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 1 14 52
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 0 0 10 118
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 14 0 1 16 68
Améliorer l’efficience de l’investissement public en France 0 0 0 20 0 2 8 94
Boosting SMEs’ internationalisation in Poland 0 0 0 36 0 1 9 68
Characterizing very high uncertainty episodes 0 0 0 23 0 0 7 101
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 1 2 68 0 2 26 237
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 1 119 229
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 100 0 2 17 269
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 0 16 203
Financing innovative business investment in Poland 0 0 0 66 0 2 13 89
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 0 0 7 122
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 0 1 45 0 0 12 79
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 0 18 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 0 1 19 137
Markov-switching MIDAS models 0 0 5 120 0 1 32 498
Markov-switching three-pass regression filter 0 0 0 33 0 0 16 117
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 87 0 1 26 151
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 63 0 0 14 133
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 1 113 0 2 36 93
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 2 15 1 2 18 55
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 0 56 0 2 28 170
Monetary policy, stock market and sectoral comovement 0 0 0 53 0 0 7 133
Potential Growth and Productivity in the Caribbean 0 0 5 5 0 5 40 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 4 16 181
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 1 8 62
The Dynamics of Capital Flow Episodes 0 0 0 51 0 0 9 162
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 0 91 0 2 17 293
Using low frequency information for predicting high frequency variables 0 0 1 142 0 2 13 243
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 0 1 14 20
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 365 1 1 21 929
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 0 4 23 295
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 1 1 11 149
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 2 31 53
Total Working Papers 0 1 24 2,153 3 44 718 6,053
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 1 1 9 67 1 3 31 177
Characterizing very high uncertainty episodes 0 0 0 37 1 1 4 137
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 65 1 1 23 307
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 0 8 141
Firms’ environmental performance and the COVID-19 crisis 0 1 2 15 0 1 9 67
Markov-Switching MIDAS Models 0 0 4 215 0 0 24 744
Markov-Switching Three-Pass Regression Filter 0 0 3 39 0 1 11 121
Markov-switching mixed-frequency VAR models 0 1 5 91 1 5 52 368
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 1 22 0 0 11 112
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 1 1 5 60
Regime switches in the risk–return trade-off 0 0 1 34 1 2 15 133
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 0 36 1 1 12 110
The Dynamics of Capital Flow Episodes 0 0 1 37 0 2 17 150
Using low frequency information for predicting high frequency variables 0 0 5 110 0 6 41 444
What are the effects of monetary policy on productivity? 1 2 4 31 2 4 32 102
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 3 64 0 2 21 276
What drives interbank loans? Evidence from Canada 0 0 0 15 1 2 13 127
Total Journal Articles 2 5 38 926 10 32 329 3,576

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 30
Total Chapters 0 0 0 6 0 2 12 30
1 registered items for which data could not be found
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