Laurent Ferrara

Names

Identifer

Contact

Affiliations

• Australian National University / Crawford School of Public Policy / Centre for Applied Macroeconomic Analysis (CAMA) (weight: 5%)
  • EDIRC entry
  • location:
• Université Paris-Nanterre (Paris X) / EconomiX (weight: 15%)
  • EDIRC entry
  • location:
• SKEMA Business School (weight: 80%)
  • EDIRC entry
  • location:

Research profile

author of:

• Les cycles économiques de la France : une datation de référence (RePEc:afc:wpaper:07-21)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Dating business cycles in France: A reference chronology (RePEc:afc:wpaper:08-21)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• A new monthly chronology of the US industrial cycles in the prewar economy (RePEc:afc:wpaper:12-02)
  by Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara
• Global financial interconnectedness: a non-linear assessment of the uncertainty channel (RePEc:ajf:louvlr:2021003)
  by Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc
• When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (RePEc:arx:papers:2007.00273)
  by Laurent Ferrara & Anna Simoni
• What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks (RePEc:bca:bocawp:16-25)
  by Laurent Ferrara & Pierre Guérin
• Housing Cycles In The Major Euro Area Countries (RePEc:bde:opaper:1001)
  by Luis J. Álvarez & Guido Bulligan & Alberto Cabrero & Laurent Ferrara & Harald Stahl
• Deux indicateurs probabilistes de retournement cyclique pour l’économie française (RePEc:bfr:banfra:187)
  by Adanero-Donderis , M. & Darné, O. & Ferrara, L.
• Monthly forecasting of French GDP: A revised version of the OPTIM model (RePEc:bfr:banfra:222)
  by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.
• Business surveys modelling with Seasonal-Cyclical Long Memory models (RePEc:bfr:banfra:224)
  by Ferrara, L. & Guégan, D.
• Are disaggregate data useful for factor analysis in forecasting French GDP? (RePEc:bfr:banfra:232)
  by Barhoumi, K. & Darné, O. & Ferrara, L.
• Identification of slowdowns and accelerations for the euro area economy (RePEc:bfr:banfra:239)
  by Darné, O. & Ferrara, L.
• Forecasting Euro-area recessions using time-varying binary response models for financial (RePEc:bfr:banfra:259)
  by Bellégo, C. & Ferrara, L.
• Cyclical relationships between GDP and housing market in France: Facts and factors at play (RePEc:bfr:banfra:268)
  by Ferrara, L. & Vigna, O.
• Housing cycles in the major euro area countries (RePEc:bfr:banfra:269)
  by Álvarez, L-J. & Bulligan, G. & Cabrero, A. & Ferrara, L. & Stahl, H.
• Common business and housing market cycles in the Euro area from a multivariate decomposition (RePEc:bfr:banfra:275)
  by Ferrara, L. & Koopman, S J.
• The possible shapes of recoveries in Markov-switching models (RePEc:bfr:banfra:321)
  by Bec, F. & Bouabdallah, O. & Ferrara, L.
• The European way out of recession (RePEc:bfr:banfra:360)
  by Bec, F. & Bouabdallah, O. & Ferrara, L.
• Macroeconomic forecasting during the Great Recession: The return of non-linearity? (RePEc:bfr:banfra:383)
  by Ferrara, L. & Marcellino, M. & Mogliani, M.
• Dynamic Factor Models: A review of the Literature (RePEc:bfr:banfra:430)
  by Barhoumi, K. & Darné, O. & Ferrara, L.
• Forecasting growth during the Great Recession: is financial volatility the missing ingredient? (RePEc:bfr:banfra:454)
  by Ferrara, L. & Marsilli, C. & Ortega, J-P.
• Nowcasting global economic growth: A factor-augmented mixed-frequency approach (RePEc:bfr:banfra:515)
  by L. Ferrara & C. Marsilli
• Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty (RePEc:bfr:banfra:571)
  by M. Bussière & L. Ferrara & J. Milovich
• Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results (RePEc:bfr:banfra:625)
  by M. Bussière & L. Ferrara & M. Juillard & D. Siena
• Common Factors of Commodity Prices (RePEc:bfr:banfra:645)
  by S. Delle Chiaie & L. Ferrara & D. Giannone
• Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel (RePEc:bfr:banfra:661)
  by B. Candelon & L. Ferrara & M. Joëts
• When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (RePEc:bfr:banfra:717)
  by Laurent Ferrara & Anna Simoni
• Questioning the puzzle: Fiscal policy, exchange rate and inflation (RePEc:bfr:banfra:752)
  by Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena
• OPTIM : un outil de prévision trimestrielle du PIB de la France (RePEc:bfr:bullbf:2008:171:02)
  by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.
