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 2 4 17
A World Trade Leading Index (WTLI) 0 0 1 102 1 5 7 303
A factor-augmented probit model for business cycle analysis 0 0 0 1 1 2 4 6
A factor-augmented probit model for business cycle analysis 0 0 1 175 0 9 14 281
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 5 6 40
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 3 11 113
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 8 13 227
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 0 2 3 4
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 1 5 9 177
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 8 8 67
A real-time recession indicator for the Euro area 0 0 0 122 0 2 6 391
A turning point chronology for the Euro-zone 0 0 0 137 1 5 9 362
A world trade leading index (WLTI) 0 0 0 0 0 3 8 52
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 3 3 25
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 10 0 2 3 68
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 2 3 25
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 2 25
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 0 2 12 884
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 477 1 9 19 1,068
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 1 4 14 802
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 5 5 57
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 1 2 3
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 2 3 40
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 6 11 124
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 0 11 13 191
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 0 191 1 9 13 679
Capturing international influences in U.S. monetary policy through a NLP approach 1 2 41 41 2 20 116 116
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 0 6 12 12
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 4 7 33
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 0 0 3 18 0 2 15 62
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 4 103 1 4 20 209
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 1 2 0 4 10 13
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 4 24 1 6 15 92
Common Factors of Commodity Prices 0 0 4 216 2 47 106 926
Common Factors of Commodity Prices 0 0 2 45 1 8 15 149
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 0 5 10 445
Common factors of commodity prices 0 0 0 74 1 8 24 233
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 6 8 64
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 3 6 37
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 3 497 0 7 20 2,123
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 1 8 23 52
Dating business cycles in France: A reference chronology 0 0 4 66 2 4 14 214
Dating business cycles in France: A reference chronology 0 0 0 0 0 2 4 6
Dating business cycles in France: A reference chronology 0 0 0 18 2 7 12 62
Dating business cycles in France: A reference chronology 0 0 0 20 1 2 7 29
Dating business cycles in France: a reference chronology 0 0 0 22 2 9 13 23
Dating business cycles in France: a reference chronology 0 1 1 9 1 3 6 14
Dating business cycles in France: a reference chronology 0 0 0 0 1 6 9 18
Dating business cycles in France: a reference chronology 0 0 0 0 0 2 3 5
Dating business cycles in France: a reference chronology 0 0 0 12 4 9 16 39
Dating business cycles in France:A reference chronology 0 0 0 0 2 6 8 17
Dating business cycles in France:A reference chronology 0 1 1 21 2 6 15 70
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 12 15 104
Detection of the industrial business cycle using SETAR models 0 0 0 98 2 3 17 305
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 1 7 18 281
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 7 12 192
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 1 0 5 7 9
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 4 10 17 262
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 6 34
Dynamic Factor Models: A review of the Literature 0 2 3 685 2 14 26 1,296
Dynamic factor models: A review of the literature 0 0 0 1 0 2 12 80
Estimation and Applications of Gegenbauer Processes 0 0 0 49 0 4 7 115
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 1 4 8 252
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 0 3 7 127
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 1 6 10 57
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 5 9 12
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 4 8 52
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 1 5 399 1 14 41 1,110
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 3 4 40
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 2 517 1 12 22 1,734
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 7 11 12
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 0 8 17 595
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 5 8 243
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 0 7 10 12
Forecasting business cycles 0 0 0 0 1 2 3 36
Forecasting business cycles 0 0 0 0 1 2 2 24
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 1 3 16
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 2 8 33
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 1 1 132 1 18 24 283
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 4 38
Fractional and seasonal filtering 0 0 0 1 0 4 5 11
Fractional and seasonal filtering 0 0 0 0 0 4 7 10
Fractional and seasonal filtering 0 0 0 1 0 4 6 38
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 3 88
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 1 9 14 290
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 0 3 5 135
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 1 4 14 26
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 0 4 7 106
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 0 2 4 4
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 1 2 3 39 4 16 23 166
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 0 2 3 49
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 0 2 6 23
Global growth: optimism for 2017? 0 0 0 0 0 3 3 3
High-Frequency Monitoring of Growth-at-Risk 0 1 8 165 0 6 27 560
High-frequency monitoring of growth at risk 0 0 0 0 0 5 11 43
Housing Cycles In The Major Euro Area Countries 0 0 0 89 0 4 12 293
Housing cycles in the major euro area countries 0 0 0 176 1 3 9 604
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 2 13 21 713
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 2 15 18 287
Impact of uncertainty shocks on the global economy 0 0 0 0 0 5 13 108
Impact of uncertainty shocks on the global economy 0 0 0 0 0 6 15 126
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 1 3 15
International environment and US monetary policy: a textual analysis 0 1 1 1 1 7 8 8
Les cycles économiques de la France: une datation de référence 0 0 0 16 1 3 10 30
Les cycles économiques de la France: une datation de référence 0 0 1 40 0 4 11 92
Les cycles économiques de la France: une datation de référence 0 0 0 21 2 4 7 52
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 6 11 103
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 0 3 6
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 1 2 15
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 19 29 485
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 2 4 5 150
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 2 8 13 44
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 5 7 30
Measuring Exchange Rate Risks During Periods of Uncertainty 0 0 1 57 0 8 20 146
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 7 14 45
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 3 11 20 944
Méthodes de prévision en finance 0 0 0 0 1 11 14 51
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 3 7 73
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 1 5 286 1 8 26 685
One year after Brexit: where is the UK economy heading? 0 0 0 0 1 1 1 1
