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 0 2 3 40
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 14 0 0 1 52
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 72 0 2 3 108
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 0 0 2 20 0 0 3 86
Boosting SMEs’ internationalisation in Poland 0 0 0 36 0 0 0 59
Characterizing very high uncertainty episodes 0 0 0 23 0 0 2 94
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 2 3 112
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 66 0 2 3 213
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 100 1 1 3 253
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 0 77 0 0 3 187
Financing innovative business investment in Poland 0 0 0 66 0 0 1 76
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 0 0 3 115
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 0 3 44 0 1 6 68
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 0 1 8 286
Markov-Switching Three-Pass Regression Filter 0 0 0 26 0 2 3 119
Markov-switching MIDAS models 0 1 1 116 1 2 7 468
Markov-switching three-pass regression filter 0 0 0 33 1 3 5 102
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 62 0 1 3 120
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 87 0 1 2 126
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 0 112 0 1 2 58
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 2 13 0 0 7 37
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 1 56 2 2 7 144
Monetary policy, stock market and sectoral comovement 0 0 0 53 0 1 3 126
Potential Growth and Productivity in the Caribbean 3 4 4 4 0 3 3 3
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 0 3 0 0 1 33
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 2 3 166
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 0 3 54
The Dynamics of Capital Flow Episodes 0 0 0 51 1 1 3 154
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 2 91 0 2 9 277
Using low frequency information for predicting high frequency variables 0 0 1 141 0 1 11 231
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 0 1 9 909
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 1 0 2 6 8
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 0 0 2 272
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 0 0 2 22
Total Working Papers 3 5 22 2,134 6 36 141 5,363
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 3 6 60 2 5 18 149
Characterizing very high uncertainty episodes 0 0 0 37 0 2 4 133
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 2 65 0 2 11 285
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 2 2 133
Firms’ environmental performance and the COVID-19 crisis 0 1 3 14 0 3 13 59
Markov-Switching MIDAS Models 0 3 6 212 0 6 17 724
Markov-Switching Three-Pass Regression Filter 0 0 1 36 1 3 8 112
Markov-switching mixed-frequency VAR models 1 1 2 87 2 3 11 319
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 1 21 1 2 6 102
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 0 1 33 0 1 5 118
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 2 36 0 1 5 98
The Dynamics of Capital Flow Episodes 0 2 4 36 1 4 12 134
Using low frequency information for predicting high frequency variables 1 2 10 107 2 6 17 407
What are the effects of monetary policy on productivity? 0 3 13 28 7 15 42 80
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 4 61 1 2 12 256
What drives interbank loans? Evidence from Canada 0 0 1 15 0 1 4 114
Total Journal Articles 4 15 56 896 17 58 187 3,278

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 2 3 8 20
Total Chapters 0 0 1 6 2 3 8 20
1 registered items for which data could not be found
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