Access Statistics for Laurent Ferrara

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of Seasonal Adjustment Methods and Software Tools 0 0 0 0 0 0 4 19
A World Trade Leading Index (WTLI) 0 0 0 102 0 0 11 308
A factor-augmented probit model for business cycle analysis 0 0 0 175 1 1 16 284
A factor-augmented probit model for business cycle analysis 0 0 0 1 0 0 5 8
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 1 11 45
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 1 16 231
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 1 12 115
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 0 0 4 5
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 2 2 11 70
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 0 0 11 180
A real-time recession indicator for the Euro area 0 0 0 122 1 1 10 396
A turning point chronology for the Euro-zone 0 0 0 137 1 2 13 367
A world trade leading index (WLTI) 0 0 0 0 0 0 8 54
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 0 8 30
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 10 0 0 6 71
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 6 28
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 3 26
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 0 270 1 4 16 894
Business Cycle Analysis with Multivariate Markov Switching Models 0 1 1 478 0 2 23 1,075
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 1 4 20 811
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 1 7 44
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 1 14 127
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 0 7 59
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 1 7 8
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 1 2 18 196
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 0 191 0 0 15 682
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 0 0 15 17
Capturing international influences in U.S. monetary policy through a NLP approach 0 2 20 45 1 7 81 132
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 0 11 37
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 0 0 1 18 0 1 14 66
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 1 2 0 1 9 14
Commodity currencies revisited: The role of global commodity price uncertainty 0 1 5 106 0 2 18 216
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 13 13 1 1 6 6
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 2 24 0 1 14 95
Common Factors of Commodity Prices 0 1 3 219 0 4 105 937
Common Factors of Commodity Prices 1 1 3 46 1 2 21 156
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 1 1 12 449
Common factors of commodity prices 1 1 1 75 1 4 33 246
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 0 9 66
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 1 6 39
Continuous-time Impulse Response Functions with functional approaches and mixed-frequency data 1 6 7 7 2 9 14 14
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 0 497 0 1 21 2,129
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 1 1 21 57
Dating business cycles in France: A reference chronology 0 0 0 0 0 1 10 12
Dating business cycles in France: A reference chronology 0 0 0 18 0 2 17 69
Dating business cycles in France: A reference chronology 0 0 0 20 0 0 6 29
Dating business cycles in France: A reference chronology 0 0 3 67 0 1 15 219
Dating business cycles in France: a reference chronology 0 0 0 22 0 0 14 25
Dating business cycles in France: a reference chronology 1 1 1 1 1 4 14 24
Dating business cycles in France: a reference chronology 0 0 1 9 1 2 12 20
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 4 6
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 16 41
Dating business cycles in France:A reference chronology 0 0 0 0 0 1 10 20
Dating business cycles in France:A reference chronology 0 0 1 21 0 1 14 72
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 0 16 105
Detection of the industrial business cycle using SETAR models 0 0 0 98 2 2 20 310
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 1 1 31 295
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 18 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 1 1 6 0 1 7 36
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 1 0 1 10 14
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 17 197
Dynamic Factor Models: A review of the Literature 0 0 4 686 1 1 31 1,306
Dynamic factor models: A review of the literature 0 0 0 1 0 1 16 85
Estimation and Applications of Gegenbauer Processes 0 0 0 49 1 2 12 121
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 2 2 14 259
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 0 0 8 128
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 10 58
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 10 14
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 1 1 9 54
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 1 4 400 1 3 33 1,117
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 0 16 20
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 0 5 41
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 517 0 0 19 1,738
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 2 2 17 598
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 0 2 15 17
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 0 10 245
Forecasting business cycles 0 0 0 0 0 0 3 25
Forecasting business cycles 0 0 0 0 1 1 6 39
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 0 6 19
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 132 1 1 29 289
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 0 8 34
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 2 7 42
Fractional and seasonal filtering 0 0 0 1 1 1 13 45
Fractional and seasonal filtering 0 0 0 1 0 0 6 12
Fractional and seasonal filtering 0 0 0 0 0 1 12 15
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 6 92
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 0 0 14 291
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 0 1 8 139
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 0 0 14 28
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 0 0 9 108
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 0 1 9 9
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 3 39 1 1 27 170
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 0 0 6 52
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 0 1 9 27
Global growth: optimism for 2017? 0 0 0 0 0 0 5 5
High-Frequency Monitoring of Growth-at-Risk 0 0 6 166 1 4 23 568
High-frequency monitoring of growth at risk 0 0 0 0 1 1 12 47
Housing Cycles In The Major Euro Area Countries 0 0 0 89 0 0 12 295
Housing cycles in the major euro area countries 0 0 0 176 0 0 13 608
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 1 1 21 290
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 2 21 717
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 16 131
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 11 109
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 3 15
International environment and US monetary policy: a textual analysis 0 0 1 1 0 0 10 10
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 2 13 97
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 1 9 31
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 2 13 59
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 0 10 106
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 0 6 10
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 0 3 16
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 1 1 1 59 1 2 8 153
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 2 31 489
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 0 13 45
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 1 15 39
Measuring Exchange Rate Risks During Periods of Uncertainty 0 1 1 58 0 4 24 154
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 2 16 51
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 0 3 26 952
Méthodes de prévision en finance 0 0 0 0 0 2 17 55
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 0 7 75
