Pierre Guérin
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Guérin |
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Affiliations
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International Monetary Fund (IMF)
Research profile
author of:
- Monitoring Short-Term Economic Developments in Foreign Economies (RePEc:bca:bcarev:v:2013:y:2013:i:summer13:p:22-31)
by Russell Barnett & Pierre Guérin - Regime Switches in the Risk-Return Trade-Off (RePEc:bca:bocawp:13-51)
by Eric Ghysels & Pierre Guérin & Massimiliano Marcellino - Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work (RePEc:bca:bocawp:14-11)
by Christiane Baumeister & Pierre Guérin & Lutz Kilian - Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data (RePEc:bca:bocawp:15-24)
by Pierre Guérin & Danilo Leiva-Leon - What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks (RePEc:bca:bocawp:16-25)
by Laurent Ferrara & Pierre Guérin - The Dynamics of Capital Flow Episodes (RePEc:bca:bocawp:16-9)
by Christian Friedrich & Pierre Guérin - Markov-Switching Three-Pass Regression Filter (RePEc:bca:bocawp:17-13)
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino - What Drives Interbank Loans? Evidence from Canada (RePEc:bca:bocawp:18-5)
by Narayan Bulusu & Pierre Guérin - Monetary Policy Independence and the Strength of the Global Financial Cycle (RePEc:bca:bocawp:20-25)
by Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon - Predictive Ability of Commodity Prices for the Canadian Dollar (RePEc:bca:bocsan:16-2)
by Kimberly Berg & Pierre Guérin & Yuko Imura - Model averaging in markov-switching models: predicting national recessions with regional data (RePEc:bde:wpaper:1727)
by Pierre Guérin & Danilo Leiva-Leon - Monetary policy, stock market and sectoral comovement (RePEc:bde:wpaper:1731)
by Pierre Guérin & Danilo Leiva-Leon - Markov-switching three-pass regression filter (RePEc:bde:wpaper:1748)
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino - Using low frequency information for predicting high frequency variables (RePEc:bno:worpap:2015_13)
by Claudia Foroni & Pierre Guérin & Massimiliano Marcellino - A Comparison of Monthly Global Indicators for Forecasting Growth (RePEc:ces:ceswps:_8656)
by Christiane Baumeister & Pierre Guérin - A Comparison of Monthly Global Indicators for Forecasting Growth (RePEc:cpr:ceprdp:15403)
by Baumeister, Christiane & Guerin, Pierre - Monetary Policy Independence and the Strength of the Global Financial Cycle (RePEc:cpr:ceprdp:16203)
by Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo - Markov-switching MIDAS models (RePEc:cpr:ceprdp:8234)
by Marcellino, Massimiliano - Regime Switches in the Risk-Return Trade-off (RePEc:cpr:ceprdp:9698)
by Ghysels, Eric & Marcellino, Massimiliano - Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work (RePEc:cpr:ceprdp:9768)
by Kilian, Lutz & Baumeister, Christiane - Markov-Switching Mixed-Frequency VAR Models (RePEc:cpr:ceprdp:9815)
by Marcellino, Massimiliano & Foroni, Claudia - Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination (RePEc:cup:macdyn:v:19:y:2015:i:02:p:363-393_00)
by Guérin, Pierre & Maurin, Laurent & Mohr, Matthias - What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? (RePEc:drm:wpaper:2015-12)
by Laurent Ferrara & Pierre Guérin - Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination (RePEc:ecb:ecbwps:20111384)
by Mohr, Matthias & Maurin, Laurent & Guérin, Pierre - Characterizing very high uncertainty episodes (RePEc:ecb:ecbwps:20141637)
by Bijsterbosch, Martin & Guérin, Pierre - Characterizing very high uncertainty episodes (RePEc:eee:ecolet:v:121:y:2013:i:2:p:239-243)
by Bijsterbosch, Martin & Guérin, Pierre - Explaining the time-varying effects of oil market shocks on US stock returns (RePEc:eee:ecolet:v:155:y:2017:i:c:p:84-88)
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano - Model averaging in Markov-switching models: Predicting national recessions with regional data (RePEc:eee:ecolet:v:157:y:2017:i:c:p:45-49)
by Guérin, Pierre & Leiva-Leon, Danilo - Firms’ environmental performance and the COVID-19 crisis (RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002330)
by Guérin, Pierre & Suntheim, Felix - What are the effects of monetary policy on productivity? (RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004664)
by Guérin, Pierre - Regime switches in the risk–return trade-off (RePEc:eee:empfin:v:28:y:2014:i:c:p:118-138)
by Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252)
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz - Markov-switching mixed-frequency VAR models (RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711)
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano - Using low frequency information for predicting high frequency variables (RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787)
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano - A comparison of monthly global indicators for forecasting growth (RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295)
by Baumeister, Christiane & Guérin, Pierre - What drives interbank loans? Evidence from Canada (RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444)
by Bulusu, Narayan & Guérin, Pierre - A comparison of monthly global indicators for forecasting growth (RePEc:een:camaaa:2020-93)
by Christiane Baumeister & Pierre Guérin - Unknown item RePEc:eme:aeco11:s0731-90532022000044b003 (chapter)
- Heterogeneous Switching in FAVAR Models (RePEc:eme:aecozz:s0731-90532022000044b003)
by Pierre Guérin & Danilo Leiva-León - What are the macroeconomic effects of high-frequency uncertainty shocks? (RePEc:hal:journl:hal-02334586)
by Laurent Ferrara & Pierre Guérin - What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? (RePEc:hal:wpaper:hal-04141416)
by Laurent Ferrara & Pierre Guérin - Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns (RePEc:igi:igierp:597)
by Claudia Foroni & Pierre Guérin & Massimiliano Marcellino - Firms’ Environmental Performance and the COVID-19 Crisis (RePEc:imf:imfwpa:2021/089)
by Pierre Guérin & Felix Suntheim - Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability (RePEc:imf:imfwpa:2021/222)
by Mr. Adolfo Barajas & Woon Gyu Choi & Ken Zhi Gan & Pierre Guérin & Samuel Mann & Manchun Wang & Yizhi Xu - A Comparison of Monthly Global Indicators for Forecasting Growth (RePEc:nbr:nberwo:28014)
by Christiane Baumeister & Pierre Guérin - Financing innovative business investment in Poland (RePEc:oec:ecoaaa:1480-en)
by Antoine Goujard & Pierre Guérin - Améliorer l’efficience de l’investissement public en France (RePEc:oec:ecoaaa:1560-en)
by Pierre Guérin - Boosting SMEs’ internationalisation in Poland (RePEc:oec:ecoaaa:1654-en)
by Antoine Goujard & Pierre Guérin - Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data (RePEc:pra:mprapa:59361)
by Guérin, Pierre & Leiva-Leon, Danilo - Markov-Switching MIDAS Models (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56)
by Pierre Guérin & Massimiliano Marcellino - Markov-Switching Three-Pass Regression Filter (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:285-302)
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino - 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 - The Dynamics of Capital Flow Episodes (RePEc:wly:jmoncb:v:52:y:2020:i:5:p:969-1003)
by Christian Friedrich & Pierre Guérin - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (RePEc:zbw:cfswop:201322)
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz