Access Statistics for Pierre Guérin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 20 2 8 13 50
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 72 2 6 12 117
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 14 0 10 13 64
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 16 2 7 11 58
Améliorer l’efficience de l’investissement public en France 0 0 2 20 1 4 8 92
Boosting SMEs’ internationalisation in Poland 0 0 0 36 0 4 7 66
Characterizing very high uncertainty episodes 0 0 0 23 0 1 5 98
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 1 45 116 226
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 1 1 1 67 3 9 20 231
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 100 0 7 15 267
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 1 1 78 0 8 11 198
Financing innovative business investment in Poland 0 0 0 66 0 7 9 84
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 2 3 8 120
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 0 1 45 1 3 9 76
Markov-Switching Mixed-Frequency VAR Models 1 2 4 129 1 11 20 301
Markov-Switching Three-Pass Regression Filter 0 0 1 27 5 12 18 135
Markov-switching MIDAS models 0 1 4 119 3 18 28 494
Markov-switching three-pass regression filter 0 0 0 33 2 3 17 115
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 87 4 14 22 147
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 63 0 3 11 129
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 1 113 0 28 31 88
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 0 56 4 15 26 167
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 2 15 1 7 14 51
Monetary policy, stock market and sectoral comovement 0 0 0 53 2 3 7 131
Potential Growth and Productivity in the Caribbean 0 1 5 5 10 13 25 25
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 1 4 0 5 10 43
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 1 5 9 173
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 1 6 59
The Dynamics of Capital Flow Episodes 0 0 0 51 2 4 8 160
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 0 91 0 6 16 289
Using low frequency information for predicting high frequency variables 0 0 1 142 0 2 7 237
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 1 1 1 365 2 7 18 924
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 3 7 14 18
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 2 8 19 290
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 0 4 7 145
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 1 26 28 49
Total Working Papers 3 7 27 2,151 57 324 618 5,917
1 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 comparison of monthly global indicators for forecasting growth 0 2 9 66 2 8 29 170
Characterizing very high uncertainty episodes 0 0 0 37 0 1 5 135
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 65 1 8 18 299
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 1 4 6 137
Firms’ environmental performance and the COVID-19 crisis 0 0 3 14 0 1 13 65
Markov-Switching MIDAS Models 0 0 6 215 3 9 25 742
Markov-Switching Three-Pass Regression Filter 0 1 4 39 0 4 12 119
Markov-switching mixed-frequency VAR models 0 2 4 90 1 30 40 355
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 2 22 0 3 11 109
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 0 2 3 58
Regime switches in the risk–return trade-off 0 0 1 33 0 5 10 125
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 1 36 2 6 12 107
The Dynamics of Capital Flow Episodes 0 0 4 37 1 7 19 145
Using low frequency information for predicting high frequency variables 0 0 7 110 4 14 36 434
What are the effects of monetary policy on productivity? 0 0 8 29 2 8 43 95
What are the macroeconomic effects of high‐frequency uncertainty shocks? 1 1 4 64 4 11 23 272
What drives interbank loans? Evidence from Canada 0 0 0 15 0 4 10 122
Total Journal Articles 1 6 54 920 21 125 315 3,489

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heterogeneous Switching in FAVAR Models 0 0 0 6 0 3 10 25
Total Chapters 0 0 0 6 0 3 10 25
1 registered items for which data could not be found
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