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 72 0 1 12 118
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 20 0 2 14 52
A Comparison of Monthly Global Indicators for Forecasting Growth 0 0 0 14 0 4 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 1 2 9 68
Characterizing very high uncertainty episodes 0 0 0 23 0 3 7 101
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 1 3 119 229
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 1 1 2 68 2 6 26 237
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 5 16 203
Financing innovative business investment in Poland 0 0 0 66 0 5 13 89
Firms’ Environmental Performance and the COVID-19 Crisis 0 0 0 19 0 2 7 122
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability 0 0 1 45 0 3 12 79
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 2 18 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 0 2 20 137
Markov-switching MIDAS models 0 1 5 120 0 4 32 498
Markov-switching three-pass regression filter 0 0 0 33 0 2 18 117
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 0 87 0 4 26 151
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data 0 0 1 63 0 4 14 133
Model averaging in markov-switching models: predicting national recessions with regional data 0 0 1 113 0 5 36 93
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 2 15 0 3 17 54
Monetary Policy Independence and the Strength of the Global Financial Cycle 0 0 0 56 0 3 28 170
Monetary policy, stock market and sectoral comovement 0 0 0 53 0 2 8 133
Potential Growth and Productivity in the Caribbean 0 0 5 5 0 15 40 40
Predictive Ability of Commodity Prices for the Canadian Dollar 0 0 1 4 0 6 16 49
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 3 8 17 181
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 3 8 62
The Dynamics of Capital Flow Episodes 0 0 0 51 0 2 9 162
Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination 0 0 0 91 2 4 18 293
Using low frequency information for predicting high frequency variables 0 0 1 142 1 6 13 243
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 365 0 4 20 928
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 1 0 2 14 20
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 0 80 1 5 23 295
What Drives Interbank Loans? Evidence from Canada 0 0 0 24 0 3 10 148
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 1 4 31 53
Total Working Papers 1 2 24 2,153 12 133 723 6,050
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 0 9 66 0 6 32 176
Characterizing very high uncertainty episodes 0 0 0 37 0 1 5 136
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 65 0 7 23 306
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 4 10 141
Firms’ environmental performance and the COVID-19 crisis 0 1 2 15 0 2 11 67
Markov-Switching MIDAS Models 0 0 6 215 0 2 26 744
Markov-Switching Three-Pass Regression Filter 0 0 3 39 1 2 12 121
Markov-switching mixed-frequency VAR models 0 1 5 91 2 12 51 367
Model averaging in Markov-switching models: Predicting national recessions with regional data 0 0 1 22 0 3 12 112
Monitoring Short-Term Economic Developments in Foreign Economies 0 0 0 6 0 1 4 59
Regime switches in the risk–return trade-off 0 1 1 34 0 7 15 132
TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION 0 0 0 36 0 2 12 109
The Dynamics of Capital Flow Episodes 0 0 3 37 0 5 20 150
Using low frequency information for predicting high frequency variables 0 0 5 110 0 10 43 444
What are the effects of monetary policy on productivity? 0 1 5 30 0 5 35 100
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 3 64 0 4 22 276
What drives interbank loans? Evidence from Canada 0 0 0 15 1 4 13 126
Total Journal Articles 0 4 43 924 4 77 346 3,566

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 5 13 30
Total Chapters 0 0 0 6 0 5 13 30
1 registered items for which data could not be found
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