• L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle (RePEc:bfr:bullbf:2008:171:03)
  by Ferrara, L.
• Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? (RePEc:bfr:bullbf:2010:179:03)
  by De BANDT, O. & FERRARA, L. & VIGNA, O.
• Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris (RePEc:bfr:bullbf:2012:187:08)
  by Ferrara, L.
• Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux (RePEc:bfr:bullbf:2014:198:09)
  by Ferrara, L. & Sestieri, G.
• Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence (RePEc:bfr:bullbf:2016:206:06)
  by Ferrara, L. & Istrefi, K.
• Épisodes d’assainissement budgétaire dans les pays de l’OCDE : rôle du respect des règles fiscales et des marges budgétaires (RePEc:bfr:bullbf:2017:210:03)
  by Ferrara, L. & Gauthier, G. & Pappadà, F.
• Global imbalances: build-up, unwinding and financial aspects
  [Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise : focus sur leur financement] (RePEc:bfr:bullbf:2018:220:06)
  by Antoine Berthou & Matthieu Bussière & Laurent Ferrara & Sophie Haincourt & Francesco Pappadà & Julia Schmidt
• OPTIM: a quarterly forecasting tool for French GDP (RePEc:bfr:quarte:2008:13:03)
  by Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.
• The contribution of cyclical turning point indicators to business cycle analysis (RePEc:bfr:quarte:2008:13:04)
  by Ferrara, L.
• Housing markets after the crisis: lessons for the macroeconomy (RePEc:bfr:quarte:2010:17:03)
  by de Bandt, O. & Ferrara, F. & Vigna, O.
• Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris (RePEc:bfr:quarte:2011:24:07)
  by L. Ferrara.
• US labour market and monetary policy: current debates and challenges (RePEc:bfr:quarte:2014:36:06)
  by L. Ferrara. & G. Sestieri.
• Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London (RePEc:bfr:quarte:2016:42:03)
  by L. Ferrara & K. Istrefi
• Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space (RePEc:bfr:quarte:2017:45:02)
  by L. Ferrara & G. Gauthier & F. Pappadà
• Global imbalances: build-up, unwinding and financial aspects (RePEc:bfr:quarte:2018:220:06)
  by Antoine Berthou & Matthieu Bussière & Laurent Ferrara & Sophie Haincourt & Francesco Pappadà & Julia Schmidt
• Nowcasting global economic growth (RePEc:bfr:rueban:2016:23)
  by Ferrara , L. & Marsilli, C.
• Explaining the recent slump in investment: the role of expected demand and uncertainty (RePEc:bfr:rueban:2017:44)
  by Matthieu Bussière & Laurent Ferrara & Juliana Milovich
• Does the Phillips curve still exist? (RePEc:bfr:rueban:2018:56)
  by Clémence Berson & Louis de Charsonville & Pavel Diev & Violaine Faubert & Laurent Ferrara & Sophie Guilloux-Nefussi & Yannick Kalantzis & Antoine Lalliard & Julien Matheron & Matteo Mogliani
• Uncertainty and macroeconomics: transmission channels and policy implications (RePEc:bfr:rueban:2018:61)
  by Laurent FERRARA & Stéphane LHUISSIER & Fabien TRIPIER
• Monthly Gdp Forecasting Using Bridge Models: Application For The French Economy (RePEc:bla:buecrs:v:64:y:2012:i:s1:p:s53-s70)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud
• Does The Great Recession Imply The End Of The Great Moderation? International Evidence (RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760)
  by Amélie Charles & Olivier Darné & Laurent Ferrara
• A System For Dating And Detecting Turning Points In The Euro Area (RePEc:bla:manchs:v:76:y:2008:i:5:p:549-577)
  by Jacques Anas & Monica Billio & Laurent Ferrara & Gian Luigi Mazzi
• Identification of Slowdowns and Accelerations for the Euro Area Economy (RePEc:bla:obuest:v:73:y:2011:i:3:p:335-364)
  by Olivier Darné & Laurent Ferrara
• Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose (RePEc:bla:obuest:v:75:y:2013:i:1:p:64-79)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach (RePEc:bla:worlde:v:42:y:2019:i:3:p:846-875)
  by Laurent Ferrara & Clément Marsilli
• Un indicateur probabiliste du cycle d'accélération pour l'économie française (RePEc:cai:ecoldc:ecop_189_0095)
  by Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara
• Caractérisation et datation des cycles économiques en zone euro (RePEc:cai:recosp:reco_603_0703)
  by Laurent Ferrara
• Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques (RePEc:cai:recosp:reco_613_0645)
  by Laurent Ferrara