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 54 0 1 1 168
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 1 5 11 261
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 3 8 57
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 1 11 13 15
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 1 6 9 226
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 0 9 18 61
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 0 1 6 11
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 1 3 78 1 21 37 370
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 0 3 38 0 2 15 108
Real-time detection of the business cycle using SETAR models 0 0 1 23 2 2 4 71
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 0 2 13 1 2 6 38
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 3 13 103 5 22 54 274
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 2 2 5
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 1 4 5 10
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 1 2 8 73
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 2 6 9 201
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 3 6 57
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 1 7 8
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 3 15 22 47
The European Way Out of Recessions 0 0 0 18 0 5 8 81
The European Way out of Recession 0 0 0 0 0 1 2 12
The European way out of recession 0 0 0 218 0 5 14 704
The New Fama Puzzle 0 0 2 99 1 11 22 539
The New Fama Puzzle 0 0 0 0 1 7 15 29
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 1 6 10 121
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 2 2 4 24 5 13 22 55
The economic impact of budget-neutral measures 0 1 2 2 0 2 3 3
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 1 3 4 168
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 16 16 489
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 1 3 5 17
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 1 5 8 24
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 1 72 1 4 15 368
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 2 66 0 17 26 261
Understanding the weakness in global trade - What is the new normal? 0 0 2 205 1 7 18 809
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 8 11 47
Weather Shocks and Sectoral Dynamics in European Economies 1 1 9 50 6 11 39 105
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 1 1 1 365 2 7 18 924
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 3 7 14 18
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 2 8 19 290
What are the financial risks to euro area growth? 0 0 0 0 0 1 1 1
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 1 26 28 49
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 0 24 2 4 9 31
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 2 0 13 19 22
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 5 75 0 8 23 229
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 163 1 3 14 485
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 4 26 1 10 19 63
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 8 170 2 13 49 412
Total Working Papers 6 23 171 10,890 129 1,045 2,184 33,523
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 8 11 253
A World Trade Leading Index (WTLI) 0 0 1 18 0 4 11 84
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 2 11 14 80
A three-regime real-time indicator for the US economy 0 0 1 98 0 2 9 271
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 3 83 1 10 19 280
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 1 6 0 5 7 39
Caractérisation et datation des cycles économiques en zone euro 0 0 0 77 0 4 5 211
Commodity currencies revisited: The role of global commodity price uncertainty 1 1 7 10 3 12 29 37
Common factors of commodity prices 0 1 2 52 2 14 18 265
Common factors of commodity prices 0 4 22 85 1 21 72 273
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 2 10 16 168
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 0 6 15 132
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 3 122 1 5 11 386
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 0 2 4 127
Does the Phillips curve still exist? 0 1 6 117 0 7 20 284
Dynamic factor models: A review of the literature 0 0 5 133 4 22 52 395
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 1 1 27 1 6 8 96
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 0 2 9 128
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 1 47 1 12 21 188
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 87 1 2 7 240
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 2 19 2 8 22 83
Forecasting euro area recessions by combining financial information 0 0 0 13 1 3 4 43
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 1 6 11 135
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 8 8 102
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 4 6 511
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 21 1 5 8 156
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 14 1 5 13 44
Global imbalances: build-up, unwinding and financial aspects 0 0 1 12 0 0 9 82
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 0 1 5 98
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 1 7 13 35
High-frequency monitoring of growth at risk 0 1 5 15 0 5 19 73
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 1 3 4 91
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 1 9 17 125
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 1 3 50 1 8 19 175
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 1 138
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 0 3 4 460
Les cycles économiques de la France: une datation de référence 0 0 2 5 1 8 18 54
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 1 31 0 3 7 108
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 80 1 3 4 193
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 30 1 4 8 128
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 6 14 132
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 0 37 0 2 9 137
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 3 6 10 162
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 1 14 1 3 7 60
Measuring exchange rate risks during periods of uncertainty 0 0 1 7 0 8 15 38
Measuring exchange rate risks during periods of uncertainty 0 0 0 2 1 5 8 15
Nowcasting global economic growth 0 0 2 56 2 5 13 135
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 0 51 1 7 12 233
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 1 7 7 157
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 39 0 4 8 209
Oil jump tail risk as a driver of inflation dynamics 0 0 2 3 1 5 9 12
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 1 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 0 0 0 46 0 2 4 145
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 1 2 13 37 1 8 31 118
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 1 1 33 0 9 17 116
The New Fama Puzzle 0 2 5 35 5 15 38 156
The contribution of cyclical turning point indicators to business cycle analysis 0 1 1 25 3 6 9 139
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 1 5 112
US labour market and monetary policy: current debates and challenges 0 0 0 22 1 3 4 101
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 5 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 1 7 12 82
Uncertainty and macroeconomics: transmission channels and policy implications 0 1 4 46 5 22 36 150
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 2 3 28
What are the macroeconomic effects of high‐frequency uncertainty shocks? 1 1 4 64 4 11 23 272
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 1 1 8 11 1 8 30 48
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 1 38
Total Journal Articles 4 20 114 2,393 67 417 895 9,666


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 1 4 9
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 3 20 24 56
Total Chapters 0 0 0 0 3 21 28 65


Statistics updated 2026-04-09