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 5 15
A World Trade Leading Index (WTLI) 0 0 1 102 0 0 1 297
A factor-augmented probit model for business cycle analysis 0 0 1 175 2 4 7 272
A factor-augmented probit model for business cycle analysis 0 0 0 1 1 1 2 4
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 2 4 216
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 1 1 2 2
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 1 1 2 35
A new monthly chronology of the US industrial cycles in the prewar economy 1 1 1 47 3 4 6 107
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 1 1 2 170
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 0 0 59
A real-time recession indicator for the Euro area 0 0 0 122 1 1 2 387
A turning point chronology for the Euro-zone 0 0 0 137 1 1 3 355
A world trade leading index (WLTI) 0 0 0 0 2 2 5 48
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 0 10 0 0 0 65
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 2 2 2 25
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 1 1 1 23
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 3 5 13 882
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 477 3 5 11 1,056
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 2 6 12 796
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 0 1 52
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 3 5 7 118
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 1 1 2
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 52 2 2 2 180
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 2 191 1 2 9 669
Capturing international influences in U.S. monetary policy through a NLP approach 2 13 37 37 12 42 87 87
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 1 1 3 3
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 2 2 2 28
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 1 2 3 18 3 6 13 57
Commodity currencies revisited: The role of global commodity price uncertainty 1 2 6 103 3 8 20 205
Commodity currencies revisited: The role of global commodity price uncertainty 1 1 1 2 3 4 5 8
Commodity price uncertainty comovement: Does it matter for global economic growth? 1 3 4 24 2 5 9 84
Common Factors of Commodity Prices 1 1 2 44 3 3 7 138
Common Factors of Commodity Prices 0 0 7 216 4 6 31 838
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 2 2 6 439
Common factors of commodity prices 0 0 1 74 9 10 18 223
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 1 1 2 58
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 0 2 33
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 3 497 1 6 12 2,113
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 5 9 21 43
Dating business cycles in France: A reference chronology 0 3 6 66 0 4 12 207
Dating business cycles in France: A reference chronology 0 0 0 20 0 3 7 26
Dating business cycles in France: A reference chronology 0 0 0 0 2 2 3 4
Dating business cycles in France: A reference chronology 0 0 2 3 3 4 10 15
Dating business cycles in France: A reference chronology 0 0 0 18 1 2 7 54
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 3 3
Dating business cycles in France: a reference chronology 0 0 0 12 0 4 8 29
Dating business cycles in France: a reference chronology 0 0 0 0 1 2 5 12
Dating business cycles in France: a reference chronology 0 0 0 22 2 2 4 13
Dating business cycles in France: a reference chronology 0 0 7 8 2 3 10 11
Dating business cycles in France:A reference chronology 0 0 0 0 0 0 3 10
Dating business cycles in France:A reference chronology 0 0 0 20 3 5 10 62
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 1 2 90
Detection of the industrial business cycle using SETAR models 0 0 0 98 0 2 4 292
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 5 8 11 272
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 2 2 4 182
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 2 4 5 249
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 3 30
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 1 0 0 3 4
Dynamic Factor Models: A review of the Literature 0 1 3 683 2 6 13 1,281
Dynamic factor models: A review of the literature 0 0 0 1 3 4 5 73
Estimation and Applications of Gegenbauer Processes 0 0 0 49 1 1 2 110
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 2 3 5 248
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 1 1 1 121
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 1 3 49
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 3 3 4 7
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 2 2 4 47
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 1 3 7 398 4 15 43 1,093
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 3 517 1 2 10 1,720
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 1 1 4 5
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 1 2 37
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 0 2 6 583
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 2 2 4 237
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 1 2 3 4
Forecasting business cycles 0 0 0 0 0 1 2 34
Forecasting business cycles 0 0 0 0 0 0 0 22
Forecasting financial time series with generalized long memory processes 0 0 0 0 1 2 2 15
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 131 3 4 7 264
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 3 4 5 29
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 0 2 35
Fractional and seasonal filtering 0 0 0 1 1 1 2 7
Fractional and seasonal filtering 0 0 0 0 0 1 1 4
Fractional and seasonal filtering 0 0 0 1 0 2 2 34
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 2 3 88
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 0 2 2 132
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 0 2 4 279
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 6 8 10 22
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 2 2 3 101
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 1 1 1 1
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 1 2 37 2 4 9 147
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 1 1 2 47
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 2 3 5 20
High-Frequency Monitoring of Growth-at-Risk 1 4 8 164 4 8 27 553
High-frequency monitoring of growth at risk 0 0 0 0 1 3 7 37
Housing Cycles In The Major Euro Area Countries 0 0 0 89 2 3 5 286
Housing cycles in the major euro area countries 0 0 0 176 2 2 5 597
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 2 2 8 698
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 0 2 5 271
Impact of uncertainty shocks on the global economy 0 0 0 0 2 4 7 118
Impact of uncertainty shocks on the global economy 0 0 0 0 1 4 7 102
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 0 12
Les cycles économiques de la France: une datation de référence 0 1 1 40 2 3 6 86
Les cycles économiques de la France: une datation de référence 0 0 0 16 2 2 7 24
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 1 9 97
Les cycles économiques de la France: une datation de référence 0 0 0 1 2 2 3 6
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 0 2 46
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 1 1 14
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 7 8 10 465
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 0 0 145
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 2 4 6 36
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 1 3 25
Measuring Exchange Rate Risks During Periods of Uncertainty 0 0 2 57 2 5 13 134
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 1 5 36
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 2 3 7 929
Méthodes de prévision en finance 0 0 0 0 1 2 5 40
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 2 5 285 2 8 20 673
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 2 2 5 70
