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


Statistics updated 2021-04-06