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 2 176
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 0 221 1 3 7 483
A comparison of the real-time performance of business cycle dating methods 0 0 2 470 3 6 13 1,463
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 1 1,316
Dating Business Cycle Turning Points 0 0 2 434 6 6 18 1,227
Employment and the business cycle 0 0 0 68 1 4 6 115
Employment and the business cycle 0 0 0 9 0 1 3 57
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 1 1 464
Forecasting recessions using the yield curve 1 2 4 642 3 7 14 1,879
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 0 3 5 533
How better monetary statistics could have signaled the financial crisis 0 0 0 92 0 1 4 263
Identifying business cycle turning points in real time 0 0 0 393 3 4 4 1,064
Incomplete Price Adjustment and Inflation Persistence 0 1 2 39 2 3 5 63
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 1 2 5 378
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 1 2 3 168
Leading Indicators of Inflation for Brazil 0 0 2 151 2 3 5 441
Markov switching in disaggregate unemployment rates 0 0 0 115 0 0 1 511
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 2 3 3 264
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 0 0 2 164
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 1 2 4 108
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 0 0 2 426
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 166 0 1 10 421
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 2 2 5 93
Monitoring Business Cycles with Structural Breaks 0 0 0 57 0 0 2 141
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 0 0 3 264
Nonlinear risk 0 0 0 262 4 4 5 961
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 1 1 1 8 3 4 6 29
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 1 1 72 0 4 6 262
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 1 1 4 93
Real Time Changes in Monetary Policy 0 0 0 43 1 2 3 235
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 3 5 7 121
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 1 64 4 7 9 118
Recent changes in the U.S. business cycle 0 0 0 338 0 1 5 1,606
The Brazilian Economic Fluctuations 0 0 0 64 0 1 1 306
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 0 61 1 3 4 216
The End of the Great Moderation: “We told you so.” 0 0 0 141 0 0 2 257
The End of the Great Moderation? 0 0 0 413 3 5 7 1,506
The Future of Oil: Geology Versus Technology 0 0 0 238 1 1 4 527
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 1 4 9 72
Transfer Learning for Business Cycle Identification 0 0 1 20 1 1 6 87
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 1 1 2 163
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 1 2 3 324
What does financial volatility tell us about macroeconomic fluctuations? 0 0 2 73 1 2 4 87
Total Working Papers 2 5 19 6,037 54 103 215 19,473

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 6 445 4 10 36 1,499
A Monthly Indicator of Brazilian GDP 0 0 2 5 0 1 4 27
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 1 36 0 3 5 98
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 2 15 40 1,998
Assessment of hybrid Phillips Curve specifications 0 0 0 11 1 1 5 41
Business cycle monitoring with structural changes 0 0 0 46 0 1 2 120
Coincident and leading indicators of the stock market 1 1 5 360 4 5 10 1,004
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 0 0 47
Forecasting recessions using the yield curve 0 0 1 339 2 5 10 921
How better monetary statistics could have signaled the financial crisis 0 0 0 99 1 2 4 254
Identifying business cycle turning points in real time 0 0 1 238 3 3 9 794
Incomplete Price Adjustment and Inflation Persistence 1 1 4 7 4 4 14 43
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 7 7 8 152
International business cycles: G7 and OECD countries 0 0 0 96 1 2 3 347
Leading Indicators for the Capital Goods Industry 0 0 1 3 0 0 1 26
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 0 1 5 903
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 2 3 7 141
Markov switching in disaggregate unemployment rates 0 0 0 82 1 2 4 471
Mortgage default risk: New evidence from internet search queries 0 0 0 22 1 1 4 109
NONLINEAR RISK 0 0 0 17 1 1 5 90
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 7 7 9 113
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 1 11 2 6 11 38
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 125 0 2 7 323
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 39 2 2 6 155
Recent Changes in the US Business Cycle 0 0 0 109 0 0 1 757
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 1 54 1 1 5 140
The Brazilian Business and Growth Cycles 0 0 0 6 1 2 6 46
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 1 4 269
The future of oil: Geology versus technology 0 0 2 56 2 3 9 252
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 2 2 6 130
Total Journal Articles 2 4 27 2,603 51 93 240 11,308
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 1 1 24 1 2 2 132
Total Books 0 1 1 24 1 2 2 132

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 0 2 4 6 12 18
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 1 3 22 250 11 21 55 1,076
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 0 1 2 23
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 1 1 3 12
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 1 2 8 27
Total Chapters 1 3 22 267 17 31 81 1,168

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Statistics updated 2025-12-06