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 16 2 6 9 56
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 14 5 11 13 64
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 72 0 6 10 115
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 20 1 6 11 48
Améliorer l’efficience de l’investissement public en France 0 0 2 20 1 3 7 91
Boosting SMEs’ internationalisation in Poland 0 0 0 36 0 6 7 66
Characterizing very high uncertainty episodes 0 0 0 23 0 3 6 98
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 66 1 7 17 228
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 107 115 225
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 100 1 10 15 267
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 1 1 1 78 6 8 11 198
Financing innovative business investment in Poland 0 0 0 66 1 8 9 84
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 0 2 6 118
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 1 2 45 1 5 10 75
Markov-Switching Mixed-Frequency VAR Models 1 1 3 128 6 11 19 300
Markov-Switching Three-Pass Regression Filter 0 0 1 27 2 10 13 130
Markov-switching MIDAS models 0 1 4 119 9 17 25 491
Markov-switching three-pass regression filter 0 0 0 33 0 7 16 113
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 87 7 15 18 143
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 1 1 63 2 7 11 129
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 1 113 6 28 31 88
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 0 56 4 16 22 163
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 2 2 15 1 10 16 50
Monetary policy, stock market and sectoral comovement 0 0 0 53 0 2 5 129
Potential Growth and Productivity in the Caribbean 1 1 5 5 1 5 15 15
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 1 4 2 7 10 43
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 6 9 172
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 3 7 59
The Dynamics of Capital Flow Episodes 0 0 0 51 1 2 6 158
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 1 91 3 9 17 289
Using low frequency information for predicting high frequency variables 0 1 1 142 1 4 9 237
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 1 8 17 922
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 0 5 11 15
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 2 11 17 288
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 0 6 8 145
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 16 26 27 48
Total Working Papers 3 9 26 2,148 83 403 575 5,860
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 2 4 9 66 4 12 29 168
Characterizing very high uncertainty episodes 0 0 0 37 0 2 6 135
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 65 3 10 18 298
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 3 5 136
Firms’ environmental performance and the COVID-19 crisis 0 0 3 14 0 5 15 65
Markov-Switching MIDAS Models 0 1 7 215 0 10 23 739
Markov-Switching Three-Pass Regression Filter 1 2 4 39 2 5 12 119
Markov-switching mixed-frequency VAR models 2 2 4 90 18 32 39 354
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 2 22 0 5 12 109
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 0 3 3 58
Regime switches in the risk–return trade-off 0 0 1 33 0 5 11 125
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 1 36 3 5 11 105
The Dynamics of Capital Flow Episodes 0 1 4 37 2 9 20 144
Using low frequency information for predicting high frequency variables 0 2 9 110 4 16 34 430
What are the effects of monetary policy on productivity? 0 1 11 29 3 8 45 93
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 4 63 2 8 20 268
What drives interbank loans? Evidence from Canada 0 0 0 15 1 5 10 122
Total Journal Articles 5 13 60 919 42 143 313 3,468

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 2 4 10 25
Total Chapters 0 0 0 6 2 4 10 25
1 registered items for which data could not be found
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