• Les cycles économiques de la France : une datation de référence (RePEc:cai:recosp:reco_742_0005)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Éric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Post-Recession US Employment through the Lens of a Non-Linear Okun's Law (RePEc:cii:cepidt:2013-13)
  by Menzie Chinn & Laurent Ferrara & Valérie Mignon
• La localisation des entreprises industrielles : comment apprecier l'attractivite des territoires ? (RePEc:cii:cepiei:2004-3td)
  by Laurent Ferrara & Alain Henriot
• Measuring exchange rate risks during periods of uncertainty (RePEc:cii:cepiie:2022-q2-170-13)
  by Laurent Ferrara & Joseph Yapi
• Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges (RePEc:cii:cepipb:2017-20)
  by Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier
• Common Factors of Commodity Prices (RePEc:cpr:ceprdp:12767)
  by Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona
• Identification of slowdowns and accelerations for the euro area economy (RePEc:cpr:ceprdp:7376)
  by Ferrara, Laurent & Darné, Olivier
• Macroeconomic forecasting during the Great Recession: The return of non-linearity? (RePEc:cpr:ceprdp:9313)
  by Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo
• The Possible Shapes of Recoveries in Markov-Switching Models (RePEc:crs:wpaper:2011-02)
  by Frédérique BEC & Othman BOUABDALLAH & Laurent FERRARA
• When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (RePEc:crs:wpaper:2019-04)
  by Laurent Ferrara & Anna Simoni
• Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP (RePEc:crs:wpaper:98-42)
  by Laurent Ferrara & Dominique Guegan
• Estimation and Applications of Gegenbauer Processes (RePEc:crs:wpaper:99-27)
  by Laurent Ferrara & Dominique Guegan
• Global financial interconnectedness: A non-linear assessment of the uncertainty channel (RePEc:cth:wpaper:gru_2019_001)
  by Bertrand Candelon & Laurent Ferrara & Marc Joëts
• A factor-augmented probit model for business cycle analysis (RePEc:drm:wpaper:2010-14)
  by Christophe Bellégo & Laurent Ferrara
• A new monthly chronology of the US industrial cycles in the prewar economy (RePEc:drm:wpaper:2011-27)
  by Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara
• Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession (RePEc:drm:wpaper:2012-19)
  by Laurent Ferrara & Clément Marsilli
• Post-recession US employment through the lens of a non-linear Okun’s law (RePEc:drm:wpaper:2013-12)
  by Menzie Chinn & Laurent Ferrara & Valérie Mignon
• Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? (RePEc:drm:wpaper:2013-19)
  by Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega
• Does the Great Recession imply the end of the Great Moderation? International evidence (RePEc:drm:wpaper:2014-21)
  by Amélie Charles & Olivier Darné & Laurent Ferrara
• What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? (RePEc:drm:wpaper:2015-12)
  by Laurent Ferrara & Pierre Guérin
• When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (RePEc:drm:wpaper:2020-11)
  by Laurent Ferrara & Anna Simoni
• Les cycles économiques de la France : une datation de référence (RePEc:drm:wpaper:2021-22)
  by Valérie Mignon & Antonin Aviat & Frédérique Bec & Claude Diebolt & Denis Ferrand & Laurent Ferrara & Eric Heyer & Pierre-Alain Pionnier & Catherine Doz
• Dating business cycles in France: A reference chronology (RePEc:drm:wpaper:2021-23)
  by Valérie Mignon & Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Pierre-Alain Pionnier
• Commodity currencies revisited: The role of global commodity price uncertainty (RePEc:drm:wpaper:2022-24)
  by Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei
• Business surveys modelling with Seasonal-Cyclical Long Memory models (RePEc:ebl:ecbull:eb-08c20041)
  by Laurent Ferrara & Dominique Guégan
• Understanding the weakness in global trade - What is the new normal? (RePEc:ecb:ecbops:2016178)
  by Cabrillac, Bruno & Al-Haschimi, Alexander & Babecká Kucharčuková, Oxana & Borin, Alessandro & Bussière, Matthieu & Cezar, Raphael & Derviz, Alexis & Dimitropoulou, Dimitra & Ferrara, Laurent & Gächter
• Common factors of commodity prices (RePEc:ecb:ecbrbu:2018:0051:)
  by Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico
• Common factors of commodity prices (RePEc:ecb:ecbwps:20172112)
  by Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico
• Macro-financial linkages and business cycles: A factor-augmented probit approach (RePEc:eee:ecmode:v:29:y:2012:i:5:p:1793-1797)
  by Bellégo, C. & Ferrara, L.
