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 1 1 2 9
A World Trade Leading Index (WTLI) 0 0 0 101 0 0 3 295
A factor-augmented probit model for business cycle analysis 0 1 1 1 0 1 2 2
A factor-augmented probit model for business cycle analysis 0 0 1 174 0 0 1 265
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 0 0 0 0
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 0 212
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 0 1 98
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 1 1 33
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 0 0 59
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 0 0 0 167
A real-time recession indicator for the Euro area 0 0 0 122 0 0 1 383
A turning point chronology for the Euro-zone 0 0 0 137 0 0 1 347
A world trade leading index (WLTI) 0 0 0 0 0 0 1 43
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 0 0 22
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 1 10 0 0 1 65
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 2 22
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 0 23
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 267 0 0 11 865
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 475 1 1 4 1,040
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 0 1 11 0 0 2 27
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 2 14 77 1 7 29 193
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 1 2 477 1 2 12 778
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 0 0 37
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 0 0 1
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 0 1 110
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 0 0 51
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 0 0 0 178
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 3 187 0 1 17 654
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 0 1 26
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 1 1 0 0 2 2
Commodity currencies revisited: The role of global commodity price uncertainty 0 2 16 91 0 8 50 172
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 0 20 0 0 7 74
Commodity price uncertainty comovement: Does it matter for global economic growth? 1 1 7 15 1 1 15 42
Common Factors of Commodity Prices 3 6 13 209 8 14 43 799
Common Factors of Commodity Prices 0 2 3 42 0 2 13 129
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 1 188 0 0 7 432
Common factors of commodity prices 0 4 5 72 1 8 18 199
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 1 1 55
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 0 0 30
Cyclical relationships between GDP and housing market in France: Facts and factors at play 1 1 3 492 1 2 8 2,097
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 2 11 12 12
Dating business cycles in France: A reference chronology 0 0 2 20 0 1 5 19
Dating business cycles in France: A reference chronology 1 3 9 60 2 8 33 189
Dating business cycles in France: A reference chronology 0 1 2 18 0 2 7 43
Dating business cycles in France: A reference chronology 0 0 0 0 1 1 3 3
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 2 17
Dating business cycles in France: a reference chronology 0 0 0 22 0 0 3 7
Dating business cycles in France:A reference chronology 0 0 0 0 0 0 3 7
Dating business cycles in France:A reference chronology 1 1 1 20 1 2 4 50
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 0 0 88
Detection of the industrial business cycle using SETAR models 0 0 1 98 0 0 2 287
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 0 0 74 0 0 2 261
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 0 2 27
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 0 0 0 0 0
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 1 178
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 2 81 0 0 5 241
Dynamic Effects of Weather Shocks on Production in European Economies 3 15 15 15 6 18 21 21
Dynamic Factor Models: A review of the Literature 2 4 8 678 3 7 23 1,262
Dynamic factor models: A review of the literature 1 1 1 1 1 1 2 67
Estimation and Applications of Gegenbauer Processes 0 1 3 49 0 1 4 107
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 0 0 1 242
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 1 68 0 0 3 120
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 0 46
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 0 3
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 0 2 43
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 0 5 389 1 6 36 1,038
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 1 1 1 1
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 4 514 0 1 6 1,709
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 1 1 35
Forecasting Euro-area recessions using time-varying binary response models for financial 1 2 2 238 1 3 5 574
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 0 0 0 0 0
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 0 0 233
Forecasting business cycles 0 0 0 0 0 0 0 32
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 0 0 13
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 131 0 1 2 257
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 0 2 24
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 0 1 29
Fractional and seasonal filtering 0 0 0 0 0 0 0 3
Fractional and seasonal filtering 0 0 0 1 0 0 0 5
Fractional and seasonal filtering 0 0 0 1 0 0 0 32
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 0 84
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 1 101 1 1 4 274
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 0 0 0 130
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 0 0 0 98
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 0 0 0 9
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 0 0 0 0
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 0 32 0 0 4 134
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 1 1 2 8 1 1 2 40
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 1 1 3 14
High-frequency monitoring of growth at risk 0 0 0 0 0 1 3 25
High-frequency monitoring of growth-at-risk 2 2 6 151 2 4 21 500
Housing Cycles In The Major Euro Area Countries 0 0 0 88 0 0 5 280
Housing cycles in the major euro area countries 0 0 1 175 1 2 14 590
Identification of slowdowns and accelerations for the euro area economy 0 0 1 81 0 0 4 264
Identification of slowdowns and accelerations for the euro area economy 0 0 1 232 0 2 4 688
Impact of uncertainty shocks on the global economy 0 0 0 0 3 4 11 108
Impact of uncertainty shocks on the global economy 0 0 0 0 1 1 2 93
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 0 11
Les cycles économiques de la France: une datation de référence 0 0 1 35 0 0 3 75
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 0 3 16
Les cycles économiques de la France: une datation de référence 0 0 1 40 2 4 11 85
Les cycles économiques de la France: une datation de référence 0 0 0 0 0 0 1 1
Les cycles économiques de la France: une datation de référence 0 1 1 21 0 1 6 41
Les cycles économiques de la France: une datation de référence 0 0 0 0 0 0 2 7
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 1 2 12
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 58 0 0 1 145
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 178 0 0 7 452
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 1 2 30
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 1 1 22
Measuring exchange rate risks during periods of uncertainty 0 0 4 53 1 4 16 119
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 0 30
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 2 249 0 0 5 918
