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 1 11 308
A factor-augmented probit model for business cycle analysis 0 0 0 175 0 1 15 283
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 77 0 1 16 230
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 1 1 11 45
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 1 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 57 0 0 11 180
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 1 9 68
A real-time recession indicator for the Euro area 0 0 0 122 0 0 9 395
A turning point chronology for the Euro-zone 0 0 0 137 1 1 12 366
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 3 26
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 6 28
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 0 270 3 3 16 893
Business Cycle Analysis with Multivariate Markov Switching Models 1 1 1 478 2 2 24 1,075
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 1 3 20 810
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 1 1 7 44
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 1 1 7 8
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 18 1 1 14 127
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 1 2 17 195
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 0 191 0 1 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 21 45 4 7 86 131
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 2 18 1 1 15 66
Commodity currencies revisited: The role of global commodity price uncertainty 1 2 5 106 2 4 19 216
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 1 2 0 1 10 14
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 2 13 13 0 1 5 5
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 3 24 0 1 16 95
Common Factors of Commodity Prices 0 0 2 45 0 2 20 155
Common Factors of Commodity Prices 1 1 3 219 4 4 105 937
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 0 0 11 448
Common factors of commodity prices 0 0 0 74 3 4 32 245
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 1 1 6 39
Continuous-time Impulse Response Functions with functional approaches and mixed-frequency data 2 6 6 6 3 11 12 12
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 0 497 1 1 22 2,129
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 0 1 22 56
Dating business cycles in France: A reference chronology 0 0 0 0 1 1 10 12
Dating business cycles in France: A reference chronology 0 0 4 67 0 2 16 219
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 0 18 1 3 17 69
Dating business cycles in France: a reference chronology 0 0 0 0 1 1 4 6
Dating business cycles in France: a reference chronology 0 0 0 0 3 3 13 23
Dating business cycles in France: a reference chronology 0 0 0 22 0 0 14 25
Dating business cycles in France: a reference chronology 0 0 1 9 1 1 11 19
Dating business cycles in France: a reference chronology 0 0 0 12 1 2 16 41
Dating business cycles in France:A reference chronology 0 0 0 0 1 1 10 20
Dating business cycles in France:A reference chronology 0 0 1 21 1 2 15 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 0 0 18 308
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 11 30 294
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 0 0 1 1 1 10 14
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 1 1 17 197
Does the Great Recession imply the end of the Great Moderation? International evidence 1 1 1 6 1 1 7 36
Dynamic Factor Models: A review of the Literature 0 0 4 686 0 0 30 1,305
Dynamic factor models: A review of the literature 0 0 0 1 1 2 16 85
Estimation and Applications of Gegenbauer Processes 0 0 0 49 1 1 11 120
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 0 0 12 257
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 0 0 8 53
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 1 5 400 1 2 38 1,116
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 517 0 0 20 1,738
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
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 0 0 15 596
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 0 10 245
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 2 2 15 17
Forecasting business cycles 0 0 0 0 0 0 5 38
Forecasting business cycles 0 0 0 0 0 0 3 25
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 0 0 28 288
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 0 9 34
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 1 6 41
Fractional and seasonal filtering 0 0 0 1 0 0 12 44
Fractional and seasonal filtering 0 0 0 1 0 0 6 12
Fractional and seasonal filtering 0 0 0 0 1 1 12 15
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 1 6 92
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 1 3 9 139
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 modeling 0 0 0 47 0 0 9 108
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 0 0 14 28
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 1 1 9 9
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 3 39 0 2 26 169
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 1 1 10 27
Global growth: optimism for 2017? 0 0 0 0 0 0 5 5
High-Frequency Monitoring of Growth-at-Risk 0 1 6 166 2 4 22 567
High-frequency monitoring of growth at risk 0 0 0 0 0 1 12 46
Housing Cycles In The Major Euro Area Countries 0 0 0 89 0 1 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 0 233 0 2 20 716
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 0 0 20 289
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 11 109
Impact of uncertainty shocks on the global economy 0 0 0 0 1 1 17 131
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 16 1 1 9 31
Les cycles économiques de la France: une datation de référence 0 0 1 40 1 2 14 97
Les cycles économiques de la France: une datation de référence 0 0 0 21 2 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? 0 0 0 178 2 2 32 489
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 1 7 152
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 1 1 15 39
Measuring Exchange Rate Risks During Periods of Uncertainty 1 1 1 58 4 4 25 154