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 54 0 0 1 167
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 1 3 7 255
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 3 5 53
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 2 2 5 220
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 0 1 2 3
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 4 5 6 10
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 3 7 8 50
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 2 75 1 4 16 344
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 2 4 37 0 5 11 100
Real-time detection of the business cycle using SETAR models 0 0 1 23 0 0 1 68
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 1 1 2 13 1 1 6 35
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 1 6 17 99 11 18 41 249
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 1 3
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 1 1 2 6
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 3 3 5 69
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 2 2 2 53
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 3 3 4 195
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 2 4 4
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 3 3 6 30
The European Way Out of Recessions 0 0 0 18 1 1 2 74
The European Way out of Recession 0 0 0 0 1 1 3 11
The European way out of recession 0 0 0 218 1 7 11 698
The New Fama Puzzle 0 0 0 0 2 2 12 22
The New Fama Puzzle 0 1 4 99 0 4 12 525
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 2 2 4 113
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 0 1 3 22 1 5 9 40
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 1 1 1 165
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 0 3 473
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 1 12
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 2 3 4 19
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 0 71 3 5 9 362
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 3 66 1 3 9 242
Understanding the weakness in global trade - What is the new normal? 0 1 2 204 2 4 12 800
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 4 39
Weather Shocks and Sectoral Dynamics in European Economies 0 1 15 48 0 5 44 92
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 1 2 2 8 10
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 4 5 12 914
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 4 5 7 277
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 0 1 22
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 1 24 3 3 9 27
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 163 3 4 12 480
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 1 5 75 3 4 12 218
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 1 4 26 6 6 10 53
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 2 0 0 6 7
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 3 4 10 168 8 15 41 393
Total Working Papers 17 57 197 10,857 274 509 1,187 32,214
2 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 2 4 245
A World Trade Leading Index (WTLI) 0 0 2 18 1 1 7 79
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 2 2 3 68
A three-regime real-time indicator for the US economy 0 0 0 97 2 5 5 267
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 81 3 4 8 268
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 1 6 0 1 2 34
Caractérisation et datation des cycles économiques en zone euro 0 0 1 77 1 1 4 207
Commodity currencies revisited: The role of global commodity price uncertainty 1 4 5 8 3 10 16 22
Common factors of commodity prices 4 5 20 80 7 15 59 243
Common factors of commodity prices 0 1 1 51 1 2 4 250
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 1 1 5 156
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 2 8 11 126
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 4 122 0 1 9 381
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 0 1 4 125
Does the Phillips curve still exist? 0 0 5 116 2 3 15 276
Dynamic factor models: A review of the literature 1 3 6 133 6 17 32 373
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 0 26 1 1 2 90
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 2 2 11 126
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 1 47 0 3 9 174
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 1 1 87 2 4 5 238
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 2 2 19 3 14 14 75
Forecasting euro area recessions by combining financial information 0 0 0 13 0 0 0 39
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 1 1 5 129
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 0 0 94
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 0 0 505
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 1 21 0 2 3 150
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 13 2 2 8 37
Global imbalances: build-up, unwinding and financial aspects 0 1 1 12 1 7 8 80
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 0 1 4 96
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 0 1 7 27
High-frequency monitoring of growth at risk 0 1 6 14 2 5 23 66
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 1 2 88
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 6 8 8 116
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 2 4 49 3 7 11 164
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 1 2 138
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 1 1 12 457
Les cycles économiques de la France: une datation de référence 1 1 3 5 3 5 11 45
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 1 31 1 2 6 105
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 1 80 0 0 2 189
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 30 2 2 4 124
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 37 1 3 10 124
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 1 37 1 3 4 131
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 2 40 1 3 8 156
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 1 14 1 2 5 57
Measuring exchange rate risks during periods of uncertainty 0 0 0 2 0 2 2 9
Measuring exchange rate risks during periods of uncertainty 1 1 1 7 1 2 5 26
Nowcasting global economic growth 0 1 3 56 1 2 7 126
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 0 51 1 2 6 226
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 0 1 150
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 2 39 0 0 5 204
Oil jump tail risk as a driver of inflation dynamics 0 1 3 3 0 3 7 7
Point and interval nowcasts of the Euro area IPI 0 0 0 5 1 2 3 64
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 46 0 1 4 143
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 5 11 35 2 8 26 108
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 32 3 4 6 104
The New Fama Puzzle 1 1 4 33 6 7 29 137
The contribution of cyclical turning point indicators to business cycle analysis 0 0 0 24 1 2 2 132
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 2 3 6 111
US labour market and monetary policy: current debates and challenges 0 0 0 22 0 1 1 98
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 1 1 27
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 3 3 4 73
Uncertainty and macroeconomics: transmission channels and policy implications 0 0 3 44 1 2 12 122
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 0 1 25
What are the macroeconomic effects of high‐frequency uncertainty shocks? 1 2 6 63 3 5 15 260
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 2 3 7 10 4 8 25 37
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 12 35 116 2,366 94 213 540 9,166

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 1 1 2 7
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 2 4 7 36
Total Chapters 0 0 0 0 3 5 9 43

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Statistics updated 2025-12-06