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 2 4 5 19
A World Trade Leading Index (WTLI) 0 0 1 102 2 3 9 305
A factor-augmented probit model for business cycle analysis 0 0 0 1 2 3 6 8
A factor-augmented probit model for business cycle analysis 0 0 1 175 1 2 15 282
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 1 1 4 5
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 2 4 15 229
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 1 1 12 114
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 4 5 10 44
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 1 8 67
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 2 4 11 179
A real-time recession indicator for the Euro area 0 0 0 122 4 4 10 395
A turning point chronology for the Euro-zone 0 0 0 137 1 2 10 363
A world trade leading index (WLTI) 0 0 0 0 2 5 10 54
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 5 5 8 30
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 10 2 2 5 70
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 1 1 3 26
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 3 4 6 28
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 3 4 15 887
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 477 4 6 22 1,072
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 4 5 18 806
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 2 4 13 126
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 2 2 7 59
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 4 4 6 7
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 2 2 5 42
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 1 2 14 192
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 0 191 2 5 15 681
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 3 3 15 15
Capturing international influences in U.S. monetary policy through a NLP approach 1 2 42 42 5 13 121 121
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 4 6 11 37
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 0 0 3 18 3 4 16 65
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 1 2 0 1 10 13
Commodity currencies revisited: The role of global commodity price uncertainty 1 1 5 104 3 5 22 212
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 4 24 2 5 17 94
Common Factors of Commodity Prices 2 2 5 218 7 13 111 933
Common Factors of Commodity Prices 0 0 2 45 3 8 18 152
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 2 2 12 447
Common factors of commodity prices 0 0 0 74 5 9 27 238
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 2 4 10 66
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 1 1 7 38
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 2 497 4 5 23 2,127
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 2 6 24 54
Dating business cycles in France: A reference chronology 1 1 5 67 3 5 17 217
Dating business cycles in France: A reference chronology 0 0 0 20 0 1 7 29
Dating business cycles in France: A reference chronology 0 0 0 18 3 7 14 65
Dating business cycles in France: A reference chronology 0 0 0 0 4 4 8 10
Dating business cycles in France: a reference chronology 0 0 0 22 2 5 14 25
Dating business cycles in France: a reference chronology 0 0 1 9 3 5 9 17
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 3 5
Dating business cycles in France: a reference chronology 0 0 0 0 1 3 9 19
Dating business cycles in France: a reference chronology 0 0 0 12 0 5 15 39
Dating business cycles in France:A reference chronology 0 0 1 21 0 2 14 70
Dating business cycles in France:A reference chronology 0 0 0 0 2 4 9 19
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 1 2 16 105
Detection of the industrial business cycle using SETAR models 0 0 0 98 1 3 17 306
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 2 3 20 283
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 1 7 35
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 3 4 15 195
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 1 4 5 11 13
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 1 7 18 263
Dynamic Factor Models: A review of the Literature 1 1 4 686 6 13 32 1,302
Dynamic factor models: A review of the literature 0 0 0 1 1 1 13 81
Estimation and Applications of Gegenbauer Processes 0 0 0 49 2 2 9 117
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 5 6 13 257
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 1 2 8 128
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 2 6 11 14
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 1 2 11 58
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 1 3 8 53
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 1 4 399 4 9 39 1,114
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 7 7 18 19
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 1 1 5 41
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 2 517 4 10 26 1,738
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 1 2 18 596
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 3 4 13 15
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 2 2 10 245
Forecasting business cycles 0 0 0 0 1 2 4 37
Forecasting business cycles 0 0 0 0 1 3 3 25
Forecasting financial time series with generalized long memory processes 0 0 0 0 3 3 6 19
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 0 8 33
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 132 2 11 26 285
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 2 2 6 40
Fractional and seasonal filtering 0 0 0 1 5 7 11 43
Fractional and seasonal filtering 0 0 0 1 1 2 6 12
Fractional and seasonal filtering 0 0 0 0 3 3 10 13
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 3 3 6 91
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 1 4 15 291
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 1 2 6 136
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 2 3 9 108
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 2 3 16 28
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 3 3 7 7
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 2 3 39 1 9 24 167
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 3 3 6 52
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 2 2 8 25
Global growth: optimism for 2017? 0 0 0 0 2 3 5 5
High-Frequency Monitoring of Growth-at-Risk 0 0 7 165 2 2 25 562
High-frequency monitoring of growth at risk 0 0 0 0 2 3 12 45
Housing Cycles In The Major Euro Area Countries 0 0 0 89 1 3 13 294
Housing cycles in the major euro area countries 0 0 0 176 4 6 13 608
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 0 3 18 287
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 7 21 714
Impact of uncertainty shocks on the global economy 0 0 0 0 1 2 12 109
Impact of uncertainty shocks on the global economy 0 0 0 0 3 4 16 129
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 1 1 1 2 5 10 10
Les cycles économiques de la France: une datation de référence 0 0 1 40 2 2 13 94
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 3 9 30
Les cycles économiques de la France: une datation de référence 0 0 0 40 3 3 12 106
Les cycles économiques de la France: une datation de référence 0 0 0 1 3 3 6 9
Les cycles économiques de la France: une datation de référence 0 0 0 21 5 9 11 57
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 1 1 3 16
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 6 29 485
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 1 3 6 151
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 1 4 14 45
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 8 10 15 38
Measuring Exchange Rate Risks During Periods of Uncertainty 0 0 1 57 3 5 22 149
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 3 8 16 48
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 4 8 24 948
Méthodes de prévision en finance 0 0 0 0 2 4 15 53
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 1 5 286 1 4 27 686
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 1 1 8 74
