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 1 3 6 181
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles 0 0 1 222 0 2 17 497
A comparison of the real-time performance of business cycle dating methods 0 0 1 470 0 7 27 1,480
Consumers' Sunspots, Animal Spirits, and Economic Fluctuations 0 0 0 162 0 0 6 1,322
Dating Business Cycle Turning Points 0 1 1 435 0 12 31 1,250
Employment and the business cycle 0 0 0 9 0 3 7 62
Employment and the business cycle 0 0 0 68 0 6 16 125
Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models 0 0 0 24 0 0 5 26
Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models 0 0 0 142 0 3 10 473
Forecasting recessions using the yield curve 0 1 4 643 2 8 24 1,893
How Better Monetary Statistics Could Have Signaled the Financial Crisis 0 0 0 211 0 2 11 540
How better monetary statistics could have signaled the financial crisis 0 0 0 92 1 3 9 270
Identifying business cycle turning points in real time 0 1 1 394 0 7 17 1,077
Incomplete Price Adjustment and Inflation Persistence 0 0 1 39 0 0 7 67
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 57 1 2 18 183
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 72 0 5 18 393
Leading Indicators of Inflation for Brazil 0 0 2 153 0 1 11 449
Markov switching in disaggregate unemployment rates 0 0 0 115 0 8 20 530
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 91 0 3 7 432
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 33 1 5 10 116
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 68 2 6 16 277
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 24 0 6 11 175
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve 0 0 0 166 0 1 14 429
Microfoundations of inflation persistence in the New Keynesian Phillips curve 0 0 0 19 1 4 10 100
Monitoring Business Cycles with Structural Breaks 0 0 0 57 0 2 11 152
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy 0 0 0 70 0 3 11 274
Nonlinear risk 0 0 0 262 0 2 18 974
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary 0 0 1 8 0 3 20 45
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates 1 1 2 73 1 5 31 288
Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates 0 0 0 39 0 5 17 107
Real Time Changes in Monetary Policy 0 1 1 44 0 5 10 243
Real-Time Nowcasting Nominal GDP Under Structural Break 0 0 0 38 0 5 15 131
Real-Time Nowcasting of Nominal GDP Under Structural Breaks 0 0 0 64 0 7 21 131
Recent changes in the U.S. business cycle 0 0 0 338 2 6 15 1,619
The Brazilian Economic Fluctuations 0 0 0 64 0 3 11 316
The Credit-Card-Services Augmented Divisia Monetary Aggregates 1 1 1 62 1 2 10 223
The End of the Great Moderation: “We told you so.” 0 0 0 141 0 4 17 273
The End of the Great Moderation? 0 0 1 414 3 10 30 1,531
The Future of Oil: Geology Versus Technology 0 0 0 238 0 1 8 533
The credit-card-services augmented Divisia monetary aggregates 0 0 0 30 0 4 18 85
Transfer Learning for Business Cycle Identification 0 0 1 21 1 3 16 101
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 73 1 5 17 102
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 3 11 173
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 4 10 331
Total Working Papers 2 6 18 6,048 18 179 645 19,979

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 5 447 3 6 45 1,527
A Monthly Indicator of Brazilian GDP 1 1 1 6 2 5 13 38
A dynamic factor model of the yield curve components as a predictor of the economy 0 0 0 36 1 2 6 101
An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching 0 0 0 3 1 8 43 2,017
Assessment of hybrid Phillips Curve specifications 0 0 0 11 0 2 7 46
Business cycle monitoring with structural changes 0 0 1 47 0 2 10 128
Coincident and leading indicators of the stock market 0 1 3 361 0 4 14 1,012
EMPLOYMENT AND THE BUSINESS CYCLE 0 0 0 15 0 6 8 55
Forecasting recessions using the yield curve 1 1 1 340 1 6 28 944
How better monetary statistics could have signaled the financial crisis 0 0 0 99 1 4 15 267
Identifying business cycle turning points in real time 0 1 1 239 0 6 14 804
Incomplete Price Adjustment and Inflation Persistence 0 0 3 7 0 5 20 54
International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview 0 0 0 34 1 6 23 167
International business cycles: G7 and OECD countries 0 1 2 98 0 3 9 354
Leading Indicators for the Capital Goods Industry 0 1 2 5 0 5 10 36
Leading indicators of country risk and currency crises: the Asian experience 0 0 0 251 0 3 12 912
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH 0 0 0 34 0 4 24 160
Markov switching in disaggregate unemployment rates 0 0 0 82 1 5 20 487
Mortgage default risk: New evidence from internet search queries 0 0 0 22 0 6 17 123
NONLINEAR RISK 0 0 0 17 0 3 16 102
Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy 0 0 0 24 3 6 16 121
Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S 1 2 2 13 4 8 17 49
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 1 1 126 0 2 16 337
Real-time nowcasting of nominal GDP with structural breaks 0 0 1 39 0 7 19 169
Recent Changes in the US Business Cycle 0 0 0 109 0 2 6 762
SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS 0 0 0 54 0 4 9 146
The Brazilian Business and Growth Cycles 0 0 0 6 0 2 10 53
The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model 0 0 0 16 0 3 8 274
The future of oil: Geology versus technology 0 1 1 57 0 4 19 266
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 1 7 16 144
Total Journal Articles 4 11 24 2,618 19 136 490 11,655
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 6 16 146
Total Books 0 0 1 24 0 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 1 2 4 0 8 26 36
Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy 0 0 0 4 0 3 9 21
Forecasting Output 1 3 18 259 4 26 123 1,168
International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview 0 0 0 3 3 4 12 33
International Stock Markets Linkages: A Dynamic Factor Model Approach 0 0 0 6 1 2 7 17
Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach 0 0 0 2 1 3 9 33
Total Chapters 1 4 20 278 9 46 186 1,308

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Statistics updated 2026-06-04