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 6 15
A World Trade Leading Index (WTLI) 0 0 1 102 0 0 2 297
A factor-augmented probit model for business cycle analysis 0 1 1 175 0 1 3 268
A factor-augmented probit model for business cycle analysis 0 0 0 1 0 1 1 3
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 0 0 1 1
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 1 3 215
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 1 4 103
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 1 34
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 1 1 169
A real-time recession indicator for the Euro area 0 0 0 122 0 1 2 386
A turning point chronology for the Euro-zone 0 0 0 137 0 1 4 354
A world trade leading index (WLTI) 0 0 0 0 0 1 3 46
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 0 0 0 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 1 2 270 1 4 11 878
Business Cycle Analysis with Multivariate Markov Switching Models 0 1 1 477 1 2 7 1,052
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 2 2 14 95 3 6 28 234
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 0 1 12 0 1 5 34
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 2 480 1 2 9 791
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 10 0 0 1 52
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 0 3 113
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 0 0 0 178
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 3 191 0 1 9 667
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 0 1 2 2
Capturing international influences in U.S. monetary policy through a NLP approach 1 6 25 25 6 14 51 51
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 0 0 26
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 1 1 2 17 1 1 9 52
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 5 101 1 4 17 198
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 0 1 1 2 2 5
Commodity price uncertainty comovement: Does it matter for global economic growth? 1 2 2 22 2 4 6 81
Common Factors of Commodity Prices 0 0 7 216 0 3 28 832
Common Factors of Commodity Prices 0 0 1 43 0 0 4 135
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 0 1 5 437
Common factors of commodity prices 0 0 1 74 0 1 11 213
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 1 1 57
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 2 2 33
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 4 497 1 1 10 2,108
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 2 3 17 36
Dating business cycles in France: A reference chronology 0 0 0 18 0 0 6 52
Dating business cycles in France: A reference chronology 0 0 0 20 0 1 4 23
Dating business cycles in France: A reference chronology 0 0 2 3 0 1 6 11
Dating business cycles in France: A reference chronology 0 0 0 0 0 0 1 2
Dating business cycles in France: A reference chronology 1 2 4 64 1 4 11 204
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 22 0 0 2 11
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 2 2
Dating business cycles in France: a reference chronology 0 0 8 8 0 0 8 8
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 4 25
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 1 1 6 58
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 0 1 89
Detection of the industrial business cycle using SETAR models 0 0 0 98 0 1 2 290
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 0 1 3 264
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 2 29
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 1 245
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 2 180
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 1 0 1 3 4
Dynamic Effects of Weather Shocks on Production in European Economies 0 0 19 47 2 4 48 89
Dynamic Factor Models: A review of the Literature 0 0 3 682 0 3 8 1,275
Dynamic factor models: A review of the literature 0 0 0 1 0 1 2 69
Estimation and Applications of Gegenbauer Processes 0 0 0 49 0 0 1 109
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 0 1 2 245
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 0 0 0 120
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 1 1 4
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 2 48
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 0 2 45
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 1 1 5 396 6 7 38 1,084
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 1 3 517 1 4 10 1,719
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 0 1 36
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 2 3 4
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 0 1 5 581
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 1 1 0 0 2 2
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 0 2 235
Forecasting business cycles 0 0 0 0 0 0 0 22
Forecasting business cycles 0 0 0 0 0 0 1 33
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 0 1 1 2 26
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 131 0 1 3 260
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 4 35
Fractional and seasonal filtering 0 0 0 0 0 0 0 3
Fractional and seasonal filtering 0 0 0 1 0 0 1 6
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 1 86
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 0 0 3 277
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 1 1 1 131
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 0 1 3 14
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 0 0 1 99
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 2 36 0 0 7 143
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 2 11 0 0 3 46
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 1 1 3 18
High-Frequency Monitoring of Growth-at-Risk 0 0 6 160 0 4 26 545
High-frequency monitoring of growth at risk 0 0 0 0 1 1 6 35
Housing Cycles In The Major Euro Area Countries 0 0 0 89 0 1 2 283
Housing cycles in the major euro area countries 0 0 0 176 0 0 3 595
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 0 0 3 269
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 0 2 7 696
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 4 98
Impact of uncertainty shocks on the global economy 0 0 0 0 1 1 6 115
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 1 12
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 1 5 22
Les cycles économiques de la France: une datation de référence 1 1 3 40 1 2 6 84
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 0 3 46
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 2 10 96
Les cycles économiques de la France: une datation de référence 0 0 1 1 0 0 3 4
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 0 1 13
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 0 178 1 2 5 458
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 0 2 32
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 0 2 24
Measuring Exchange Rate Risks During Periods of Uncertainty 0 0 3 57 1 2 10 130
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 4 35
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 0 1 7 926
Méthodes de prévision en finance 0 0 0 0 0 0 4 38
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 2 4 6 285 2 5 19 667
