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 0 0 0 51
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 20 0 0 0 37
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 1 16 0 0 3 47
A comparison of monthly global indicators for forecasting growth 0 0 0 72 0 0 1 105
Améliorer l’efficience de l’investissement public en France 0 0 0 18 0 1 1 84
Boosting SMEs’ internationalisation in Poland 0 0 0 36 0 0 2 59
Characterizing very high uncertainty episodes 0 0 0 23 1 1 2 93
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 1 4 110
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 66 0 1 3 211
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 1 100 0 2 2 252
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 3 77 0 2 9 187
Financing innovative business investment in Poland 0 0 0 66 0 0 0 75
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 0 0 1 112
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 1 1 5 44 2 3 8 67
Markov-Switching Mixed-Frequency VAR Models 0 0 0 125 0 0 7 281
Markov-Switching Three-Pass Regression Filter 0 0 0 26 0 1 2 117
Markov-switching MIDAS models 0 0 2 115 0 3 12 466
Markov-switching three-pass regression filter 0 0 0 33 1 1 2 98
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 62 0 1 3 118
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 1 1 87 0 1 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 1 3 13 3 5 8 37
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 1 2 56 0 3 9 141
Monetary policy, stock market and sectoral comovement 0 0 0 53 0 1 4 124
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 0 3 0 1 2 33
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 1 1 2 164
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 2 2 53
The Dynamics of Capital Flow Episodes 0 0 1 51 0 0 4 152
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 1 1 2 91 1 2 7 273
Using low frequency information for predicting high frequency variables 0 0 1 141 2 3 17 230
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 364 1 4 10 906
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 1 1 1 0 2 2 4
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 79 0 1 2 271
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 1 2 7 138
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 0 1 21
Total Working Papers 2 7 25 2,124 14 45 142 5,299


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 11 57 2 6 28 141
Characterizing very high uncertainty episodes 0 0 0 37 1 1 1 130
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 5 64 1 2 12 281
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 3 42 0 0 5 131
Firms’ environmental performance and the COVID-19 crisis 0 0 0 11 2 4 7 52
Markov-Switching MIDAS Models 1 1 3 209 1 3 18 717
Markov-Switching Three-Pass Regression Filter 0 0 2 35 0 1 7 107
Markov-switching mixed-frequency VAR models 0 1 2 86 0 4 10 315
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 0 20 1 1 4 98
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 0 32 1 1 4 115
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 2 35 1 1 3 95
The Dynamics of Capital Flow Episodes 0 0 7 33 2 3 15 126
Using low frequency information for predicting high frequency variables 2 2 9 103 2 3 17 398
What are the effects of monetary policy on productivity? 3 4 13 21 4 9 30 52
What are the macroeconomic effects of high‐frequency uncertainty shocks? 1 3 3 60 1 4 7 249
What drives interbank loans? Evidence from Canada 0 0 1 15 0 1 3 112
Total Journal Articles 7 11 61 866 19 44 171 3,174


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 0 1 5 15
Total Chapters 0 0 1 6 0 1 5 15
1 registered items for which data could not be found


Statistics updated 2025-04-04