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 2 5 180
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 1 222 1 5 17 497
A comparison of the real-time performance of business cycle dating methods 0 0 1 470 5 8 28 1,480
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 3 6 1,322
Dating Business Cycle Turning Points 0 1 1 435 4 14 31 1,250
Employment and the business cycle 0 0 0 68 6 6 16 125
Employment and the business cycle 0 0 0 9 3 3 7 62
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 0 1 5 26
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 3 4 10 473
Forecasting recessions using the yield curve 0 1 4 643 3 7 25 1,891
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 1 2 12 540
How better monetary statistics could have signaled the financial crisis 0 0 0 92 1 2 8 269
Identifying business cycle turning points in real time 0 1 1 394 4 8 17 1,077
Incomplete Price Adjustment and Inflation Persistence 0 0 1 39 0 1 7 67
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 1 3 17 182
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 3 6 19 393
Leading Indicators of Inflation for Brazil 0 0 2 153 1 1 11 449
Markov switching in disaggregate unemployment rates 0 0 0 115 6 13 20 530
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 3 4 9 115
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 3 7 11 175
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 4 6 14 275
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 3 3 7 432
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 0 166 1 1 14 429
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 2 3 9 99
Monitoring Business Cycles with Structural Breaks 0 0 0 57 2 3 11 152
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 1 4 11 274
Nonlinear risk 0 0 0 262 1 5 18 974
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 1 8 3 5 22 45
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 1 72 3 6 30 287
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 3 8 17 107
Real Time Changes in Monetary Policy 1 1 1 44 4 6 10 243
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 4 5 15 131
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 0 64 5 9 21 131
Recent changes in the U.S. business cycle 0 0 0 338 3 6 14 1,617
The Brazilian Economic Fluctuations 0 0 0 64 2 4 11 316
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 0 61 0 2 9 222
The End of the Great Moderation: “We told you so.” 0 0 0 141 1 7 17 273
The End of the Great Moderation? 0 1 1 414 3 9 27 1,528
The Future of Oil: Geology Versus Technology 0 0 0 238 1 2 9 533
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 2 5 18 85
Transfer Learning for Business Cycle Identification 0 1 1 21 2 5 16 100
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 3 4 11 173
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 4 4 10 331
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 73 3 4 16 101
Total Working Papers 1 6 16 6,046 108 216 638 19,961

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 4 446 2 9 43 1,524
A Monthly Indicator of Brazilian GDP 0 0 1 5 2 5 12 36
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 0 36 1 2 5 100
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 7 8 42 2,016
Assessment of hybrid Phillips Curve specifications 0 0 0 11 2 2 7 46
Business cycle monitoring with structural changes 0 0 1 47 2 5 10 128
Coincident and leading indicators of the stock market 1 1 4 361 3 4 15 1,012
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 2 7 8 55
Forecasting recessions using the yield curve 0 0 0 339 4 11 28 943
How better monetary statistics could have signaled the financial crisis 0 0 0 99 1 5 14 266
Identifying business cycle turning points in real time 0 1 1 239 3 6 16 804
Incomplete Price Adjustment and Inflation Persistence 0 0 3 7 5 6 20 54
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 2 5 22 166
International business cycles: G7 and OECD countries 0 1 2 98 2 3 9 354
Leading Indicators for the Capital Goods Industry 0 1 3 5 4 5 11 36
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 2 5 12 912
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 4 5 24 160
Markov switching in disaggregate unemployment rates 0 0 0 82 3 8 19 486
Mortgage default risk: New evidence from internet search queries 0 0 0 22 6 6 17 123
NONLINEAR RISK 0 0 0 17 2 5 16 102
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 2 3 13 118
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 1 2 12 3 4 14 45
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 1 2 126 1 4 18 337
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 39 6 7 19 169
Recent Changes in the US Business Cycle 0 0 0 109 2 3 6 762
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 0 54 4 4 9 146
The Brazilian Business and Growth Cycles 0 0 0 6 2 2 10 53
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 2 3 8 274
The future of oil: Geology versus technology 1 1 2 57 2 5 20 266
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 6 7 17 143
Total Journal Articles 2 8 26 2,614 89 154 484 11,636
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 6 6 16 146
Total Books 0 0 1 24 6 6 16 146

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 2 2 4 5 9 26 36
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 1 4 9 21
Forecasting Output 1 4 18 258 4 42 124 1,164
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 1 3 9 30
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 1 1 6 16
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 2 4 9 32
Total Chapters 1 6 20 277 14 63 183 1,299

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