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 14 1 1 1 52
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 72 0 1 2 106
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 20 0 1 1 38
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 16 0 0 1 47
Améliorer l’efficience de l’investissement public en France 1 2 2 20 1 2 3 86
Boosting SMEs’ internationalisation in Poland 0 0 0 36 0 0 1 59
Characterizing very high uncertainty episodes 0 0 0 23 1 1 2 94
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 66 0 0 1 211
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 0 2 110
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 100 0 0 2 252
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 3 77 0 0 8 187
Financing innovative business investment in Poland 0 0 0 66 0 1 1 76
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 1 3 3 115
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 0 4 44 0 0 7 67
Markov-Switching Mixed-Frequency VAR Models 0 2 2 127 0 4 8 285
Markov-Switching Three-Pass Regression Filter 0 0 0 26 0 0 2 117
Markov-switching MIDAS models 0 0 2 115 0 0 9 466
Markov-switching three-pass regression filter 0 0 0 33 1 1 2 99
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 62 0 1 3 119
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 87 0 0 1 125
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 0 112 0 0 2 57
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 1 56 0 1 8 142
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 2 13 0 0 7 37
Monetary policy, stock market and sectoral comovement 0 0 0 53 0 1 2 125
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 0 3 0 0 2 33
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 0 2 164
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 1 3 54
The Dynamics of Capital Flow Episodes 0 0 1 51 0 1 3 153
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 2 91 2 2 8 275
Using low frequency information for predicting high frequency variables 0 0 1 141 0 0 14 230
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 1 1 2 4 6
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 0 2 9 908
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 1 1 80 0 1 3 272
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 0 0 7 138
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 1 1 2 22
Total Working Papers 1 5 24 2,129 10 28 136 5,327
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 0 7 57 2 3 19 144
Characterizing very high uncertainty episodes 0 0 0 37 0 1 2 131
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 3 65 0 2 10 283
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 1 42 0 0 2 131
Firms’ environmental performance and the COVID-19 crisis 0 2 2 13 0 4 10 56
Markov-Switching MIDAS Models 0 0 3 209 0 1 17 718
Markov-Switching Three-Pass Regression Filter 0 1 2 36 0 2 7 109
Markov-switching mixed-frequency VAR models 0 0 1 86 1 1 8 316
Model averaging in Markov-switching models: Predicting national recessions with regional data 1 1 1 21 1 2 6 100
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 0 0 0 55
Regime switches in the risk–return trade-off 0 1 1 33 0 2 5 117
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 1 1 2 36 1 2 4 97
The Dynamics of Capital Flow Episodes 0 1 3 34 1 4 9 130
Using low frequency information for predicting high frequency variables 1 2 9 105 1 3 15 401
What are the effects of monetary policy on productivity? 1 4 14 25 2 13 35 65
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 1 4 61 2 5 11 254
What drives interbank loans? Evidence from Canada 0 0 1 15 0 1 3 113
Total Journal Articles 4 15 54 881 11 46 163 3,220

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 1 6 1 2 6 17
Total Chapters 0 0 1 6 1 2 6 17
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04