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 3 16 51
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 2 4 26 952
Méthodes de prévision en finance 0 0 0 0 1 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 4 287 2 4 26 691
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 2 13 265
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 2 2 14 232
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 0 0 14 16
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 0 0 7 12
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 0 1 21 64
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 3 78 0 2 35 375
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 1 4 39 2 3 19 114
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 1 1 11 104 2 3 51 282
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 0 1 13 0 1 7 41
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 0 0 0 4 7
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 0 1 10 76
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 0 7 58
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 3 3 13 205
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 1 2 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 14 705
The New Fama Puzzle 0 0 1 99 3 5 29 550
The New Fama Puzzle 0 0 0 0 1 6 19 39
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 1 2 6 27 2 9 34 69
The economic impact of budget-neutral measures 0 0 2 2 2 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 2 2 19 492
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 1 1 9 21
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 3 3 26 265
Understanding the weakness in global trade - What is the new normal? 0 0 3 206 3 5 23 819
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 10 49
Weather Shocks and Sectoral Dynamics in European Economies 0 1 4 51 1 2 27 114
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 1 1 1 13 21
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 2 3 25 297
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 2 3 33 55
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 0 24 0 1 10 34
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 2 27 0 1 19 66
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 0 163 1 4 14 490
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 1 10 174 3 5 49 427
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 0 0 1 3 1 1 22 29
Total Working Papers 10 24 143 10,940 114 218 2,512 34,206
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 1 14 257
A World Trade Leading Index (WTLI) 0 0 0 18 0 2 10 88
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 2 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 2 8 214
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 6 10 1 5 35 47
Common factors of commodity prices 0 0 2 52 0 0 20 268
Common factors of commodity prices 1 3 18 93 4 10 64 292
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 1 14 169
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 1 8 28 146
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 0 122 1 2 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 14 287
Dynamic factor models: A review of the literature 0 0 3 133 1 2 42 398
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 9 133
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 0 47 1 3 26 197
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 87 2 3 15 249
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 2 19 0 0 26 87
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 0 0 9 137
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 13 107
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 1 1 11 159
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 1 14 1 3 15 50
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 0 1 6 101
Global imbalances: build-up, unwinding and financial aspects 0 0 1 12 1 1 12 85
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 1 1 15 41
High-frequency monitoring of growth at risk 0 0 2 15 1 4 21 82
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 1 7 94
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 23 131
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 0 3 50 1 1 24 181
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 22 62
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 31 4 5 12 115
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 1 14 135
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 0 37 1 1 13 141
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 1 2 13 166
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 1 1 1 3 1 1 13 20
Measuring exchange rate risks during periods of uncertainty 0 0 1 7 0 1 18 42
Nowcasting global economic growth 0 0 1 56 1 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 1 10 160
OPTIM: un outil de prévision trimestrielle du PIB de la France 2 2 2 41 2 3 8 212
Oil jump tail risk as a driver of inflation dynamics 0 0 1 3 1 1 11 15
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 0 0 1 47 0 0 4 146
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 0 7 37 1 3 26 126
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 33 1 2 20 120
The New Fama Puzzle 0 0 5 37 2 3 40 170
The contribution of cyclical turning point indicators to business cycle analysis 0 0 1 25 0 1 13 143
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 2 2 9 117
US labour market and monetary policy: current debates and challenges 0 0 0 22 0 0 6 103
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 0 0 2 46 0 1 33 153
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 0 6 31
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 3 64 1 1 22 277
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 1 8 15 1 3 30 59
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 4 7 80 2,411 39 100 1,011 9,964


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 4 10
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 1 2 28 60
Total Chapters 0 0 0 0 1 2 32 70


Statistics updated 2026-09-10