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 2 287 4 7 28 695
One year after Brexit: where is the UK economy heading? 0 0 0 0 0 0 5 5
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 54 0 1 2 169
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 1 3 13 266
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 0 10 60
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 1 3 15 233
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 1 1 15 17
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 0 0 6 12
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 0 0 19 64
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 3 78 1 1 36 376
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 0 4 39 0 2 17 114
Real-time detection of the business cycle using SETAR models 0 0 0 23 0 0 3 71
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 0 1 13 0 0 7 41
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 1 2 10 105 6 9 54 288
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 0 0 10 76
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 4 7
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 10 15
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 0 3 13 205
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 0 7 58
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 0 10 12
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 0 24 51
The European Way Out of Recessions 0 0 0 18 0 1 10 83
The European Way out of Recession 0 0 0 0 0 0 3 13
The European way out of recession 0 0 0 218 0 0 13 705
The New Fama Puzzle 0 0 0 0 1 5 20 40
The New Fama Puzzle 0 0 1 99 2 6 31 552
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 0 10 121
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 0 1 6 27 1 5 34 70
The economic impact of budget-neutral measures 0 0 2 2 0 2 7 7
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 0 4 168
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 2 19 492
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 1 2 10 22
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 9 25
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 1 72 0 0 13 370
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 66 0 3 25 265
Understanding the weakness in global trade - What is the new normal? 0 0 2 206 1 5 22 820
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 1 1 11 50
Weather Shocks and Sectoral Dynamics in European Economies 0 1 4 51 0 2 25 114
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 0 1 13 21
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 365 0 1 20 929
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 2 4 27 299
What are the financial risks to euro area growth? 0 0 0 0 0 0 4 4
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 2 33 55
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 1 1 1 25 1 1 11 35
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 3 0 1 22 29
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 0 163 0 2 14 490
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 75 0 0 19 233
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 2 3 12 176 3 7 50 430
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 2 27 0 1 19 66
Total Working Papers 9 26 141 10,949 67 218 2,524 34,273
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA 0 0 0 87 0 0 14 257
A World Trade Leading Index (WTLI) 1 1 1 19 2 4 12 90
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 1 17 83
A three-regime real-time indicator for the US economy 0 0 1 98 0 0 10 272
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 83 0 1 17 281
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 6 0 0 10 43
Caractérisation et datation des cycles économiques en zone euro 0 0 0 77 0 1 8 214
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 5 10 0 1 32 47
Common factors of commodity prices 0 0 1 52 0 0 19 268
Common factors of commodity prices 0 1 17 93 3 9 65 295
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 1 1 15 170
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 1 26 146
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 0 122 0 1 12 392
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 0 1 7 131
Does the Phillips curve still exist? 0 0 1 117 1 2 14 288
Dynamic factor models: A review of the literature 0 0 3 133 3 4 43 401
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 1 27 0 0 9 98
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 1 3 10 134
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 0 47 0 2 25 197
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 87 0 3 14 249
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 1 19 1 1 25 88
Forecasting euro area recessions by combining financial information 0 0 0 13 0 1 5 44
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 1 1 10 138
Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris 0 0 0 22 1 1 14 108
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 0 7 512
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 21 0 1 11 159
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 1 14 0 3 15 50
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 1 1 7 102
Global imbalances: build-up, unwinding and financial aspects 0 0 1 12 0 1 12 85
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 0 1 15 41
High-frequency monitoring of growth at risk 0 0 1 15 4 7 24 86
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 1 2 8 95
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 22 131
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 0 1 50 1 2 23 182
Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London 0 0 0 47 0 0 5 142
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 0 1 8 464
Les cycles économiques de la France: une datation de référence 0 0 1 5 0 0 21 62
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 31 1 6 13 116
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 80 0 0 7 196
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 30 0 0 9 131
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 0 0 14 135
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 0 37 0 1 13 141
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 1 1 1 41 2 4 14 168
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 0 14 0 0 9 64
Measuring exchange rate risks during periods of uncertainty 0 1 1 3 0 1 13 20
Measuring exchange rate risks during periods of uncertainty 0 0 1 7 2 3 20 44
Nowcasting global economic growth 0 0 1 56 0 2 18 142
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 0 51 0 1 10 234
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 1 2 11 161
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 2 2 41 0 2 8 212
Oil jump tail risk as a driver of inflation dynamics 0 0 1 3 1 2 11 16
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 0 4 66
Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris 1 1 2 48 1 1 5 147
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 0 4 37 1 4 24 127
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 33 0 2 20 120
The New Fama Puzzle 2 2 7 39 5 8 45 175
The contribution of cyclical turning point indicators to business cycle analysis 0 0 1 25 0 0 13 143
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 2 9 117
US labour market and monetary policy: current debates and challenges 0 0 0 22 1 1 7 104
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 12 82
Uncertainty and macroeconomics: transmission channels and policy implications 1 1 3 47 1 1 33 154
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 1 7 32
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 3 64 0 1 21 277
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 1 2 9 16 3 5 32 62
Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires 0 0 0 10 0 1 3 40
Total Journal Articles 7 12 76 2,418 41 109 1,024 10,005

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 1 1 5 11
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 0 1 27 60
Total Chapters 0 0 0 0 1 2 32 71

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Statistics updated 2026-10-11