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 World Trade Leading Index (WTLI) 0 0 7 100 1 6 56 286
A factor-augmented probit model for business cycle analysis 0 0 3 171 0 0 7 255
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 1 2 9 91
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 1 2 13 58
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 75 1 1 14 203
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 1 1 9 29
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 0 3 57
A non-parametric method to nowcast the Euro Area IPI 0 0 1 57 1 1 3 160
A real-time recession indicator for the Euro area 0 0 0 121 1 1 7 376
A turning point chronology for the Euro-zone 0 1 4 135 2 3 10 337
A world trade leading index (WLTI) 0 0 0 0 0 1 7 17
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 0 6 19
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 9 0 1 8 60
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 4 20
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 2 16
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 3 15 245 1 14 46 759
Business Cycle Analysis with Multivariate Markov Switching Models 1 4 8 459 4 8 19 984
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 1 7 7 0 5 15 15
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 1 4 42 42 3 14 66 66
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 6 19 449 449 11 69 680 680
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 0 0 0
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 0 0 48
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 0 8 33
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 1 18 0 0 5 107
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 2 2 7 178
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 0 2 15 159 3 14 60 382
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 2 2 11 17
Common Factors of Commodity Prices 0 4 21 137 4 27 139 512
Common Factors of Commodity Prices 0 0 2 29 2 6 18 74
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 2 183 1 3 14 387
Common factors of commodity prices 0 0 1 57 1 4 16 113
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 0 11 46
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 0 4 25
Cyclical relationships between GDP and housing market in France: Facts and factors at play 1 5 22 454 10 31 115 1,935
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 0 2 86
Detection of the industrial business cycle using SETAR models 0 0 0 96 0 0 1 279
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 0 0 69 1 1 6 243
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 0 0 1 13 32
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 12 171
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 79 2 2 13 229
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 1 5 0 4 17 20
Dynamic Factor Models: A review of the Literature 0 5 21 631 0 15 81 1,120
Dynamic factor models: A review of the literature 0 0 0 0 1 3 28 58
Estimation and Applications of Gegenbauer Processes 0 0 1 43 0 2 9 91
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 3 111 3 5 15 232
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 1 67 0 0 8 114
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 1 1 1 1
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 1 11 40
Evaluation of regime switching models for real-time business cycle analysis of the euro area 0 0 0 0 1 1 10 20
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 0 10 32
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 2 6 19 356 9 19 100 853
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 1 12 498 2 5 54 1,661
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 2 3 12 30
Forecasting Euro-area recessions using time-varying binary response models for financial 1 2 10 231 3 6 41 549
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 2 2 13 219
Forecasting business cycles 0 0 0 0 0 0 4 27
Forecasting business cycles 0 0 0 0 0 0 4 19
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 0 1 9
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 130 1 1 9 241
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 0 3 14
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 5 25
Fractional and seasonal filtering 0 0 0 1 0 0 2 3
Fractional and seasonal filtering 0 0 0 1 0 0 1 29
Fractional and seasonal filtering 0 0 0 0 0 0 0 0
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 7 81
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 1 96 4 4 12 259
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 0 0 23 127
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 1 1 3 89
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 0 0 0 1 1
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 6 21 2 5 30 83
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 4 4 2 5 24 27
Housing Cycles In The Major Euro Area Countries 0 1 2 87 1 5 14 248
Housing cycles in the major euro area countries 1 4 7 171 2 7 19 515
Identification of slowdowns and accelerations for the euro area economy 0 6 9 218 0 19 29 653
Identification of slowdowns and accelerations for the euro area economy 0 0 1 77 1 1 9 251
Impact of uncertainty shocks on the global economy 0 0 0 0 0 2 21 70
Impact of uncertainty shocks on the global economy 0 0 0 0 0 2 16 39
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 5 5
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 1 1 5 9
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 1 4 171 3 7 15 427
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 56 3 3 8 139
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 1 1 7 19
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 1 1 8 28
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 0 4 15
Measuring exchange rate risks during periods of uncertainty 5 11 11 11 5 12 12 12
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 2 7 21
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 2 7 235 0 8 72 864
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 1 15 42
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 8 257 0 4 33 555
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 0 53 1 4 9 148
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 2 3 5 235
