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 3 175
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 1 1 6 470 2 4 14 1,457
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 1 1,316
Dating Business Cycle Turning Points 0 0 6 434 1 2 17 1,221
Employment and the business cycle 0 0 0 9 0 1 2 56
Employment and the business cycle 0 0 0 68 0 2 2 111
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 0 463
Forecasting recessions using the yield curve 0 1 3 640 1 3 9 1,872
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 1 1 6 530
How better monetary statistics could have signaled the financial crisis 0 0 0 92 1 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 57 0 1 1 166
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 0 1 5 376
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 68 0 0 0 261
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 24 0 0 2 164
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 0 1 2 426
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 166 4 5 11 420
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 0 1 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 1 1 3 264
Nonlinear risk 0 0 0 262 1 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 0 0 0 71 1 1 3 258
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 1 2 5 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 0 1 2 111
Recent changes in the U.S. business cycle 0 0 0 338 1 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 6 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 0 1 5 68
Transfer Learning for Business Cycle Identification 0 0 3 20 1 1 9 86
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 0 2 162
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 0 144 0 1 1 322
Total Working Papers 1 2 26 6,032 16 36 151 19,370

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 1 9 443 4 7 39 1,489
A Monthly Indicator of Brazilian GDP 0 0 3 5 1 1 4 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 3 9 38 1,983
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 1 1 119
Coincident and leading indicators of the stock market 0 1 4 359 0 1 7 999
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 0 0 47
Forecasting recessions using the yield curve 0 0 4 339 0 0 9 916
How better monetary statistics could have signaled the financial crisis 0 0 1 99 0 0 4 252
Identifying business cycle turning points in real time 0 0 2 238 1 1 8 791
Incomplete Price Adjustment and Inflation Persistence 1 2 4 6 2 5 11 39
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 1 1 1 145
International business cycles: G7 and OECD countries 0 0 0 96 0 0 3 345
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 13 902
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 5 108
NONLINEAR RISK 0 0 0 17 3 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 0 0 6 32
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 1 1 39 0 3 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 1 2 4 139
The Brazilian Business and Growth Cycles 0 0 0 6 0 1 5 44
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 2 4 268
The future of oil: Geology versus technology 0 0 2 56 1 2 8 249
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 0 4 128
Total Journal Articles 2 5 39 2,599 19 50 207 11,215
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 23 0 0 2 130
Total Books 0 0 1 23 0 0 2 130

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 1 2 7 12
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 3 6 22 247 5 10 86 1,055
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 1 1 1 22
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 0 1 2 11
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 0 1 6 25
Total Chapters 3 6 23 264 7 15 103 1,137

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Statistics updated 2025-09-05