• Forecasting growth during the Great Recession: is financial volatility the missing ingredient? (RePEc:eee:ecmode:v:36:y:2014:i:c:p:44-50)
  by Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo
• Comparing the shape of recoveries: France, the UK and the US (RePEc:eee:ecmode:v:44:y:2015:i:c:p:327-334)
  by Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent
• A World Trade Leading Index (WTLI) (RePEc:eee:ecolet:v:146:y:2016:i:c:p:111-115)
  by Barhoumi, Karim & Darné, Olivier & Ferrara, Laurent
• A three-regime real-time indicator for the US economy (RePEc:eee:ecolet:v:81:y:2003:i:3:p:373-378)
  by Ferrara, Laurent
• A new monthly chronology of the US industrial cycles in the prewar economy (RePEc:eee:finsta:v:17:y:2015:i:c:p:3-9)
  by Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent
• Questioning the puzzle: Fiscal policy, real exchange rate and inflation (RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001045)
  by Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele
• Measuring exchange rate risks during periods of uncertainty (RePEc:eee:inteco:v:170:y:2022:i:c:p:202-212)
  by Ferrara, Laurent & Yapi, Joseph
• The way out of recessions: A forecasting analysis for some Euro area countries (RePEc:eee:intfor:v:30:y:2014:i:3:p:539-549)
  by Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent
• Macroeconomic forecasting during the Great Recession: The return of non-linearity? (RePEc:eee:intfor:v:31:y:2015:i:3:p:664-679)
  by Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo
• Guest editorial: Economic forecasting in times of COVID-19 (RePEc:eee:intfor:v:38:y:2022:i:2:p:527-528)
  by Ferrara, Laurent & Sheng, Xuguang Simon
• High-frequency monitoring of growth at risk (RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595)
  by Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume
• Explaining US employment growth after the great recession: The role of output–employment non-linearities (RePEc:eee:jmacro:v:42:y:2014:i:c:p:118-129)
  by Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie
• Measuring exchange rate risks during periods of uncertainty (RePEc:een:camaaa:2020-60)
  by Laurent Ferrara & Joseph Yapi
• High-frequency monitoring of growth-at-risk (RePEc:een:camaaa:2020-97)
  by Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc
• Questioning the puzzle: fiscal policy, real exchange rate and inflation (RePEc:een:camaaa:2021-38)
  by Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena
• Commodity price uncertainty comovement: Does it matter for global economic growth? (RePEc:een:camaaa:2022-08)
  by Laurent Ferrara & Aikaterini Karadimitropoulou & Athanasios Triantafyllou
• Dynamic Effects of Weather Shocks on Production in European Economies (RePEc:een:camaaa:2024-07)
  by Daniele Colombo & Laurent Ferrara
• The possible shapes of recoveries in Markov-Switching models (RePEc:ema:worpap:2011-02)
  by Bec Frederique & Othman Bouabdallah & Laurent Ferrara
• The European Way Out of Recessions (RePEc:ema:worpap:2011-23)
  by Frédérique Bec & Othman Bouabdallah & Laurent Ferrara
• Les cycles économiques de la France : une datation de référence (RePEc:ema:worpap:2021-13)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre‐Alain Pionnier
• Dating business cycles in France:A reference chronology (RePEc:ema:worpap:2021-15)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Commodity price uncertainty comovement: Does it matter for global economic growth? (RePEc:esy:uefcwp:30945)
  by Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (RePEc:hal:cesptp:hal-00486655)
  by Laurent Ferrara & Dominique Guegan & Zhiping Lu
• Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area (RePEc:hal:cesptp:hal-00965005)
  by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi
• Fractional seasonality: Models and Application to Economic Activity in the Euro Area (RePEc:hal:cesptp:halshs-00185370)
  by Laurent Ferrara & Dominique Guegan
• Real-time detection of the business cycle using SETAR models (RePEc:hal:cesptp:halshs-00185372)
  by Laurent Ferrara & Dominique Guegan
