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 1 1 1 90 1 1 8 183
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 1 222 1 2 19 499
A comparison of the real-time performance of business cycle dating methods 0 0 1 471 3 5 28 1,486
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 7 1,323
Dating Business Cycle Turning Points 0 0 1 435 1 2 32 1,253
Employment and the business cycle 0 0 0 68 0 0 14 126
Employment and the business cycle 0 0 0 9 0 1 6 63
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 0 0 6 27
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 1 2 12 476
Forecasting recessions using the yield curve 0 0 4 644 2 3 26 1,899
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 2 213 1 1 13 543
How better monetary statistics could have signaled the financial crisis 0 0 0 92 0 0 8 270
Identifying business cycle turning points in real time 0 0 1 394 0 0 17 1,077
Incomplete Price Adjustment and Inflation Persistence 0 0 1 39 0 1 9 69
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 1 3 21 397
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 0 4 20 187
Leading Indicators of Inflation for Brazil 0 0 2 153 0 0 11 449
Markov switching in disaggregate unemployment rates 0 0 0 115 0 1 20 531
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 0 0 12 176
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 1 1 7 433
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 0 1 11 117
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 0 0 16 277
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 0 166 0 4 14 434
Microfoundations of inflation persistence in the New Keynesian Phillips curve 1 1 1 20 1 1 10 101
Monitoring Business Cycles with Structural Breaks 0 0 0 57 1 1 13 154
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 0 1 11 275
Nonlinear risk 0 0 0 262 0 1 19 976
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 1 8 0 3 23 48
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 0 0 1 73 0 0 26 288
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 0 1 16 108
Real Time Changes in Monetary Policy 0 0 1 44 0 0 10 243
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 1 3 19 135
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 0 64 2 3 23 135
Recent changes in the U.S. business cycle 0 0 0 338 0 3 17 1,622
The Brazilian Economic Fluctuations 0 0 0 64 0 1 12 317
The Credit-Card-Services Augmented Divisia Monetary Aggregates 0 0 1 62 0 3 13 226
The End of the Great Moderation: “We told you so.” 0 0 0 141 0 0 17 274
The End of the Great Moderation? 1 1 2 415 2 3 36 1,537
The Future of Oil: Geology Versus Technology 0 0 0 238 2 3 10 536
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 2 2 18 87
Transfer Learning for Business Cycle Identification 0 0 1 21 0 4 20 106
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 73 0 1 18 103
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 0 12 174
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 2 12 334
Total Working Papers 3 3 22 6,055 23 68 692 20,074

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 0 4 447 1 6 44 1,534
A Monthly Indicator of Brazilian GDP 0 0 1 6 0 1 13 39
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 0 36 2 2 9 104
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 2 9 37 2,029
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 0 6 46
Business cycle monitoring with structural changes 0 0 1 47 0 1 9 129
Coincident and leading indicators of the stock market 0 0 3 362 2 2 16 1,016
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 3 11 58
Forecasting recessions using the yield curve 0 0 1 340 0 1 28 945
How better monetary statistics could have signaled the financial crisis 0 0 0 99 1 2 16 269
Identifying business cycle turning points in real time 0 0 1 239 0 3 17 808
Incomplete Price Adjustment and Inflation Persistence 0 0 1 7 0 0 15 54
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 0 1 23 168
International business cycles: G7 and OECD countries 0 0 2 98 0 1 10 356
Leading Indicators for the Capital Goods Industry 0 0 2 5 0 0 10 36
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 1 2 11 914
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 0 0 22 160
Markov switching in disaggregate unemployment rates 0 0 0 82 1 4 25 494
Mortgage default risk: New evidence from internet search queries 0 0 0 22 1 2 17 125
NONLINEAR RISK 0 0 0 17 0 0 13 102
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 0 0 15 121
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 1 1 3 14 2 2 17 51
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 0 1 126 1 1 17 338
Real-time nowcasting of nominal GDP with structural breaks 0 0 0 39 0 3 19 172
Recent Changes in the US Business Cycle 0 0 0 109 0 1 6 763
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 0 54 0 1 9 148
The Brazilian Business and Growth Cycles 0 0 0 6 0 0 9 53
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 1 8 276
The future of oil: Geology versus technology 0 0 1 57 0 1 17 267
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 0 16 144
Total Journal Articles 1 1 21 2,620 14 50 485 11,719
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 0 24 0 0 16 147
Total Books 0 0 0 24 0 0 16 147

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 2 4 0 1 24 37
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 1 2 11 23
Forecasting Output 0 2 14 261 0 5 115 1,173
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 1 4 0 1 13 35
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 0 0 6 17
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 0 0 9 34
Total Chapters 0 2 17 281 1 9 178 1,319

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