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 2 4 19
A World Trade Leading Index (WTLI) 0 0 0 102 1 5 11 308
A factor-augmented probit model for business cycle analysis 0 0 0 1 0 2 6 8
A factor-augmented probit model for business cycle analysis 0 0 1 175 1 2 16 283
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 3 16 230
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 4 10 44
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 1 12 114
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 0 1 4 5
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 0 3 12 180
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 1 1 9 68
A real-time recession indicator for the Euro area 0 0 0 122 0 4 10 395
A turning point chronology for the Euro-zone 0 0 0 137 0 3 12 365
A world trade leading index (WLTI) 0 0 0 0 0 2 9 54
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 5 8 30
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 10 0 3 6 71
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 3 6 28
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 1 3 26
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 270 0 6 16 890
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 477 0 5 23 1,073
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 0 480 0 5 18 807
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 2 7 59
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 2 13 126
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 3 6 43
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 4 6 7
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 1 3 16 194
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 0 0 191 1 3 16 682
Capturing international influences in U.S. monetary policy through a NLP approach 0 2 24 43 1 9 88 125
Capturing international influences in U.S. monetary policy through a NLP approach 0 0 0 0 0 5 16 17
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 4 11 37
Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth? 0 0 2 18 0 3 14 65
Commodity currencies revisited: The role of global commodity price uncertainty 1 2 4 105 2 5 20 214
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 1 2 0 0 10 13
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 4 24 0 2 17 94
Commodity price uncertainty comovement: Does it matter for global economic growth? 2 13 13 13 1 5 5 5
Common Factors of Commodity Prices 0 0 2 45 1 5 19 154
Common Factors of Commodity Prices 0 2 2 218 0 7 104 933
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 0 3 12 448
Common factors of commodity prices 0 0 0 74 1 9 30 242
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 2 10 66
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 1 7 38
Continuous-time Impulse Response Functions with functional approaches and mixed-frequency data 1 1 1 1 4 5 5 5
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 0 497 0 5 21 2,128
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 1 4 23 56
Dating business cycles in France: A reference chronology 0 0 0 20 0 0 7 29
Dating business cycles in France: A reference chronology 0 1 5 67 1 4 18 218
Dating business cycles in France: A reference chronology 0 0 0 18 1 5 15 67
Dating business cycles in France: A reference chronology 0 0 0 0 0 5 9 11
Dating business cycles in France: a reference chronology 0 0 0 22 0 2 14 25
Dating business cycles in France: a reference chronology 0 0 1 9 0 4 10 18
Dating business cycles in France: a reference chronology 0 0 0 0 0 2 10 20
Dating business cycles in France: a reference chronology 0 0 0 12 1 1 16 40
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 1 21 1 1 14 71
Dating business cycles in France:A reference chronology 0 0 0 0 0 2 9 19
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 1 16 105
Detection of the industrial business cycle using SETAR models 0 0 0 98 0 3 19 308
Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise 0 0 0 74 11 13 31 294
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 4 16 196
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 1 18 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 0 1 7 35
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 1 0 4 10 13
Dynamic Factor Models: A review of the Literature 0 1 4 686 0 9 33 1,305
Dynamic factor models: A review of the literature 0 0 0 1 1 4 16 84
Estimation and Applications of Gegenbauer Processes 0 0 0 49 0 4 10 119
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 0 5 13 257
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 0 1 8 128
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 1 10 58
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 2 11 14
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 1 8 53
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 0 4 399 0 4 37 1,114
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 8 18 20
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 1 5 41
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 517 0 4 23 1,738
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 0 239 0 1 16 596
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 2 10 245
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 1 0 3 13 15
Forecasting business cycles 0 0 0 0 0 2 5 38
Forecasting business cycles 0 0 0 0 0 1 3 25
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 3 6 19
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 132 0 5 29 288
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 1 9 34
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 2 6 40
Fractional and seasonal filtering 0 0 0 1 0 6 12 44
Fractional and seasonal filtering 0 0 0 1 0 1 6 12
Fractional and seasonal filtering 0 0 0 0 0 4 11 14
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 1 4 6 92
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 2 3 8 138
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 0 1 14 291
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 0 2 9 108
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 0 2 15 28
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 0 4 8 8
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 3 39 2 3 26 169
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 0 3 6 52
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 0 3 9 26
Global growth: optimism for 2017? 0 0 0 0 0 2 5 5
High-Frequency Monitoring of Growth-at-Risk 1 1 6 166 1 4 23 564
High-frequency monitoring of growth at risk 0 0 0 0 1 3 12 46
Housing Cycles In The Major Euro Area Countries 0 0 0 89 1 2 13 295
Housing cycles in the major euro area countries 0 0 0 176 0 4 13 608
Identification of slowdowns and accelerations for the euro area economy 0 0 0 233 1 2 21 715
Identification of slowdowns and accelerations for the euro area economy 0 0 0 82 0 2 20 289
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 11 109
Impact of uncertainty shocks on the global economy 0 0 0 0 0 4 16 130
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 2 10 10
Les cycles économiques de la France: une datation de référence 0 0 1 40 0 3 13 95
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 0 9 30
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 5 11 57
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 3 12 106
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 4 6 10
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 1 3 16
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 1 6 151
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 2 31 487
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 1 13 45
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 8 14 38
Measuring Exchange Rate Risks During Periods of Uncertainty 0 0 0 57 0 4 22 150
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 1 4 14 49
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 1 250 1 5 24 949