One year after Brexit: where is the UK economy heading? 0 0 0 0 4 5 5 5
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 54 0 0 1 168
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 2 3 12 263
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 2 2 9 59
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 3 4 11 229
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 1 3 14 16
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 1 2 19 62
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 1 1 7 12
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 3 78 3 12 39 373
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 0 3 38 2 3 16 110
Real-time detection of the business cycle using SETAR models 0 0 1 23 0 2 4 71
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 0 2 13 1 2 7 39
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 1 13 103 3 17 57 277
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 4 5 9 14
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 1 1 3 6
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 2 3 10 75
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 1 1 7 58
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 1 3 10 202
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 4 5 11 12
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 2 7 23 49
The European Way Out of Recessions 0 0 0 18 0 1 8 81
The European Way out of Recession 0 0 0 0 1 1 3 13
The European way out of recession 0 0 0 218 0 1 13 704
The New Fama Puzzle 0 0 2 99 5 9 27 544
The New Fama Puzzle 0 0 0 0 2 5 17 31
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 2 10 121
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 0 2 4 24 2 13 24 57
The economic impact of budget-neutral measures 0 1 2 2 1 2 4 4
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 1 4 168
The possible shapes of recoveries in Markov-switching models 0 0 0 156 1 4 17 490
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 3 4 8 20
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 1 3 9 25
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 1 72 1 3 15 369
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 66 1 8 24 262
Understanding the weakness in global trade - What is the new normal? 0 0 2 205 2 3 20 811
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 2 4 13 49
Weather Shocks and Sectoral Dynamics in European Economies 0 1 6 50 6 13 35 111
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 1 4 14 19
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 1 1 365 4 7 21 928
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 1 5 19 291
What are the financial risks to euro area growth? 0 0 0 0 3 3 4 4
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 2 19 30 51
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 0 24 2 6 11 33
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 163 0 2 14 485
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 7 170 5 14 50 417
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 5 75 1 6 24 230
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 3 26 1 6 19 64
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 1 2 3 5 7 24 27
Total Working Papers 7 20 166 10,897 360 720 2,473 33,883
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 3 3 13 256
A World Trade Leading Index (WTLI) 0 0 1 18 2 4 13 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 4 15 81
A three-regime real-time indicator for the US economy 0 0 1 98 1 1 10 272
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 3 83 0 2 18 280
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 1 6 4 7 11 43
Caractérisation et datation des cycles économiques en zone euro 0 0 0 77 1 1 6 212
Commodity currencies revisited: The role of global commodity price uncertainty 0 1 7 10 4 10 33 41
Common factors of commodity prices 0 1 2 52 3 10 21 268
Common factors of commodity prices 2 4 19 87 5 14 69 278
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 3 16 168
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 5 7 20 137
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 1 122 2 3 10 388
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 2 2 6 129
Does the Phillips curve still exist? 0 0 3 117 1 4 17 285
Dynamic factor models: A review of the literature 0 0 5 133 0 15 50 395
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 1 1 27 1 4 9 97
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 2 2 10 130
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 1 47 6 9 26 194
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 87 6 7 13 246
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 2 19 4 11 26 87
Forecasting euro area recessions by combining financial information 0 0 0 13 0 1 4 43
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 1 4 12 136
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 3 6 11 105
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 3 7 512
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 21 1 2 9 157
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 14 2 5 15 46
Global imbalances: build-up, unwinding and financial aspects 0 0 1 12 2 2 11 84
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 2 2 6 100
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 3 6 16 38
High-frequency monitoring of growth at risk 0 0 3 15 3 3 19 76
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 2 3 6 93
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 5 8 22 130
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 0 3 50 2 4 21 177
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 3 3 4 141
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 3 3 7 463
Les cycles économiques de la France: une datation de référence 0 0 2 5 7 9 24 61
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 1 31 1 1 7 109
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 80 3 4 7 196
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 30 3 7 11 131
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 4 15 133
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 0 37 3 3 12 140
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 2 5 12 164
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 1 14 3 5 10 63
Measuring exchange rate risks during periods of uncertainty 0 0 1 7 2 3 17 40
Measuring exchange rate risks during periods of uncertainty 0 0 0 2 4 6 12 19
Nowcasting global economic growth 0 0 2 56 4 7 16 139
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 0 51 0 4 11 233
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 2 5 9 159
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 39 0 1 7 209
Oil jump tail risk as a driver of inflation dynamics 0 0 2 3 2 4 11 14
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 0 4 145
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 1 12 37 5 7 35 123
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 1 1 33 2 5 19 118
The New Fama Puzzle 0 2 5 35 6 18 42 162
The contribution of cyclical turning point indicators to business cycle analysis 0 0 1 25 3 6 12 142
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 3 3 8 115
US labour market and monetary policy: current debates and challenges 0 0 0 22 2 3 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 2 12 82
Uncertainty and macroeconomics: transmission channels and policy implications 0 0 4 46 2 13 37 152
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 2 3 5 30
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 1 3 64 2 8 22 274
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 1 2 8 12 5 8 33 53
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 1 38
Total Journal Articles 3 15 101 2,396 155 323 1,011 9,821


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 2 5 10
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 2 13 26 58
Total Chapters 0 0 0 0 3 15 31 68


Statistics updated 2026-05-06