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 3 15
A World Trade Leading Index (WTLI) 0 0 1 102 4 5 6 302
A factor-augmented probit model for business cycle analysis 0 0 1 175 8 10 15 280
A factor-augmented probit model for business cycle analysis 0 0 0 1 1 2 3 5
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 2 3 4 4
A new monthly chronology of the US industrial cycles in the prewar economy 0 1 1 47 3 9 12 113
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 4 5 6 39
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 6 10 13 225
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 7 7 7 66
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 3 6 7 175
A real-time recession indicator for the Euro area 0 0 0 122 2 5 6 391
A turning point chronology for the Euro-zone 0 0 0 137 4 7 8 361
A world trade leading index (WLTI) 0 0 0 0 0 3 6 49
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 3 3 3 25
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 10 2 3 3 68
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 2 2 25
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 1 2 2 24
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 270 1 4 13 883
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 477 7 13 18 1,066
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 3 7 16 801
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 5 5 6 57
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 1 1 2 3
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 4 7 11 122
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 2 3 3 40
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 10 12 12 190
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 1 191 6 8 14 676
Capturing international influences in U.S. monetary policy through a NLP approach 1 5 40 40 12 33 108 108
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 6 10 12 12
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 2 5 5 31
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 0 1 3 18 1 7 14 61
Commodity currencies revisited: The role of global commodity price uncertainty 0 1 1 2 3 7 9 12
Commodity currencies revisited: The role of global commodity price uncertainty 0 1 5 103 2 5 20 207
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 1 4 24 3 7 13 89
Common Factors of Commodity Prices 0 0 6 216 41 86 108 920
Common Factors of Commodity Prices 0 2 3 45 3 9 12 144
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 5 8 11 445
Common factors of commodity prices 0 0 1 74 4 15 23 229
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 4 5 6 62
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 3 4 6 37
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 3 497 6 10 21 2,122
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 4 10 23 48
Dating business cycles in France: A reference chronology 0 0 2 3 2 5 11 17
Dating business cycles in France: A reference chronology 0 0 0 0 2 4 4 6
Dating business cycles in France: A reference chronology 0 0 0 18 3 5 9 58
Dating business cycles in France: A reference chronology 0 0 0 20 1 2 8 28
Dating business cycles in France: A reference chronology 0 0 5 66 2 5 14 212
Dating business cycles in France: a reference chronology 0 0 0 12 4 5 12 34
Dating business cycles in France: a reference chronology 0 0 0 0 4 5 9 16
Dating business cycles in France: a reference chronology 1 1 8 9 1 3 11 12
Dating business cycles in France: a reference chronology 0 0 0 0 2 2 4 5
Dating business cycles in France: a reference chronology 0 0 0 22 6 9 11 20
Dating business cycles in France:A reference chronology 1 1 1 21 4 9 14 68
Dating business cycles in France:A reference chronology 0 0 0 0 4 5 7 15
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 11 13 15 103
Detection of the industrial business cycle using SETAR models 0 0 0 98 1 11 15 303
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 6 13 18 280
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 4 9 11 256
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 6 11 12 191
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 4 6 34
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 1 4 4 6 8
Dynamic Factor Models: A review of the Literature 2 2 5 685 7 10 21 1,289
Dynamic factor models: A review of the literature 0 0 0 1 2 10 12 80
Estimation and Applications of Gegenbauer Processes 0 0 0 49 4 6 7 115
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 3 5 8 251
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 2 6 6 126
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 1 4 5 8
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 5 7 10 56
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 2 5 7 50
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 1 4 398 9 16 43 1,105
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 7 8 11 12
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 3 517 6 9 17 1,728
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 3 3 5 40
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 7 11 17 594
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 5 8 10 243
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 6 8 10 11
Forecasting business cycles 0 0 0 0 0 0 0 22
Forecasting business cycles 0 0 0 0 1 1 3 35
Forecasting financial time series with generalized long memory processes 0 0 0 0 1 2 3 16
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 1 1 1 132 9 13 17 274
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 2 7 9 33
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 1 3 5 38
Fractional and seasonal filtering 0 0 0 1 3 4 5 10
Fractional and seasonal filtering 0 0 0 1 2 2 4 36
Fractional and seasonal filtering 0 0 0 0 4 6 7 10
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 3 88
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 6 8 12 287
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 2 2 4 134
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 3 9 13 25
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 3 6 7 105
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 2 4 4 4
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 2 37 8 13 20 158
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 2 3 4 49
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 2 5 7 23
Global growth: optimism for 2017? 0 0 0 0 2 2 2 2
High-Frequency Monitoring of Growth-at-Risk 1 2 8 165 6 11 30 560
High-frequency monitoring of growth at risk 0 0 0 0 4 6 10 42
Housing Cycles In The Major Euro Area Countries 0 0 0 89 2 7 10 291
Housing cycles in the major euro area countries 0 0 0 176 1 7 9 602
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 7 11 17 707
Identification of slowdowns and accelerations for the euro area economy 0 0 1 82 12 13 17 284
Impact of uncertainty shocks on the global economy 0 0 0 0 5 9 14 125
Impact of uncertainty shocks on the global economy 0 0 0 0 4 6 12 107
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 1 3 3 15
International environment and US monetary policy: a textual analysis 0 0 0 0 4 5 5 5
Les cycles économiques de la France: une datation de référence 0 0 1 40 4 8 12 92
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 5 9 27
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 2 3 6
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 2 4 48
Les cycles économiques de la France: une datation de référence 0 0 0 40 6 6 13 103
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 1 1 2 15
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 13 21 24 479
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 2 3 3 148
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 5 7 11 41
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 3 3 6 28
Measuring Exchange Rate Risks During Periods of Uncertainty 0 0 2 57 6 12 22 144
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 2 5 9 40
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 1 1 250 7 13 18 940
Méthodes de prévision en finance 0 0 0 0 9 10 13 49
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 3 5 8 73
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 5 285 5 11 28 682