• Testing fractional order of long memory processes : a Monte Carlo study (RePEc:hal:cesptp:halshs-00259193)
  by Laurent Ferrara & Dominique Guegan & Zhiping Lu
• A non-parametric method to nowcast the Euro Area IPI (RePEc:hal:cesptp:halshs-00275769)
  by Laurent Ferrara & Thomas Raffinot
• Business surveys modelling with Seasonal-Cyclical Long Memory models (RePEc:hal:cesptp:halshs-00277379)
  by Laurent Ferrara & Dominique Guegan
• Business surveys modelling with Seasonal-Cyclical Long Memory models (RePEc:hal:cesptp:halshs-00283710)
  by Laurent Ferrara & Dominique Guegan
• GDP nowcasting with ragged-edge data : A semi-parametric modelling (RePEc:hal:cesptp:halshs-00344839)
  by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy
• Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area (RePEc:hal:cesptp:halshs-00423890)
  by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi
• GDP nowcasting with ragged-edge data: a semi-parametric modeling (RePEc:hal:cesptp:halshs-00460461)
  by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy
• Fractional and seasonal filtering (RePEc:hal:cesptp:halshs-00646178)
  by Dominique Guegan & Laurent Ferrara
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (RePEc:hal:journl:hal-00486655)
  by Laurent Ferrara & Dominique Guegan & Zhiping Lu
• Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area (RePEc:hal:journl:hal-00965005)
  by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi
• A new monthly chronology of the US industrial cycles in the prewar economy (RePEc:hal:journl:hal-01146800)
  by Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara
• Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy (RePEc:hal:journl:hal-01385807)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud
• Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession (RePEc:hal:journl:hal-01385844)
  by Laurent Ferrara & Clément Marsilli
• Macro-financial linkages and business cycles: A factor-probit approach (RePEc:hal:journl:hal-01385846)
  by Christophe Bellégo & Laurent Ferrara
• Comments on: Examining the quality of early GDP component estimates (RePEc:hal:journl:hal-01385874)
  by Laurent Ferrara
• The way out of recessions: Evidence from a bounce-back augmented threshold regression (RePEc:hal:journl:hal-01385875)
  by Frederique Bec & Othman Bouabdallah & Laurent Ferrara
• Testing the number of factors: An empirical assessment for forecasting purposes (RePEc:hal:journl:hal-01385876)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• Une revue de la littérature des modèles à facteurs dynamiques (RePEc:hal:journl:hal-01385940)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• Forecasting growth during the Great Recession: is financial volatility the missing ingredient? (RePEc:hal:journl:hal-01385941)
  by Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega
• Forecasting business cycles (RePEc:hal:journl:hal-01385942)
  by Laurent Ferrara & Dick van Dijk
• Comparing the shapes of recoveries: France, the UK and the US (RePEc:hal:journl:hal-01385943)
  by Frederique Bec & Othman Bouabdallah & Laurent Ferrara
• Explaining US employment growth after the Great Recession: the role of output-employment non-linearities (RePEc:hal:journl:hal-01385949)
  by Menzie Chinn & Laurent Ferrara & Valérie Mignon
• Dynamic factor models: A review of the literature (RePEc:hal:journl:hal-01385974)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux (RePEc:hal:journl:hal-01386070)
  by Laurent Ferrara & Giulia Sestieri
• Post-recession US employment through the lens of a non-linear Okun (RePEc:hal:journl:hal-01386100)
  by Menzie Chinn & Laurent Ferrara & Valérie Mignon
• Unknown item RePEc:hal:journl:hal-01411493 (paper)
• Impact of uncertainty shocks on the global economy (RePEc:hal:journl:hal-01635944)
  by Laurent Ferrara & Menzie Chinn & Raffaella Giacomini
• A world trade leading index (WLTI) (RePEc:hal:journl:hal-01635948)
  by Laurent Ferrara & Olivier Darné & Karim Barhoumi
• Macroeconomic forecasting during the Great Recession: the return of non-linearity? (RePEc:hal:journl:hal-01635951)
  by Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani
