0 36 0 1 7 102
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 5 10 44 2,027
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 0 6 46
Business cycle monitoring with structural changes 0 0 1 47 1 1 10 129
Coincident and leading indicators of the stock market 0 1 3 362 0 2 15 1,014
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 2 3 11 58
Forecasting recessions using the yield curve 0 0 1 340 0 1 29 945
How better monetary statistics could have signaled the financial crisis 0 0 0 99 0 1 16 268
Identifying business cycle turning points in real time 0 0 1 239 2 4 17 808
Incomplete Price Adjustment and Inflation Persistence 0 0 1 7 0 0 15 54
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 0 1 23 168
International business cycles: G7 and OECD countries 0 0 2 98 0 2 11 356
Leading Indicators for the Capital Goods Industry 0 0 2 5 0 0 10 36
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 0 1 11 913
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 0 0 22 160
Markov switching in disaggregate unemployment rates 0 0 0 82 1 6 24 493
Mortgage default risk: New evidence from internet search queries 0 0 0 22 0 1 16 124
NONLINEAR RISK 0 0 0 17 0 0 13 102
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 0 15 121
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 2 13 0 0 17 49
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 126 0 0 16 337
Real-time nowcasting of nominal GDP with structural breaks 0 0 0 39 3 3 19 172
Recent Changes in the US Business Cycle 0 0 0 109 1 1 6 763
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 0 54 0 2 9 148
The Brazilian Business and Growth Cycles 0 0 0 6 0 0 9 53
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 2 8 276
The future of oil: Geology versus technology 0 0 1 57 0 1 18 267
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 0 16 144
Total Journal Articles 0 1 20 2,619 18 50 490 11,705
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 1 24 0 1 17 147
Total Books 0 0 1 24 0 1 17 147

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 2 4 0 1 25 37
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 1 1 10 22
Forecasting Output 1 2 14 261 2 5 118 1,173
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 1 1 4 1 2 13 35
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 0 0 6 17
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 0 1 9 34
Total Chapters 1 3 17 281 4 10 181 1,318

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Statistics updated 2026-09-10