One year after Brexit: where is the UK economy heading? 0 0 0 0 0 0 0 0
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 54 1 1 2 168
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 4 6 12 260
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 3 4 9 57
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 5 7 10 225
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 9 10 12 13
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 1 5 7 11
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 8 13 18 60
Questioning the puzzle: Fiscal policy, exchange rate and inflation 1 3 3 78 12 18 31 361
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 1 5 38 1 7 18 107
Real-time detection of the business cycle using SETAR models 0 0 1 23 0 1 2 69
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 1 2 13 1 3 8 37
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 2 4 16 102 8 22 47 260
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 3 4 5 9
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 1 6 8 72
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 2 2 3 5
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 4 7 8 199
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 3 6 6 57
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 3 7 7
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 10 15 18 42
The European Way Out of Recessions 0 0 0 18 4 7 7 80
The European Way out of Recession 0 0 0 0 1 2 3 12
The European way out of recession 0 0 0 218 4 6 14 703
The New Fama Puzzle 0 0 2 99 7 10 19 535
The New Fama Puzzle 0 0 0 0 4 6 15 26
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 4 8 9 119
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 0 0 2 22 2 5 12 44
The economic impact of budget-neutral measures 0 1 1 1 1 2 2 2
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 2 3 3 167
The possible shapes of recoveries in Markov-switching models 0 0 0 156 13 13 16 486
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 2 4 5 16
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 3 5 7 22
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 1 1 72 2 7 13 366
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 3 66 10 13 20 254
Understanding the weakness in global trade - What is the new normal? 0 1 2 205 6 10 19 808
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 6 6 10 45
Weather Shocks and Sectoral Dynamics in European Economies 0 1 11 49 4 6 40 98
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 4 11 17 921
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 1 4 7 12 15
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 4 13 15 286
What are the financial risks to euro area growth? 0 0 0 0 1 1 1 1
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 9 10 11 32
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 0 24 0 3 8 27
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 163 1 6 14 483
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 2 11 13 19 20
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 5 75 3 9 18 224
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 4 26 5 11 15 58
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 4 9 169 4 18 45 403
Total Working Papers 10 40 194 10,880 687 1,240 2,039 33,180
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 8 8 11 253
A World Trade Leading Index (WTLI) 0 0 2 18 2 4 10 82
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 8 11 12 77
A three-regime real-time indicator for the US economy 0 1 1 98 2 6 9 271
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 1 2 82 8 13 18 278
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 1 6 2 2 4 36
Caractérisation et datation des cycles économiques en zone euro 0 0 1 77 4 5 7 211
Commodity currencies revisited: The role of global commodity price uncertainty 0 2 6 9 6 12 24 31
Common factors of commodity prices 2 7 22 83 12 28 72 264
Common factors of commodity prices 0 0 1 51 7 9 11 258
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 7 10 13 165
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 4 6 14 130
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 4 122 4 4 12 385
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 2 2 5 127
Does the Phillips curve still exist? 1 1 6 117 4 7 19 281
Dynamic factor models: A review of the literature 0 1 5 133 7 13 38 380
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 0 26 3 4 5 93
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 2 4 10 128
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 1 47 9 11 20 185
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 87 1 3 6 239
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 2 19 1 4 15 76
Forecasting euro area recessions by combining financial information 0 0 0 13 2 3 3 42
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 3 4 8 132
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 5 5 5 99
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 2 4 4 509
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 21 4 5 7 155
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 1 3 14 2 6 12 41
Global imbalances: build-up, unwinding and financial aspects 0 0 1 12 0 3 10 82
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 1 2 5 98
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 4 5 11 32
High-frequency monitoring of growth at risk 1 1 5 15 5 9 22 73
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 2 2 3 90
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 6 12 14 122
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 1 1 4 50 6 12 18 173
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 2 138
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 3 4 15 460
Les cycles économiques de la France: une datation de référence 0 1 3 5 6 10 18 52
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 1 31 3 4 8 108
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 1 80 2 3 4 192
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 30 0 2 4 124
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 1 2 38 3 6 13 129
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 1 37 2 7 10 137
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 40 3 4 10 159
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 1 14 1 2 6 58
Measuring exchange rate risks during periods of uncertainty 0 1 1 7 7 12 15 37
Measuring exchange rate risks during periods of uncertainty 0 0 0 2 3 4 6 13
Nowcasting global economic growth 0 0 3 56 2 7 11 132
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 0 51 3 4 8 229
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 4 4 4 154
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 1 39 3 4 7 208
Oil jump tail risk as a driver of inflation dynamics 0 0 2 3 3 3 7 10
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 2 4 65
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 2 2 5 145
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 1 1 12 36 6 10 31 116
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 32 6 12 14 113
The New Fama Puzzle 0 1 3 33 3 13 30 144
The contribution of cyclical turning point indicators to business cycle analysis 1 1 1 25 3 5 6 136
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 1 3 7 112
US labour market and monetary policy: current debates and challenges 0 0 0 22 2 2 3 100
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 5 7 8 34
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 5 10 10 80
Uncertainty and macroeconomics: transmission channels and policy implications 1 2 4 46 11 18 27 139
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 1 2 2 27
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 1 6 63 5 9 21 266
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 2 7 10 5 12 30 45
Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires 0 0 0 10 1 1 1 38
Total Journal Articles 8 27 119 2,381 249 426 804 9,498


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 2 3 8
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 9 11 15 45
Total Chapters 0 0 0 0 9 13 18 53


Statistics updated 2026-02-12