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 2 174
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 1 221 0 2 5 478
A comparison of the real-time performance of business cycle dating methods 0 1 11 469 0 2 23 1,452
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 1 1,315
Dating Business Cycle Turning Points 0 1 11 433 4 8 28 1,217
Employment and the business cycle 0 0 0 68 0 0 0 109
Employment and the business cycle 0 0 0 9 0 0 1 54
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 0 1 463
Forecasting recessions using the yield curve 0 0 1 638 0 0 4 1,865
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 1 211 0 0 5 528
How better monetary statistics could have signaled the financial crisis 0 0 1 92 1 1 3 260
Identifying business cycle turning points in real time 0 0 0 393 0 0 0 1,060
Incomplete Price Adjustment and Inflation Persistence 1 1 1 38 1 1 1 59
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 1 72 1 1 6 374
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 0 0 0 165
Leading Indicators of Inflation for Brazil 0 1 2 150 0 1 2 437
Markov switching in disaggregate unemployment rates 0 0 0 115 0 0 1 510
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 0 0 0 104
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 0 0 1 261
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 1 1 1 163
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 1 91 0 1 2 425
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 0 165 0 2 4 413
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 1 1 2 89
Monitoring Business Cycles with Structural Breaks 0 0 0 57 1 1 1 140
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 0 2 2 263
Nonlinear risk 0 0 0 262 0 0 1 956
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 0 7 0 0 1 23
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 1 71 0 0 8 256
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 0 0 2 89
Real Time Changes in Monetary Policy 0 0 0 43 0 0 2 232
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 2 2 2 116
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 1 1 64 0 1 1 110
Recent changes in the U.S. business cycle 0 0 1 338 0 1 3 1,602
The Brazilian Economic Fluctuations 0 0 0 64 0 0 0 305
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 1 61 0 1 5 213
The End of the Great Moderation: “We told you so.” 0 0 0 141 0 0 1 255
The End of the Great Moderation? 0 0 3 413 0 1 8 1,500
The Future of Oil: Geology Versus Technology 0 0 0 238 0 1 3 524
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 1 4 4 67
Transfer Learning for Business Cycle Identification 0 0 4 19 0 1 16 82
What does financial volatility tell us about macroeconomic fluctuations? 0 2 2 73 0 2 2 85
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 0 2 161
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 0 0 321
Total Working Papers 1 7 44 6,025 13 38 157 19,296

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 1 2 19 441 2 12 58 1,475
A Monthly Indicator of Brazilian GDP 0 0 1 3 0 0 1 23
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 1 35 0 1 3 94
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 4 11 63 1,969
Assessment of hybrid Phillips Curve specifications 0 0 0 11 1 2 3 38
Business cycle monitoring with structural changes 0 0 0 46 0 0 0 118
Coincident and leading indicators of the stock market 0 2 5 357 1 3 15 997
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 0 0 47
Forecasting recessions using the yield curve 0 1 4 339 2 4 12 915
How better monetary statistics could have signaled the financial crisis 0 0 3 99 2 2 9 252
Identifying business cycle turning points in real time 0 1 3 238 0 1 8 786
Incomplete Price Adjustment and Inflation Persistence 0 1 2 4 2 3 7 32
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 0 0 1 144
International business cycles: G7 and OECD countries 0 0 0 96 1 1 4 345
Leading Indicators for the Capital Goods Industry 0 0 0 2 0 0 2 25
Leading indicators of country risk and currency crises: the Asian experience 0 0 3 251 0 2 14 900
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 2 2 3 136
Markov switching in disaggregate unemployment rates 0 0 0 82 0 0 0 467
Mortgage default risk: New evidence from internet search queries 0 0 1 22 0 1 3 106
NONLINEAR RISK 0 0 0 17 0 1 2 86
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 0 1 104
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 2 10 0 3 11 30
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 2 124 1 2 7 318
Real-time nowcasting of nominal GDP with structural breaks 0 0 3 38 0 1 6 150
Recent Changes in the US Business Cycle 0 0 0 109 0 0 0 756
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 1 1 1 54 1 1 3 136
The Brazilian Business and Growth Cycles 0 0 1 6 0 2 4 42
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 1 16 1 1 4 266
The future of oil: Geology versus technology 0 1 3 55 1 2 7 245
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 2 3 126
Total Journal Articles 2 9 55 2,585 21 60 254 11,128
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 2 23 0 0 4 130
Total Books 0 0 2 23 0 0 4 130

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 3 4 8 10
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 0 1 1 12
Forecasting Output 3 7 17 235 5 12 123 1,033
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 0 0 0 21
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 1 6 0 0 1 9
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 2 3 3 22
Total Chapters 3 7 19 252 10 20 136 1,107

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Statistics updated 2025-03-03