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 3 4 23 34
Post-recession US employment through the lens of a non-linear Okun’s law 0 2 3 122 1 4 21 199
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 5 5 0 1 9 9
Questioning the puzzle: Fiscal policy, exchange rate and inflation 1 20 20 20 5 19 21 21
Real-time detection of the business cycle using SETAR models 1 1 1 21 1 1 4 60
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 1 2 2
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 0 0
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 0 0 2 62
Testing fractional order of long memory processes: a Monte Carlo study 0 0 2 14 0 0 5 48
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 70 1 1 2 185
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 1 1 10 21
The European Way Out of Recessions 0 0 0 18 1 1 6 67
The European way out of recession 0 1 4 215 4 6 24 674
The New Fama Puzzle 0 2 9 65 4 12 53 328
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 1 42 0 0 1 102
The possible shapes of recoveries in Markov-Switching models 1 1 1 75 1 1 2 155
The possible shapes of recoveries in Markov-switching models 1 1 24 142 2 8 132 414
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 3 8
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 0 67 0 0 4 344
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 1 8 40 2 13 64 135
Understanding the weakness in global trade - What is the new normal? 1 3 12 191 14 35 135 643
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 1 1 10 24
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 2 9 351 0 12 83 813
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 5 68 2 10 52 234
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 1 1 11 11
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 7 8 8 8 3 7 7 7
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 3 14 54 2 9 50 74
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 48 49 49 2 122 125 125
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 1 12 33 65 12 43 129 161
Total Working Papers 32 187 938 9,024 174 702 3,281 24,714


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 4 82 0 2 15 226
A World Trade Leading Index (WTLI) 0 0 2 11 0 0 7 47
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 2 2 9 59
A three-regime real-time indicator for the US economy 0 0 1 93 0 0 4 243
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 2 9 71 0 4 22 222
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 5 0 0 1 29
Caractérisation et datation des cycles économiques en zone euro 0 0 0 75 1 1 2 196
Common factors of commodity prices 0 3 10 28 2 9 76 123
Comparing the shape of recoveries: France, the UK and the US 0 1 4 42 0 2 9 122
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 2 2 3 34 61
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 2 2 8 86 4 7 28 293
Detection of the Industrial Business Cycle using SETAR Models 0 0 0 33 0 0 1 117
Does the Phillips curve still exist? 1 3 18 52 1 3 38 113
Dynamic factor models: A review of the literature 0 1 4 107 0 11 47 282
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 1 1 26 0 1 12 86
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 1 19 0 1 5 94
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 1 7 37 4 8 32 97
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 2 82 0 2 9 216
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 2 7 0 1 13 33
Forecasting euro area recessions by combining financial information 0 1 3 10 0 2 10 27
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 1 35 1 3 14 109
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 21 0 2 7 78
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 8 483
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 1 17 1 1 11 135
Global imbalances: build-up, unwinding and financial aspects 0 0 3 10 1 3 24 53
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 0 0 14 85
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 1 4 104
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 2 6 28 1 7 25 93
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 3 40 1 2 21 109
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 1 1 2 94 1 5 13 420
Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise: focus sur leur financement 0 0 3 9 2 8 32 65
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 30 2 2 4 91
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 3 77 0 0 11 182
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 0 29 0 2 8 114
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 4 27 1 2 19 86
Macro-financial linkages and business cycles: A factor-augmented probit approach 1 1 2 32 1 1 7 114
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 2 2 4 26 4 5 18 108
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 0 13 0 0 3 38
Nowcasting global economic growth 0 0 6 50 1 6 22 103
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 1 11 19 3 10 78 117
OPTIM: a quarterly forecasting tool for French GDP 0 0 1 36 1 1 38 144
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 1 1 28 2 4 21 167
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 1 4 47
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 43 1 1 6 124
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 3 24 0 3 13 81
The contribution of cyclical turning point indicators to business cycle analysis 1 1 1 24 2 2 8 126
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 1 18 1 1 6 83
US labour market and monetary policy: current debates and challenges 0 0 0 18 1 1 13 80
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 1 2 18
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 1 2 5 59
Uncertainty and macroeconomics: transmission channels and policy implications 1 5 11 17 3 11 33 48
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 1 4 13
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 6 0 1 3 26
What are the macroeconomic effects of high‐frequency uncertainty shocks? 2 3 12 30 3 12 67 143
Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires 0 0 0 7 0 0 8 30
Total Journal Articles 11 32 156 1,716 51 162 948 6,562


Statistics updated 2020-09-04