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 5 7 8 59
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 72 4 6 10 115
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 16 3 5 7 54
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 20 5 6 10 47
Améliorer l’efficience de l’investissement public en France 0 0 2 20 2 2 7 90
Boosting SMEs’ internationalisation in Poland 0 0 0 36 4 7 7 66
Characterizing very high uncertainty episodes 0 0 0 23 1 4 6 98
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 44 111 116 225
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 66 5 10 17 227
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 100 6 10 15 266
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 0 77 2 4 7 192
Financing innovative business investment in Poland 0 0 0 66 6 7 8 83
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 1 2 6 118
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 1 2 45 1 4 10 74
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 4 7 13 294
Markov-Switching Three-Pass Regression Filter 0 1 1 27 5 9 11 128
Markov-switching MIDAS models 1 1 4 119 6 10 18 482
Markov-switching three-pass regression filter 0 0 0 33 1 9 16 113
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 87 3 10 12 136
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 1 1 63 1 6 9 127
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 1 113 22 23 25 82
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 2 2 15 5 12 16 49
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 0 56 7 13 18 159
Monetary policy, stock market and sectoral comovement 0 0 0 53 1 2 6 129
Potential Growth and Productivity in the Caribbean 0 0 4 4 2 7 14 14
Predictive Ability of Commodity Prices for the Canadian Dollar 0 1 1 4 3 7 9 41
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 4 6 9 172
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 4 8 59
The Dynamics of Capital Flow Episodes 0 0 0 51 1 2 5 157
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 1 91 3 7 14 286
Using low frequency information for predicting high frequency variables 0 1 1 142 1 4 8 236
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 364 4 11 17 921
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 1 4 7 12 15
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 80 4 13 15 286
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 4 7 8 145
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 9 10 11 32
Total Working Papers 1 8 25 2,145 184 371 508 5,777
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 3 7 64 2 13 26 164
Characterizing very high uncertainty episodes 0 0 0 37 1 2 6 135
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 65 4 9 16 295
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 3 3 5 136
Firms’ environmental performance and the COVID-19 crisis 0 0 3 14 1 5 17 65
Markov-Switching MIDAS Models 0 2 7 215 6 13 25 739
Markov-Switching Three-Pass Regression Filter 0 2 3 38 2 5 11 117
Markov-switching mixed-frequency VAR models 0 0 2 88 11 15 24 336
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 2 22 3 6 12 109
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 2 3 3 58
Regime switches in the risk–return trade-off 0 0 1 33 5 7 11 125
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 1 36 1 4 8 102
The Dynamics of Capital Flow Episodes 0 1 4 37 4 8 19 142
Using low frequency information for predicting high frequency variables 0 2 9 110 6 14 30 426
What are the effects of monetary policy on productivity? 0 1 11 29 3 8 44 90
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 1 6 63 5 9 21 266
What drives interbank loans? Evidence from Canada 0 0 0 15 3 4 10 121
Total Journal Articles 0 12 57 914 62 128 288 3,426

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 1 3 8 23
Total Chapters 0 0 0 6 1 3 8 23
1 registered items for which data could not be found
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Statistics updated 2026-02-12