Méthodes de prévision en finance 0 0 0 0 1 3 16 30
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 1 1 6 277 1 4 13 640
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 1 4 64
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 53 0 0 3 165
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 0 0 2 248
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 0 2 48
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 0 0 0 0
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 0 0 0 214
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 1 1 7 0 1 1 42
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 0 0 2 4
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 4 72 2 4 17 323
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 1 3 31 0 1 17 81
Real-time detection of the business cycle using SETAR models 0 0 0 22 0 0 3 66
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 0 4
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 0 0 0 64
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 0 2
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 0 0 51
Testing fractional order of long memory processes: a Monte Carlo study 0 0 1 73 0 0 1 191
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 0 0 0
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 0 0 24
The European Way Out of Recessions 0 0 0 18 0 0 0 72
The European Way out of Recession 0 0 0 0 0 0 0 8
The European way out of recession 0 0 0 218 0 0 0 687
The New Fama Puzzle 1 1 9 92 1 2 25 506
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 1 44 0 0 3 109
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 0 11 15 15 0 12 20 20
The possible shapes of recoveries in Markov-Switching models 0 1 2 79 0 1 2 164
The possible shapes of recoveries in Markov-switching models 0 0 1 155 0 1 6 469
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 1 1 5 10
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 1 14
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 0 71 0 0 0 353
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 1 1 4 61 1 2 12 227
Understanding the weakness in global trade - What is the new normal? 1 2 4 202 1 4 16 780
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 2 34
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 0 0 1 2 2
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 363 0 2 9 896
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 1 1 79 0 2 5 269
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 0 1 20
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 1 1 22 0 2 3 16
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 4 8 30 151 5 16 71 337
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 2 4 7 160 3 8 17 460
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 0 22 0 0 0 42
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 0 0 0 0 0 0
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 2 69 0 1 7 203
Total Working Papers 27 86 247 10,562 63 215 876 30,615
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 1 87 0 0 1 239
A World Trade Leading Index (WTLI) 0 0 0 16 0 0 2 69
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 1 64
A three-regime real-time indicator for the US economy 0 0 0 97 0 1 3 261
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 79 0 0 5 258
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 5 0 0 1 31
Caractérisation et datation des cycles économiques en zone euro 0 0 0 76 0 0 0 202
Common factors of commodity prices 5 10 29 50 8 23 75 144
Common factors of commodity prices 0 0 2 49 0 0 7 242
Comparing the shape of recoveries: France, the UK and the US 0 0 1 49 1 2 4 149
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 1 4 0 0 3 114
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 4 118 0 1 12 370
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 33 0 0 0 120
Does the Phillips curve still exist? 1 5 12 108 3 8 26 256
Dynamic factor models: A review of the literature 0 2 3 125 1 4 11 333
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 0 26 0 0 1 88
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 1 24 0 0 3 115
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 0 46 0 1 6 162
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 86 0 0 5 232
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 1 17 0 0 1 60
Forecasting euro area recessions by combining financial information 0 0 0 13 0 0 3 37
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 38 0 0 2 123
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 0 1 1 93
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 1 1 502
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 20 0 0 0 143
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 7 0 0 2 20
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 0 0 1 92
Global imbalances: build-up, unwinding and financial aspects 0 0 0 11 0 0 2 72
Guest editorial: Economic forecasting in times of COVID-19 0 0 1 5 0 1 4 19
High-frequency monitoring of growth at risk 0 0 0 8 0 0 10 36
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 0 0 86
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 0 108
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 0 0 45 0 2 4 152
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 2 47 1 1 3 133
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 1 99 0 0 3 443
Les cycles économiques de la France: une datation de référence 0 0 1 1 0 0 6 6
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 30 0 0 1 99
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 79 0 0 0 187
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 29 0 0 0 119
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 2 36 0 1 8 114
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 1 1 36 0 1 1 125
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 36 0 2 8 145
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 0 13 0 1 2 52
Measuring exchange rate risks during periods of uncertainty 0 0 0 0 0 0 3 3
Measuring exchange rate risks during periods of uncertainty 2 2 5 5 2 4 9 15
Nowcasting global economic growth 0 0 1 53 0 0 1 118
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 2 49 0 3 14 218
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 0 0 149
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 1 1 37 0 1 3 198
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 0 1 61
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 45 0 0 1 139
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 1 9 18 0 4 26 65
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 31 0 0 3 98
The New Fama Puzzle 2 4 10 22 6 15 51 84
The contribution of cyclical turning point indicators to business cycle analysis 0 0 0 24 0 0 1 129
The way out of recessions: A forecasting analysis for some Euro area countries 0 1 2 23 0 1 6 103
US labour market and monetary policy: current debates and challenges 0 0 0 20 0 0 2 94
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 0 25
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 2 69
Uncertainty and macroeconomics: transmission channels and policy implications 0 0 4 41 0 0 13 109
Une revue de la littérature des modèles à facteurs dynamiques 0 0 1 1 0 0 1 23
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 4 57 0 0 11 242
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 1 1 2 4 6 6
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 0 0 37
Total Journal Articles 10 27 111 2,197 25 83 383 8,400


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 0 0 1 5
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 1 1 11 26
Total Chapters 0 0 0 0 1 1 12 31


Statistics updated 2024-05-04