Méthodes de prévision en finance 0 0 0 0 0 2 15 53
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 2 8 75
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 1 6 287 1 3 26 688
One year after Brexit: where is the UK economy heading? 0 0 0 0 0 4 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 0 2 11 263
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 3 10 60
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 0 4 12 230
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 0 1 14 16
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 7 1 3 21 64
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 0 1 7 12
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 0 3 78 2 5 39 375
Questioning the puzzle: fiscal policy, real exchange rate and inflation 1 1 4 39 1 4 18 112
Real-time detection of the business cycle using SETAR models 0 0 1 23 0 0 4 71
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 0 10 103 0 5 51 279
Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model 0 0 1 13 1 3 8 41
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 5 10 15
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 1 3 11 76
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 2 4 7
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 1 7 58
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 0 1 10 202
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 4 10 12
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 4 25 51
The European Way Out of Recessions 0 0 0 18 1 1 9 82
The European Way out of Recession 0 0 0 0 0 1 3 13
The European way out of recession 0 0 0 218 0 1 14 705
The New Fama Puzzle 0 0 2 99 1 7 27 546
The New Fama Puzzle 0 0 0 0 2 6 19 35
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 26 5 10 32 65
The economic impact of budget-neutral measures 0 0 2 2 0 2 5 5
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 0 1 17 490
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 3 8 20
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 1 9 25
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 1 72 0 2 15 370
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 66 0 1 24 262
Understanding the weakness in global trade - What is the new normal? 0 1 3 206 1 6 23 815
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 2 11 49
Weather Shocks and Sectoral Dynamics in European Economies 0 0 3 50 0 7 27 112
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 0 2 14 20
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 365 0 4 20 928
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 1 5 23 295
What are the financial risks to euro area growth? 0 0 0 0 0 3 4 4
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 1 4 31 53
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 0 24 1 3 11 34
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 2 3 0 6 25 28
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 3 27 0 2 19 65
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 3 10 173 1 11 53 423
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 1 163 2 3 16 488
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 5 75 0 4 26 233
Total Working Papers 7 33 150 10,923 67 532 2,499 34,055
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 1 4 14 257
A World Trade Leading Index (WTLI) 0 0 0 18 0 2 10 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 1 2 16 82
A three-regime real-time indicator for the US economy 0 0 1 98 0 1 10 272
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 2 83 0 0 16 280
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 6 0 4 10 43
Caractérisation et datation des cycles économiques en zone euro 0 0 0 77 1 2 7 213
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 6 10 4 9 34 46
Common factors of commodity prices 0 0 2 52 0 3 21 268
Common factors of commodity prices 2 7 20 92 4 13 63 286
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 1 1 15 169
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 7 13 28 145
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 0 122 1 5 12 391
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 34 0 3 7 130
Does the Phillips curve still exist? 0 0 1 117 1 2 14 286
Dynamic factor models: A review of the literature 0 0 3 133 1 2 41 397
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 1 27 0 2 10 98
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 1 3 9 131
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 0 47 1 7 25 195
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 1 87 0 6 12 246
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 2 19 0 4 26 87
Forecasting euro area recessions by combining financial information 0 0 0 13 0 0 4 43
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 0 2 13 137
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 1 5 13 107
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 7 512
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 21 0 2 10 158
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 14 0 3 13 47
Global imbalances: build-up, unwinding and financial aspects 0 0 1 12 0 2 11 84
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 1 3 6 101
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 0 5 15 40
High-frequency monitoring of growth at risk 0 0 2 15 1 6 19 79
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 2 6 93
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 6 23 131
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 0 3 50 0 5 24 180
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 4 5 142
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 0 100 0 3 7 463
Les cycles économiques de la France: une datation de référence 0 0 2 5 0 8 24 62
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 31 0 2 7 110
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 80 0 3 7 196
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 30 0 3 11 131
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 1 38 1 3 17 135
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 0 37 0 3 12 140
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 0 2 11 164
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 0 14 0 4 10 64
Measuring exchange rate risks during periods of uncertainty 0 0 0 2 0 4 12 19
Measuring exchange rate risks during periods of uncertainty 0 0 1 7 0 3 18 41
Nowcasting global economic growth 0 0 2 56 0 5 17 140
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 0 51 0 0 11 233
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 0 2 9 159
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 0 0 39 1 1 8 210
Oil jump tail risk as a driver of inflation dynamics 0 0 1 3 0 2 10 14
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 1 1 47 0 1 5 146
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 0 8 37 0 5 26 123
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 1 33 0 2 19 118
The New Fama Puzzle 0 2 7 37 0 11 44 167
The contribution of cyclical turning point indicators to business cycle analysis 0 0 1 25 1 4 13 143
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 3 8 115
US labour market and monetary policy: current debates and challenges 0 0 0 22 0 2 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 3 46 1 3 36 153
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 3 6 31
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 3 64 0 4 22 276
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 3 9 14 1 9 32 57
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 2 39
Total Journal Articles 2 13 87 2,406 32 230 1,003 9,896

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 5 10
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 1 3 27 59
Total Chapters 0 0 0 0 1 4 32 69

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