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 0 2 175
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 0 221 0 0 5 480
A comparison of the real-time performance of business cycle dating methods 0 1 3 470 1 4 11 1,458
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 1 1,316
Dating Business Cycle Turning Points 0 0 5 434 0 2 16 1,221
Employment and the business cycle 0 0 0 9 1 1 3 57
Employment and the business cycle 0 0 0 68 1 1 3 112
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 1 1 1 464
Forecasting recessions using the yield curve 0 0 3 640 1 3 9 1,873
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 0 1 6 530
How better monetary statistics could have signaled the financial crisis 0 0 0 92 0 1 3 262
Identifying business cycle turning points in real time 0 0 0 393 0 0 0 1,060
Incomplete Price Adjustment and Inflation Persistence 0 0 1 38 0 0 2 60
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 0 1 5 376
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 1 1 2 167
Leading Indicators of Inflation for Brazil 0 0 2 151 0 0 2 438
Markov switching in disaggregate unemployment rates 0 0 0 115 0 1 2 511
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 0 1 2 426
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 0 0 2 106
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 0 0 0 261
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 166 0 4 10 420
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 0 0 3 91
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 1 3 264
Nonlinear risk 0 0 0 262 0 1 1 957
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 0 7 0 0 2 25
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 1 1 1 72 4 5 6 262
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 0 1 3 92
Real Time Changes in Monetary Policy 0 0 0 43 0 0 1 233
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 0 0 2 116
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 1 64 1 2 3 112
Recent changes in the U.S. business cycle 0 0 0 338 0 1 4 1,605
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 2 213
The End of the Great Moderation: “We told you so.” 0 0 0 141 0 1 2 257
The End of the Great Moderation? 0 0 1 413 0 0 5 1,501
The Future of Oil: Geology Versus Technology 0 0 0 238 0 1 3 526
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 1 1 6 69
Transfer Learning for Business Cycle Identification 0 0 2 20 0 1 7 86
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 0 0 1 162
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 0 1 322
Total Working Papers 1 2 22 6,033 12 37 148 19,382

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 1 6 443 1 7 32 1,490
A Monthly Indicator of Brazilian GDP 0 0 2 5 0 1 3 26
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 2 36 0 0 4 95
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 9 16 43 1,992
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 1 4 40
Business cycle monitoring with structural changes 0 0 0 46 1 2 2 120
Coincident and leading indicators of the stock market 0 0 4 359 1 1 8 1,000
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 0 0 47
Forecasting recessions using the yield curve 0 0 4 339 1 1 9 917
How better monetary statistics could have signaled the financial crisis 0 0 1 99 1 1 5 253
Identifying business cycle turning points in real time 0 0 2 238 0 1 8 791
Incomplete Price Adjustment and Inflation Persistence 0 1 3 6 0 4 10 39
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 0 1 1 145
International business cycles: G7 and OECD countries 0 0 0 96 1 1 3 346
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 2 251 1 2 14 903
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 0 2 4 138
Markov switching in disaggregate unemployment rates 0 0 0 82 0 2 2 469
Mortgage default risk: New evidence from internet search queries 0 0 1 22 0 2 4 108
NONLINEAR RISK 0 0 0 17 0 3 4 89
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 1 2 106
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 1 11 2 2 8 34
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 125 0 0 6 321
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 39 0 2 5 153
Recent Changes in the US Business Cycle 0 0 0 109 0 1 1 757
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 1 54 0 1 4 139
The Brazilian Business and Growth Cycles 0 0 0 6 0 1 4 44
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 1 3 268
The future of oil: Geology versus technology 0 0 2 56 1 2 9 250
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 0 4 128
Total Journal Articles 0 2 34 2,599 19 59 207 11,234
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 1 1 2 24 1 1 2 131
Total Books 1 1 2 24 1 1 2 131

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 1 2 8 13
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 0 5 19 247 3 10 77 1,058
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 0 1 1 22
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 0 0 2 11
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 0 0 6 25
Total Chapters 0 5 20 264 4 13 95 1,141

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Statistics updated 2025-10-06