• Nowcasting global economic growth: A factor-augmented mixed-frequency approach (RePEc:hal:journl:hal-01636761)
  by Laurent Ferrara & Clément Marsilli
• Impact of uncertainty shocks on the global economy (RePEc:hal:journl:hal-01636762)
  by Laurent Ferrara & Menzie Chinn & Raffaella Giacomini
• Does the Great Recession imply the end of the Great Moderation? International evidence (RePEc:hal:journl:hal-01757081)
  by Amélie Charles & Olivier Darné & Laurent Ferrara
• What are the macroeconomic effects of high-frequency uncertainty shocks? (RePEc:hal:journl:hal-02334586)
  by Laurent Ferrara & Pierre Guérin
• International Macroeconomics in the wake of the Global Financial Crisis (RePEc:hal:journl:hal-02334589)
  by Laurent Ferrara & Daniela Marconi & Ignacio Hernando
• The way out of recessions: A forecasting analysis for some Euro area countries (RePEc:hal:journl:hal-02979744)
  by Frédérique Bec & Othman Bouabdallah & Laurent Ferrara
• The European Way out of Recession (RePEc:hal:journl:hal-02980626)
  by Frédérique Bec & Othman Bouabdallah & Laurent Ferrara
• High-frequency monitoring of growth at risk (RePEc:hal:journl:hal-03361425)
  by Jean-Guillaume Sahuc & Matteo Mogliani & Laurent Ferrara
• Les cycles économiques de la France : une datation de référence (RePEc:hal:journl:hal-03661598)
  by Valérie Mignon & Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Pierre-Alain Pionnier
• Méthodes de prévision en finance (RePEc:hal:journl:hal-03711480)
  by Amélie Charles & Olivier Darné & Laurent Ferrara
• A Brief History of Seasonal Adjustment Methods and Software Tools (RePEc:hal:journl:hal-03754072)
  by Olivier Darné & Laurent Ferrara & Dominique Ladiray
• When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage (RePEc:hal:journl:hal-03919944)
  by Laurent Ferrara & Anna Simoni
• Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose (RePEc:hal:journl:hal-04344628)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data (RePEc:hal:journl:hal-04369062)
  by Agostino Capponi & Charles-Albert Lehalle & Anna Simoni & Laurent Ferrara
• Forecasting with k-factor Gegenbauer Processes: Theory and Applications (RePEc:hal:journl:halshs-00193667)
  by Laurent Ferrara & Dominique Guegan
• Analyse d'intervention et prévisions. problématique et application à des données de la RATP (RePEc:hal:journl:halshs-00194345)
  by Laurent Ferrara & Dominique Guegan
• Comparison of parameter estimation methods in cyclical long memory time series (RePEc:hal:journl:halshs-00196426)
  by Laurent Ferrara & Dominique Guegan
• Forecasting financial time series with generalized long memory processes (RePEc:hal:journl:halshs-00199126)
  by Laurent Ferrara & Dominique Guegan
• Detection of the Industrial Business Cycle using SETAR models (RePEc:hal:journl:halshs-00201309)
  by Dominique Guegan & Laurent Ferrara
• Analyser les séries chronologiques avec S-Plus : une approche paramétrique (RePEc:hal:journl:halshs-00201328)
  by Dominique Guegan & Laurent Ferrara
• Analyser les séries chronologiques avec S-Plus: une approche paramétrique (RePEc:hal:journl:halshs-00375652)
  by Dominique Guegan & Laurent Ferrara
• Fractional and seasonal filtering (RePEc:hal:journl:halshs-00646178)
  by Dominique Guegan & Laurent Ferrara
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (RePEc:hal:pseptp:hal-00486655)
  by Laurent Ferrara & Dominique Guegan & Zhiping Lu
• Business surveys modelling with Seasonal-Cyclical Long Memory models (RePEc:hal:pseptp:halshs-00283710)
  by Laurent Ferrara & Dominique Guegan
• GDP nowcasting with ragged-edge data: a semi-parametric modeling (RePEc:hal:pseptp:halshs-00460461)
  by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy
• Fractional and seasonal filtering (RePEc:hal:pseptp:halshs-00646178)
  by Dominique Guegan & Laurent Ferrara
• Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model (RePEc:hal:psewpa:halshs-02443364)
  by Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier
• Dating business cycles in France: a reference chronology (RePEc:hal:spmain:hal-03373425)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Unknown item RePEc:hal:wpaper:hal-00693342 (paper)
