Guillaume Chevillon
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Guillaume |
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Chevillon |
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Contact
Affiliations
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Centre de Recherche en Économie et Statistique (CREST) (weight: 1%)
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ESSEC Business School (weight: 99%)
Research profile
author of:
- Generating Univariate Fractional Integration within a Large VAR(1) (RePEc:aim:wpaimx:1844)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate (RePEc:arx:papers:2307.05818)
by Guillaume Chevillon & Takamitsu Kurita - Direct Multi‐Step Estimation And Forecasting (RePEc:bla:jecsur:v:21:y:2007:i:4:p:746-785)
by Guillaume Chevillon - Savoir, information et anticipations en macroéconomie (RePEc:cai:reofsp:reof_093_0007)
by Edmund S. Phelps & Guillaume Chevillon - Analyse économétrique et compréhension des erreurs de prévision (RePEc:cai:reofsp:reof_095_0327)
by Guillaume Chevillon - L'impact du taux de change sur le tourisme en France (RePEc:cai:reofsp:reof_098_0167)
by Guillaume Chevillon & Xavier Timbeau - Stratégies de vote en AG face aux résolutions externes (RePEc:cai:rfglav:rfg_198_0277)
by Patricia Charléty & Guillaume Chevillon & Mouna Messaoudi - We modeled long memory with just one lag! (RePEc:cor:louvco:2022016)
by Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien - We modeled long memory with just one lag! (RePEc:cor:louvrp:3234)
by Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien - Robust Inference In Structural Vector Autoregressions With Long-Run Restrictions (RePEc:cup:etheor:v:36:y:2020:i:1:p:86-121_3)
by Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo - Physical Market Determinants of the Price of Crude Oil and the Market Premium (RePEc:ebg:essewp:dr-07020)
by Chevillon, Guillaume & Rifflart, Christine - Inference in the Presence of Stochastic and Deterministic Trends (RePEc:ebg:essewp:dr-07021)
by Chevillon, Guillaume - Learning generates Long Memory (RePEc:ebg:essewp:dr-11013)
by Chevillon, Guillaume & Mavroeidis, Sophocles - Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area (RePEc:ebg:essewp:dr-12010)
by Chevillon, Guillaume - Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model (RePEc:ebg:essewp:dr-13014)
by Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie - Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming (RePEc:ebg:essewp:dr-13020)
by Chevillon, Guillaume - Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence (RePEc:ebg:essewp:dr-15007)
by Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien - Robust inference in structural VARs with long-run restrictions (RePEc:ebg:essewp:dr-17002)
by Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo - Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons (RePEc:ebg:essewp:dr-17010)
by Chevillon, Guillaume - Perpetual learning and apparent long memory (RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365)
by Chevillon, Guillaume & Mavroeidis, Sophocles - Learning can generate long memory (RePEc:eee:econom:v:198:y:2017:i:1:p:1-9)
by Chevillon, Guillaume & Mavroeidis, Sophocles - Generating univariate fractional integration within a large VAR(1) (RePEc:eee:econom:v:204:y:2018:i:1:p:54-65)
by Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien - We modeled long memory with just one lag! (RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616)
by Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien - Physical market determinants of the price of crude oil and the market premium (RePEc:eee:eneeco:v:31:y:2009:i:4:p:537-549)
by Chevillon, Guillaume & Rifflart, Christine - Non-parametric direct multi-step estimation for forecasting economic processes (RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218)
by Chevillon, Guillaume & Hendry, David F. - Multi-step forecasting in emerging economies: An investigation of the South African GDP (RePEc:eee:intfor:v:25:y:2009:i:3:p:602-628)
by Chevillon, Guillaume - Multistep forecasting in the presence of location shifts (RePEc:eee:intfor:v:32:y:2016:i:1:p:121-137)
by Chevillon, Guillaume - Inference in models with adaptive learning (RePEc:eee:moneco:v:57:y:2010:i:3:p:341-351)
by Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles - "Weak" trends for inference and forecasting in finite samples (RePEc:fce:doctra:0412)
by Guillaume Chevillon - A Comparison of Multi-step GDP Forecasts for South Africa (RePEc:fce:doctra:0413)
by Guillaume Chevillon - Direct multi-step estimation and forecasting (RePEc:fce:doctra:0510)
