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 4 178
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 1 1 222 3 12 17 495
A comparison of the real-time performance of business cycle dating methods 0 0 1 470 1 10 21 1,473
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 3 6 7 1,322
Dating Business Cycle Turning Points 0 0 1 434 2 11 21 1,238
Employment and the business cycle 0 0 0 68 0 4 10 119
Employment and the business cycle 0 0 0 9 0 2 5 59
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 1 5 5 26
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 1 6 7 470
Forecasting recessions using the yield curve 0 0 4 642 1 6 20 1,885
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 0 5 10 538
How better monetary statistics could have signaled the financial crisis 0 0 0 92 0 4 7 267
Identifying business cycle turning points in real time 0 0 0 393 1 6 10 1,070
Incomplete Price Adjustment and Inflation Persistence 0 0 1 39 1 4 8 67
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 2 13 16 181
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 1 10 14 388
Leading Indicators of Inflation for Brazil 0 2 3 153 0 7 11 448
Markov switching in disaggregate unemployment rates 0 0 0 115 5 11 12 522
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 0 3 4 429
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 2 7 10 271
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 0 3 7 111
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 1 5 6 169
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 166 0 7 15 428
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 0 3 7 96
Monitoring Business Cycles with Structural Breaks 0 0 0 57 1 9 10 150
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 1 7 8 271
Nonlinear risk 0 0 0 262 3 11 16 972
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 1 8 2 13 19 42
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 1 72 2 21 27 283
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 3 9 13 102
Real Time Changes in Monetary Policy 0 0 0 43 1 3 6 238
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 0 5 10 126
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 0 64 2 6 14 124
Recent changes in the U.S. business cycle 0 0 0 338 2 7 11 1,613
The Brazilian Economic Fluctuations 0 0 0 64 1 7 8 313
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 0 61 1 5 8 221
The End of the Great Moderation: “We told you so.” 0 0 0 141 3 12 14 269
The End of the Great Moderation? 1 1 1 414 2 15 21 1,521
The Future of Oil: Geology Versus Technology 0 0 0 238 1 5 8 532
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 1 9 14 81
Transfer Learning for Business Cycle Identification 1 1 2 21 3 11 16 98
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 3 6 327
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 73 0 10 12 97
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 1 7 9 170
Total Working Papers 2 5 17 6,042 55 327 504 19,800

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 5 446 6 22 46 1,521
A Monthly Indicator of Brazilian GDP 0 0 2 5 2 6 10 33
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 1 36 1 1 5 99
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 1 11 40 2,009
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 3 6 44
Business cycle monitoring with structural changes 0 1 1 47 3 6 8 126
Coincident and leading indicators of the stock market 0 0 3 360 0 4 11 1,008
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 1 2 2 49
Forecasting recessions using the yield curve 0 0 0 339 6 17 23 938
How better monetary statistics could have signaled the financial crisis 0 0 0 99 2 9 11 263
Identifying business cycle turning points in real time 0 0 0 238 0 4 12 798
Incomplete Price Adjustment and Inflation Persistence 0 0 3 7 1 6 17 49
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 0 9 17 161
International business cycles: G7 and OECD countries 0 1 1 97 0 4 6 351
Leading Indicators for the Capital Goods Industry 0 1 2 4 0 5 6 31
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 2 6 9 909
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 1 15 20 156
Markov switching in disaggregate unemployment rates 0 0 0 82 4 11 15 482
Mortgage default risk: New evidence from internet search queries 0 0 0 22 0 8 11 117
NONLINEAR RISK 0 0 0 17 2 9 13 99
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 2 11 115
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 0 0 1 11 0 3 11 41
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 125 2 12 17 335
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 39 0 7 12 162
Recent Changes in the US Business Cycle 0 0 0 109 1 3 4 760
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 0 54 0 2 6 142
The Brazilian Business and Growth Cycles 0 0 0 6 0 5 9 51
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 2 5 271
The future of oil: Geology versus technology 0 0 1 56 1 10 17 262
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 1 7 11 137
Total Journal Articles 1 4 22 2,607 37 211 391 11,519
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 0 8 10 140
Total Books 0 0 1 24 0 8 10 140

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dating Business Cycle Turning Points 1 1 1 3 1 10 18 28
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 1 6 6 18
Forecasting Output 2 6 21 256 20 66 109 1,142
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 2 6 8 29
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 0 3 6 15
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 2 3 8 30
Total Chapters 3 7 22 274 26 94 155 1,262

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