• Does the Great Recession imply the end of the Great Moderation? International evidence (RePEc:hal:wpaper:hal-00952951)
  by Amélie Charles & Olivier Darné & Laurent Ferrara
• Dating business cycles in France: a reference chronology (RePEc:hal:wpaper:hal-03373425)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences (RePEc:hal:wpaper:hal-03563168)
  by Denisa Georgiana Banulescu & Ferrara Laurent & Marsilli Clément
• Unknown item RePEc:hal:wpaper:hal-03678278 (paper)
• Dating business cycles in France:A reference chronology (RePEc:hal:wpaper:hal-03678309)
  by Frédérique Bec & Antonin Aviat & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• A factor-augmented probit model for business cycle analysis (RePEc:hal:wpaper:hal-04140915)
  by Christophe Bellégo & Laurent Ferrara
• A new monthly chronology of the US industrial cycles in the prewar economy (RePEc:hal:wpaper:hal-04140957)
  by Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara
• Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession (RePEc:hal:wpaper:hal-04141077)
  by Laurent Ferrara & Clément Marsilli
• Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? (RePEc:hal:wpaper:hal-04141198)
  by Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega
• Post-recession US employment through the lens of a non-linear Okun’s law (RePEc:hal:wpaper:hal-04141207)
  by Menzie Chinn & Laurent Ferrara & Valérie Mignon
• Does the Great Recession imply the end of the Great Moderation? International evidence (RePEc:hal:wpaper:hal-04141344)
  by Amélie Charles & Olivier Darné & Laurent Ferrara
• What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? (RePEc:hal:wpaper:hal-04141416)
  by Laurent Ferrara & Pierre Guérin
• Global Financial interconnectedness: A non-linear assessment of the uncertainty channel (RePEc:hal:wpaper:hal-04141798)
  by Bertrand Candelon & Laurent Ferrara & Marc Joëts
• When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (RePEc:hal:wpaper:hal-04159714)
  by Laurent Ferrara & Anna Simoni
• Dating business cycles in France: A reference chronology (RePEc:hal:wpaper:hal-04159735)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Les cycles économiques de la France : une datation de référence (RePEc:hal:wpaper:hal-04159739)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Commodity currencies revisited: The role of global commodity price uncertainty (RePEc:hal:wpaper:hal-04159791)
  by Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei
• Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model (RePEc:hal:wpaper:halshs-02443364)
  by Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier
• Forecasting euro area recessions by combining financial information (RePEc:ids:ijcome:v:7:y:2017:i:1/2:p:78-94)
  by Christophe Bellégo & Laurent Ferrara
• A World Trade Leading Index (WTLI) (RePEc:imf:imfwpa:2015/020)
  by Karim Barhoumi & Laurent Ferrara
• Forecasting with k-Factor Gegenbauer Processes: Theory and Applications (RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601)
  by Ferrara, Laurent & Guegan, Dominique
• Are disaggregate data useful for factor analysis in forecasting French GDP? (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• GDP nowcasting with ragged-edge data: a semi-parametric modeling (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:186-199)
  by Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy
• Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences (RePEc:leo:wpaper:2710)
  by Denisa BANULESCU-RADU & Laurent FERRARA & Clément MARSILLI
• Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro (RePEc:mse:cesdoc:09053)
  by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi
• Testing fractional order of long memory processes: a Monte Carlo study (RePEc:mse:cesdoc:b08012)
  by Laurent Ferrara & Dominique Guegan & Zhiping Lu
• A non-parametric method to nowcast the Euro Area IPI (RePEc:mse:cesdoc:b08033)
  by Laurent Ferrara & Thomas Raffinot
• Business surveys modelling with seasonal-cyclical long memory models (RePEc:mse:cesdoc:b08035)