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 1 3 68
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 1 5 253
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 0 2 50
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 0 0 2 2
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 0 0 4 218
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 1 1 2 6
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 2 2 3 45
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 3 75 0 4 14 340
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 0 2 35 2 3 10 97
Real-time detection of the business cycle using SETAR models 0 1 1 23 0 1 1 68
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 1 5
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 17 0 1 2 66
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 0 0 1 192
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 0 0 51
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 0 2 2
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 1 3 27
The European Way Out of Recessions 0 0 0 18 0 0 1 73
The European Way out of Recession 0 0 0 0 0 0 2 10
The European way out of recession 0 0 0 218 1 1 5 692
The New Fama Puzzle 0 1 4 98 0 2 10 521
The New Fama Puzzle 0 0 0 0 0 4 15 20
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 0 2 111
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 0 1 3 21 1 3 8 36
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 0 0 164
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 2 12
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 1 16
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 0 71 0 2 4 357
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 3 66 1 2 10 240
Understanding the weakness in global trade - What is the new normal? 1 1 2 204 2 6 11 798
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 4 39
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 1 0 2 6 8
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 0 1 9 909
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 0 0 2 272
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 0 2 22
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 1 24 0 1 6 24
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 7 164 2 10 34 380
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 3 25 0 1 5 47
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 2 2 0 4 7 7
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 4 4 74 0 7 10 214
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 3 163 0 4 11 476
Total Working Papers 11 35 182 10,811 55 194 865 31,760
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 0 2 243
A World Trade Leading Index (WTLI) 0 0 2 18 0 2 9 78
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 1 66
A three-regime real-time indicator for the US economy 0 0 0 97 0 0 1 262
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 81 0 0 4 264
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 1 6 0 0 1 33
Caractérisation et datation des cycles économiques en zone euro 0 0 1 77 0 0 4 206
Commodity currencies revisited: The role of global commodity price uncertainty 1 1 4 5 3 3 12 15
Common factors of commodity prices 1 1 1 51 1 2 4 249
Common factors of commodity prices 1 4 19 76 2 7 57 230
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 1 4 155
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 2 3 5 120
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 4 122 0 1 8 380
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 0 1 3 124
Does the Phillips curve still exist? 0 0 6 116 1 2 14 274
Dynamic factor models: A review of the literature 0 0 4 130 2 2 20 358
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 0 26 0 1 1 89
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 0 2 9 124
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 1 47 1 2 10 172
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 1 1 1 87 1 1 3 235
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 1 1 1 18 2 2 2 63
Forecasting euro area recessions by combining financial information 0 0 0 13 0 0 1 39
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 0 4 4 128
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 1 94
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 0 1 505
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 1 21 0 0 3 148
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 1 4 13 0 1 8 35
Global imbalances: build-up, unwinding and financial aspects 0 0 0 11 0 0 1 73
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 0 0 3 95
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 0 1 6 26
High-frequency monitoring of growth at risk 1 1 6 14 1 2 21 62
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 0 1 87
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 1 1 1 109
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 2 2 4 49 2 3 6 159
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 2 137
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 0 0 11 456
Les cycles économiques de la France: une datation de référence 0 1 3 4 1 3 14 41
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 1 31 0 0 4 103
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 0 2 2 122
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 37 0 3 7 121
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 1 37 0 0 2 128
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 2 40 1 1 6 154
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 1 14 0 1 3 55
Measuring exchange rate risks during periods of uncertainty 0 0 0 2 0 0 2 7
Measuring exchange rate risks during periods of uncertainty 0 0 0 6 0 1 5 24
Nowcasting global economic growth 0 1 2 55 0 1 6 124
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 1 51 0 2 5 224
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 2 6 204
Oil jump tail risk as a driver of inflation dynamics 0 0 2 2 1 1 5 5
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 0 1 62
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 3 142
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 3 4 12 33 3 6 28 103
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 32 0 1 2 100
The New Fama Puzzle 0 2 4 32 0 7 26 130
The contribution of cyclical turning point indicators to business cycle analysis 0 0 0 24 0 0 1 130
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 1 3 108
US labour market and monetary policy: current debates and challenges 0 0 1 22 0 0 1 97
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 0 26
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 0 1 70
Uncertainty and macroeconomics: transmission channels and policy implications 0 1 3 44 1 4 11 121
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? 0 0 4 61 1 2 12 256
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 2 5 7 1 5 20 30
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 11 23 109 2,342 28 88 424 8,981

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 1 6
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 1 1 5 33
Total Chapters 0 0 0 0 1 2 6 39

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Statistics updated 2025-10-06