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 0 0 11 58
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 72 1 2 12 120
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 14 1 1 17 69
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 20 0 2 14 54
Améliorer l’efficience de l’investissement public en France 0 0 0 20 0 0 8 94
Boosting SMEs’ internationalisation in Poland 0 0 0 36 1 1 10 69
Characterizing very high uncertainty episodes 0 0 0 23 1 1 8 102
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 2 68 1 1 25 238
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 0 117 229
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 100 1 2 18 271
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 3 3 19 206
Financing innovative business investment in Poland 0 0 0 66 0 0 13 89
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 0 2 9 124
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 0 1 45 2 3 14 82
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 0 17 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 0 2 20 139
Markov-switching MIDAS models 0 0 4 120 0 2 32 500
Markov-switching three-pass regression filter 0 0 0 33 0 2 17 119
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 87 0 1 26 152
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 63 0 1 14 134
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 1 113 0 0 35 93
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 2 15 0 2 19 56
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 0 56 5 8 34 178
Monetary policy, stock market and sectoral comovement 0 1 1 54 0 2 9 135
Potential Growth and Productivity in the Caribbean 0 0 1 5 0 0 37 40
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 1 4 0 0 16 49
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 1 16 182
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 1 9 63
The Dynamics of Capital Flow Episodes 0 0 0 51 0 1 9 163
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 0 91 0 0 16 293
Using low frequency information for predicting high frequency variables 0 0 1 142 1 2 14 245
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 0 1 13 21
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 365 0 1 20 929
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 2 4 27 299
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 0 1 11 149
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 2 33 55
Total Working Papers 0 1 20 2,154 20 52 739 6,102
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 1 7 67 1 23 50 199
Characterizing very high uncertainty episodes 0 0 0 37 0 2 5 138
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 65 0 1 22 307
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 1 9 142
Firms’ environmental performance and the COVID-19 crisis 0 0 1 15 0 2 10 69
Markov-Switching MIDAS Models 0 0 3 215 0 2 22 746
Markov-Switching Three-Pass Regression Filter 0 0 3 39 1 1 10 122
Markov-switching mixed-frequency VAR models 0 1 5 92 0 2 50 369
Model averaging in Markov-switching models: Predicting national recessions with regional data 1 1 2 23 1 2 12 114
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 1 3 7 62
Regime switches in the risk–return trade-off 0 0 1 34 2 3 17 135
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 0 36 0 1 12 110
The Dynamics of Capital Flow Episodes 0 0 1 37 0 1 17 151
Using low frequency information for predicting high frequency variables 0 1 4 111 2 7 44 451
What are the effects of monetary policy on productivity? 0 1 3 31 2 4 24 104
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 3 64 0 1 21 277
What drives interbank loans? Evidence from Canada 0 0 0 15 1 3 15 129
Total Journal Articles 1 5 33 929 11 59 347 3,625

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 2 12 32
Total Chapters 0 0 0 6 0 2 12 32
1 registered items for which data could not be found
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