  by Laurent Ferrara & Dominique Guegan
• GDP nowcasting with ragged-edge data: A semi-parametric modelling (RePEc:mse:cesdoc:b08082)
  by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy
• Post-recession US Employment through the Lens of a Non-linear Okun's law (RePEc:nbr:nberwo:19047)
  by Menzie D. Chinn & Laurent Ferrara & Valérie Mignon
• The New Fama Puzzle (RePEc:nbr:nberwo:24342)
  by Matthieu Bussiere & Menzie D. Chinn & Laurent Ferrara & Jonas Heipertz
• The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries (RePEc:nbr:nberwo:32084)
  by Menzie D. Chinn & Laurent Ferrara
• Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model (RePEc:oec:stdaaa:2020/01-en)
  by Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier
• Detection of the Industrial Business Cycle using SETAR Models (RePEc:oec:stdkaa:5l9k5d020423)
  by Laurent Ferrara & Dominique Guégan
• Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators (RePEc:oec:stdkaa:5lmqcr2jcpbw)
  by Jacques Anas & Laurent Ferrara
• Dynamic factor models: A review of the literature (RePEc:oec:stdkab:5jz417f7b7nv)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• The New Fama Puzzle (RePEc:pal:imfecr:v:70:y:2022:i:3:d:10.1057_s41308-022-00161-z)
  by Matthieu Bussière & Menzie Chinn & Laurent Ferrara & Jonas Heipertz
• A real-time recession indicator for the Euro area (RePEc:pra:mprapa:4042)
  by Ferrara, Laurent
• Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
  [A start-end recession index: Application for United-States] (RePEc:pra:mprapa:4043)
  by Anas, Jacques & Ferrara, Laurent
• Detection of the industrial business cycle using SETAR models (RePEc:pra:mprapa:4389)
  by Ferrara, Laurent & Guégan, Dominique
• Un indicateur probabiliste du cycle d’accélération pour l’économie française (RePEc:prs:ecoprv:ecop_0249-4744_2009_num_189_3_7927)
  by Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara
• Une revue de la littérature des modèles à facteurs dynamiques (RePEc:prs:ecoprv:ecop_0249-4744_2012_num_199_1_8098)
  by Karim Barhoumi & Olivier Darné & Laurent Ferrara
• Introduction (RePEc:spr:fimchp:978-3-319-79075-6_1)
  by Laurent Ferrara & Ignacio Hernando & Daniela Marconi
• Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges (RePEc:spr:fimchp:978-3-319-79075-6_9)
  by Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier
• International Macroeconomics in the Wake of the Global Financial Crisis (RePEc:spr:fimops:978-3-319-79075-6)
  by None
• Point and interval nowcasts of the Euro area IPI (RePEc:taf:apeclt:v:14:y:2007:i:2:p:115-120)
  by Laurent Ferrara
• Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession (RePEc:taf:apeclt:v:20:y:2013:i:3:p:233-237)
  by Laurent Ferrara & Cl�ment Marsilli
• Global financial interconnectedness: a non-linear assessment of the uncertainty channel (RePEc:taf:applec:v:53:y:2021:i:25:p:2865-2887)
  by Bertrand Candelon & Laurent Ferrara & Marc Joëts
• When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage (RePEc:taf:jnlbes:v:41:y:2023:i:4:p:1188-1202)
  by Laurent Ferrara & Anna Simoni
• Les cycles économiques de la France : une datation de référence (RePEc:ulp:sbbeta:2021-27)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Dating business cycles in France: A reference chronology (RePEc:ulp:sbbeta:2021-33)
  by Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier
• Business Cycle Analysis with Multivariate Markov Switching Models (RePEc:ven:wpaper:2007_32)
  by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca
• A turning point chronology for the Euro-zone (RePEc:ven:wpaper:2007_33)
  by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca
• What are the macroeconomic effects of high‐frequency uncertainty shocks? (RePEc:wly:japmet:v:33:y:2018:i:5:p:662-679)
  by Laurent Ferrara & Pierre Guérin
• Common factors of commodity prices (RePEc:wly:japmet:v:37:y:2022:i:3:p:461-476)
  by Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone
• Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area (RePEc:wly:jforec:v:32:y:2013:i:7:p:577-586)
  by Monica Billio & Laurent Ferrara & Dominique Guégan & Gian Luigi Mazzi