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 1 2 3 177
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 0 221 3 6 10 486
A comparison of the real-time performance of business cycle dating methods 0 0 2 470 2 7 14 1,465
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 1 1,316
Dating Business Cycle Turning Points 0 0 1 434 2 8 18 1,229
Employment and the business cycle 0 0 0 9 1 1 4 58
Employment and the business cycle 0 0 0 68 1 4 7 116
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 1 1 1 22
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 3 3 4 467
Forecasting recessions using the yield curve 0 2 4 642 3 9 17 1,882
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 2 5 7 535
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 1 5 5 1,065
Incomplete Price Adjustment and Inflation Persistence 0 1 2 39 2 5 7 65
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 5 7 10 383
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 5 6 8 173
Leading Indicators of Inflation for Brazil 0 0 2 151 0 3 5 441
Markov switching in disaggregate unemployment rates 0 0 0 115 2 2 3 513
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 91 2 2 4 428
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 1 4 4 265
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 1 3 5 109
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 166 3 4 13 424
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 2 4 7 95
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 1 1 4 265
Nonlinear risk 0 0 0 262 1 5 6 962
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 1 1 8 5 9 11 34
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 1 72 5 5 11 267
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 1 2 5 94
Real Time Changes in Monetary Policy 0 0 0 43 0 2 3 235
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 2 7 9 123
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 1 64 0 6 9 118
Recent changes in the U.S. business cycle 0 0 0 338 1 2 6 1,607
The Brazilian Economic Fluctuations 0 0 0 64 3 4 4 309
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 0 61 1 4 5 217
The End of the Great Moderation: “We told you so.” 0 0 0 141 3 3 5 260
The End of the Great Moderation? 0 0 0 413 5 10 11 1,511
The Future of Oil: Geology Versus Technology 0 0 0 238 1 2 5 528
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 3 6 12 75
Transfer Learning for Business Cycle Identification 0 0 1 20 2 3 8 89
What does financial volatility tell us about macroeconomic fluctuations? 0 0 2 73 1 3 5 88
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 3 4 5 166
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 1 3 4 325
Total Working Papers 0 4 18 6,037 82 173 293 19,555

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 3 12 36 1,502
A Monthly Indicator of Brazilian GDP 0 0 2 5 1 2 5 28
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 1 36 0 3 4 98
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 4 10 40 2,002
Assessment of hybrid Phillips Curve specifications 0 0 0 11 1 2 5 42
Business cycle monitoring with structural changes 1 1 1 47 2 2 4 122
Coincident and leading indicators of the stock market 0 1 4 360 1 5 10 1,005
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 1 1 1 48
Forecasting recessions using the yield curve 0 0 1 339 5 9 14 926
How better monetary statistics could have signaled the financial crisis 0 0 0 99 1 2 5 255
Identifying business cycle turning points in real time 0 0 0 238 2 5 10 796
Incomplete Price Adjustment and Inflation Persistence 0 1 4 7 1 5 15 44
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 6 13 14 158
International business cycles: G7 and OECD countries 1 1 1 97 2 3 5 349
Leading Indicators for the Capital Goods Industry 1 1 2 4 2 2 3 28
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 3 3 6 906
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 2 5 9 143
Markov switching in disaggregate unemployment rates 0 0 0 82 0 2 4 471
Mortgage default risk: New evidence from internet search queries 0 0 0 22 1 2 5 110
NONLINEAR RISK 0 0 0 17 3 4 8 93
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 7 9 113
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 1 11 1 5 11 39
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 125 3 5 10 326
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 39 3 5 9 158
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 0 1 5 140
The Brazilian Business and Growth Cycles 0 0 0 6 3 5 8 49
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 1 2 5 270
The future of oil: Geology versus technology 0 0 2 56 3 5 12 255
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 1 3 6 131
Total Journal Articles 3 7 28 2,606 56 130 279 11,364
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 2 3 4 134
Total Books 0 0 1 24 2 3 4 134

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 9 15 22
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 3 3 4 15
Forecasting Output 1 4 21 251 15 33 67 1,091
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 2 3 4 25
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 3 4 6 15
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 1 3 8 28
Total Chapters 1 4 21 268 28 55 104 1,196

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Statistics updated 2026-01-09