by Guillaume Chevillon - Économétrie de la prévision (RePEc:fce:doctra:0511)
by Guillaume Chevillon - Impact de l’appréciation de l’euro sur le secteur du tourisme (RePEc:fce:doctra:0518)
by Guillaume Chevillon & Xavier Timbeau - Unknown item RePEc:fce:ofcrev:y:2006:i:98:p:167-81 (article)
- Learning generates Long Memory (RePEc:hal:journl:hal-00661012)
by Guillaume Chevillon & Sophocles Mavroeidis - Brouillard autour des puits de pétrole (RePEc:hal:journl:hal-01020545)
by Guillaume Chevillon & Christine Rifflart - Generating univariate fractional integration within a large VAR(1) (RePEc:hal:journl:hal-01980783)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Méprise sur la reprise (RePEc:hal:journl:hal-03458749)
by Valerie Chauvin & Guillaume Chevillon & Gael Dupont & Mathieu Plane & Eric Heyer & Matthieu Lemoine - Les tribulations de la parité euro/dollar (RePEc:hal:journl:hal-03458774)
by Hélène Baudchon & Odile Chagny & Guillaume Chevillon & Gael Dupont & Eric Heyer & Sabine Le Bayon & Christine Rifflart & Danielle Schweisguth - L’impact du taux de change sur le tourisme en France (RePEc:hal:journl:hal-03459195)
by Guillaume Chevillon & Xavier Timbeau - France : le coût d’outre-Rhin (RePEc:hal:journl:hal-03462153)
by Guillaume Chevillon & Hervé Péléraux & Mathieu Plane & Eric Heyer & Marion Cochard & Matthieu Lemoine - France : reprise à bas régime ! (RePEc:hal:journl:hal-03462273)
by Valerie Chauvin & Guillaume Chevillon & Gael Dupont & Hervé Péléraux & Mathieu Plane & Eric Heyer & Matthieu Lemoine - France : croissance entravée (RePEc:hal:journl:hal-03476022)
by Guillaume Chevillon & Gael Dupont & Hervé Péléraux & Mathieu Plane & Eric Heyer & Matthieu Lemoine - We modeled long memory with just one lag! (RePEc:hal:journl:hal-04185755)
by Luc Bauwens & Guillaume Chevillon & Sébastien Laurent - Impact de l'appréciation de l'euro sur le secteur du tourisme (RePEc:hal:spmain:hal-00972770)
by Guillaume Chevillon & Xavier Timbeau - Brouillard autour des puits de pétrole (RePEc:hal:spmain:hal-01020545)
by Guillaume Chevillon & Christine Rifflart - Croissance sans châtiment. Perspectives 2006-2007 pour l'économie mondiale (RePEc:hal:spmain:hal-01021176)
by Guillaume Chevillon & Catherine Mathieu & Christine Rifflart & Hervé Péléraux & Mathieu Plane & Xavier Timbeau & Christophe Blot & Eric Heyer & Marion Cochard & Matthieu Lemoine & Paola Veroni & Amel - Politiques monétaires : l’immobilisme en mouvement (RePEc:hal:spmain:hal-03458741)
by Elena Stancanelli & Valerie Chauvin & Guillaume Chevillon & Odile Chagny & Hélène Baudchon & Gael Dupont & Catherine Mathieu & Christine Rifflart & Danielle Schweisguth & Hervé Péléraux & Mathieu Plan - Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model (RePEc:hal:wpaper:hal-00870795)
by Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz - Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming (RePEc:hal:wpaper:hal-00914830)
by Guillaume Chevillon - Impact de l'appréciation de l'euro sur le secteur du tourisme (RePEc:hal:wpaper:hal-00972770)
by Guillaume Chevillon & Xavier Timbeau - Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence (RePEc:hal:wpaper:hal-01158524)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Generating Univariate Fractional Integration within a Large VAR(1) (RePEc:hal:wpaper:halshs-01944588)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes (RePEc:nuf:econwp:0412)
by Guillaume Chevillon & David F. Hendry - Probabilistic forecasting of bubbles and flash crashes (RePEc:oup:emjrnl:v:23:y:2020:i:2:p:297-315.)
by Anurag Banerjee & Guillaume Chevillon & Marie Kratz - Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes (RePEc:oxf:wpaper:196)
by David Hendry & Guillaume Chevillon - `Weak` trends for inference and forecasting in finite samples (RePEc:oxf:wpaper:210)
by Guillaume Chevillon - Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts (RePEc:oxf:wpaper:257)
by Guillaume Chevillon - L’impact du taux de change sur le tourisme en France (RePEc:spo:wpmain:info:hdl:2441/1743)
by Guillaume Chevillon & Xavier Timbeau - Impact de l'appréciation de l'euro sur le secteur du tourisme (RePEc:spo:wpmain:info:hdl:2441/1757)
by Guillaume Chevillon & Xavier Timbeau - Brouillard autour des puits de pétrole (RePEc:spo:wpmain:info:hdl:2441/2478)
by Guillaume Chevillon & Christine Rifflart - Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (RePEc:taf:emetrv:v:36:y:2017:i:5:p:514-545)
by Guillaume Chevillon - Long memory through marginalization of large systems and hidden cross-section dependence (RePEc:unm:umagsb:2015014)
by Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A.