Access Statistics for Laurent Ferrara

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 World Trade Leading Index (WTLI) 0 0 0 100 0 2 20 288
A factor-augmented probit model for business cycle analysis 0 0 1 172 0 0 7 259
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 75 0 1 7 207
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 0 5 93
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 0 0 4 59
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 5 32
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 0 1 3 162
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 0 0 57
A real-time recession indicator for the Euro area 0 0 0 121 1 1 2 377
A turning point chronology for the Euro-zone 0 0 1 135 1 2 8 340
A world trade leading index (WLTI) 0 0 0 0 1 2 3 19
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 0 0 19
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 9 0 0 3 61
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 0 20
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 1 3 18
Are disaggregate data useful for factor analysis in forecasting French GDP? 2 2 10 250 5 11 42 783
Business Cycle Analysis with Multivariate Markov Switching Models 1 2 6 461 2 6 20 994
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 1 35 46 3 14 109 113
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 0 2 8 0 3 15 19
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 3 4 45 463 5 18 172 724
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 1 2 108
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 0 0 48
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 1 1 34
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 0 0 0
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 0 0 2 178
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 3 11 16 171 43 90 134 493
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 0 3 18
Common Factors of Commodity Prices 0 0 1 30 1 4 18 84
Common Factors of Commodity Prices 0 1 13 142 4 16 92 562
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 1 183 0 2 8 391
Common factors of commodity prices 0 0 2 58 2 3 21 127
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 1 6 49
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 1 1 4 28
Cyclical relationships between GDP and housing market in France: Facts and factors at play 3 6 26 469 11 26 135 2,019
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 0 0 86
Detection of the industrial business cycle using SETAR models 0 0 0 96 0 1 2 281
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 1 1 3 72 2 3 8 250
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 1 2 4 175
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 0 0 1 3 33
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 5 0 1 11 24
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 79 1 1 5 230
Dynamic Factor Models: A review of the Literature 1 3 18 639 5 11 52 1,146
Dynamic factor models: A review of the literature 0 0 0 0 1 3 8 61
Estimation and Applications of Gegenbauer Processes 0 0 2 45 2 3 14 101
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 2 112 1 1 12 236
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 67 1 2 3 116
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 4 42
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 2 2
Evaluation of regime switching models for real-time business cycle analysis of the euro area 0 0 0 0 0 0 3 22
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 1 1 33
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 2 13 363 4 18 73 895
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 1 5 31
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 1 2 8 501 3 8 33 1,679
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 4 231 0 1 16 552
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 2 4 11 226
Forecasting business cycles 0 0 0 0 0 0 3 21
Forecasting business cycles 0 0 0 0 0 0 1 27
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 0 0 9
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 130 2 3 12 250
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 1 2 2 16
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 1 2 26
Fractional and seasonal filtering 0 0 0 1 0 0 1 3
Fractional and seasonal filtering 0 0 0 0 0 0 0 0
Fractional and seasonal filtering 0 0 0 1 0 0 1 30
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 2 83
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 1 97 1 1 9 262
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 1 1 1 128
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 0 1 1 3 3
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 1 1 5 93
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 1 3 9 27 3 9 43 108
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 1 4 0 0 11 29
High-frequency monitoring of growth-at-risk 42 61 81 81 166 218 243 243
Housing Cycles In The Major Euro Area Countries 0 0 1 87 0 3 12 255
Housing cycles in the major euro area countries 0 0 5 171 1 5 22 528
Identification of slowdowns and accelerations for the euro area economy 0 1 12 224 1 5 37 670
Identification of slowdowns and accelerations for the euro area economy 0 0 0 77 0 0 2 252
Impact of uncertainty shocks on the global economy 0 0 0 0 4 9 17 51
Impact of uncertainty shocks on the global economy 0 0 0 0 2 3 10 76
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 2 7
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 0 1 9
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 56 0 0 4 139
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 2 171 0 0 15 433
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 1 2 5 22
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 0 4 30
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 1 3 18
Measuring exchange rate risks during periods of uncertainty 4 11 30 30 7 24 52 52
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 5 24
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 4 7 239 3 11 40 885
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 4 8 264 2 11 51 595
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 5 8 15 53
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 53 0 1 7 151
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 0 0 4 236
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 0 7 37
Post-recession US employment through the lens of a non-linear Okun’s law 1 3 5 125 2 7 13 206
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 4 6 4 9 19 23
Questioning the puzzle: Fiscal policy, exchange rate and inflation 1 11 34 34 60 118 161 161
Real-time detection of the business cycle using SETAR models 0 1 2 22 0 1 4 62
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 0 0 0 62
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 2 2
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 0 0
Testing fractional order of long memory processes: a Monte Carlo study 0 0 1 14 0 1 2 49
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 70 1 1 3 187
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 0 1 21
The European Way Out of Recessions 0 0 0 18 0 0 5 70
The European Way out of Recession 0 0 0 0 1 1 2 2
The European way out of recession 0 0 3 215 1 2 17 680
The New Fama Puzzle 0 1 13 72 3 9 53 356
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 42 1 1 3 105
The possible shapes of recoveries in Markov-Switching models 0 0 1 75 0 1 3 157
The possible shapes of recoveries in Markov-switching models 1 4 27 147 3 7 137 428
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 1 1
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 1 1 9
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 2 2 69 0 2 5 348
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 1 3 8 45 5 16 54 165
Understanding the weakness in global trade - What is the new normal? 0 1 9 193 4 15 113 703
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 1 24
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 1 2 8 355 6 12 78 837
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 1 2 9 73 2 4 51 247
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 1 5 13
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 3 10 22 73 4 18 79 140
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 1 54 54 2 15 156 156
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 1 12 12 1 2 17 17
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 3 14 38 89 14 41 149 250
Total Working Papers 76 175 620 9,334 420 874 2,913 26,339

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 1 2 3 85 1 2 11 232
A World Trade Leading Index (WTLI) 0 1 1 12 1 3 8 53
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 4 60
A three-regime real-time indicator for the US economy 0 0 1 94 0 0 1 244
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 3 6 75 2 8 18 235
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 5 1 1 1 30
Caractérisation et datation des cycles économiques en zone euro 0 0 0 75 1 1 4 199
Common factors of commodity prices 0 0 11 34 3 10 65 161
Comparing the shape of recoveries: France, the UK and the US 1 1 5 44 1 4 13 130
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 2 2 4 23 77
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 2 9 91 1 6 23 306
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 33 0 0 0 117
Does the Phillips curve still exist? 1 3 14 58 7 12 41 142
Dynamic factor models: A review of the literature 0 1 3 109 2 5 24 293
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 1 26 1 1 3 87
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 1 1 20 2 4 6 99
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 5 38 0 4 23 106
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 1 1 83 1 3 6 219
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 1 7 0 0 5 36
Forecasting euro area recessions by combining financial information 0 0 3 10 1 1 7 28
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 35 0 1 6 111
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 21 3 6 11 87
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 2 6 14 496
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 1 18 1 3 7 139
Global imbalances: build-up, unwinding and financial aspects 0 0 1 10 1 5 18 64
Global imbalances: build-up, unwinding and financial aspects 0 0 0 9 2 5 27 79
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 0 3 86
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 1 2 105
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 1 1 6 31 1 4 31 113
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 1 3 3 43 5 9 16 122
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 2 95 0 5 17 429
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 30 0 0 6 94
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 77 0 0 0 182
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 29 0 0 5 116
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 1 5 30 1 3 17 95
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 1 2 33 0 2 4 117
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 1 2 4 28 2 5 15 117
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 0 13 0 2 6 44
Nowcasting global economic growth 0 1 1 51 1 6 16 112
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 4 7 16 32 5 14 65 153
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 36 0 0 4 146
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 2 29 1 5 19 179
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 0 2 48
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 0 0 0 43 0 2 6 129
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 1 1 1 25 1 2 6 83
The contribution of cyclical turning point indicators to business cycle analysis 0 0 1 24 0 0 3 127
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 2 20 1 1 5 87
US labour market and monetary policy: current debates and challenges 0 0 0 18 0 1 4 83
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 1 1 3 20
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 1 2 4 61
Uncertainty and macroeconomics: transmission channels and policy implications 3 4 12 23 4 7 30 63
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 6 0 1 3 28
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 2 13
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 3 13 37 1 6 50 173
Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires 1 1 2 9 1 1 4 33
Total Journal Articles 15 40 139 1,796 62 175 717 6,988

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-04-06