[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
A three-regime real-time indicator for the US economy. (2003). Ferrara, Laurent.
In: Economics Letters.
RePEc:eee:ecolet:v:81:y:2003:i:3:p:373-378.

Full description at Econpapers || Download paper

Cited: 62

Citations received by this document

Cites: 17

References cited by this document

Cocites: 49

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

    Full description at Econpapers || Download paper

  2. Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

    Full description at Econpapers || Download paper

  3. Exploring the Impact of “Double Cycle” and Industrial Upgrading on Sustainable High-Quality Economic Development: Application of Spatial and Mediation Models. (2022). He, Zhili ; Wang, Rong.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:4:p:2432-:d:753974.

    Full description at Econpapers || Download paper

  4. Assessing energy trilemma-related policies: The worlds large energy user evidence. (2022). Shirazi, Masoud.
    In: Energy Policy.
    RePEc:eee:enepol:v:167:y:2022:i:c:s030142152200307x.

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Dating business cycles in France: A reference chronology.. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique ; Aviat, Antonin.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2021-33.

    Full description at Econpapers || Download paper

  8. Dating business cycles in France: a reference chronology. (2021). DIEBOLT, Claude ; Aviat, Antonin ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03373425.

    Full description at Econpapers || Download paper

  9. Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2021-15.

    Full description at Econpapers || Download paper

  10. Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2021-23.

    Full description at Econpapers || Download paper

  11. Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin.
    In: Working Papers.
    RePEc:afc:wpaper:08-21.

    Full description at Econpapers || Download paper

  12. Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

    Full description at Econpapers || Download paper

  13. The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x.

    Full description at Econpapers || Download paper

  14. Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus.
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:87.

    Full description at Econpapers || Download paper

  15. Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2018). Tarassow, Artur ; Proao, Christian R.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:50:y:2018:i:c:p:60-71.

    Full description at Econpapers || Download paper

  16. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus .
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168206.

    Full description at Econpapers || Download paper

  17. Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2017). Tarassow, Artur ; Proaño, Christian ; Proao, Christian R.
    In: IMK Working Paper.
    RePEc:imk:wpaper:188-2017.

    Full description at Econpapers || Download paper

  18. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6457.

    Full description at Econpapers || Download paper

  19. Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro. (2016). Kar, Muhsin ; Kayhan, Selim ; Bayat, Tayfur.
    In: IJFS.
    RePEc:gam:jijfss:v:4:y:2016:i:3:p:14-:d:73200.

    Full description at Econpapers || Download paper

  20. The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model. (2016). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying.
    In: Energy Policy.
    RePEc:eee:enepol:v:96:y:2016:i:c:p:167-178.

    Full description at Econpapers || Download paper

  21. A new monthly chronology of the US industrial cycles in the prewar economy. (2015). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-01146800.

    Full description at Econpapers || Download paper

  22. A new monthly chronology of the US industrial cycles in the prewar economy. (2015). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; Charles, Amelie.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:17:y:2015:i:c:p:3-9.

    Full description at Econpapers || Download paper

  23. Comparing the shape of recoveries: France, the UK and the US. (2015). Ferrara, Laurent ; Bec, Frédérique ; Bouabdallah, Othman .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:327-334.

    Full description at Econpapers || Download paper

  24. Is CPI a suitable tool for inflation targeting? A critical view. (2015). Sahbaz, Ahmet ; Kar, Muhsin ; Kayhan, Selim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxii:y:2015:i:3(604):p:21-38.

    Full description at Econpapers || Download paper

  25. Is CPI a suitable tool for inflation targeting? A critical view. (2015). Ahbaz, Ahmet ; Kar, Muhsin ; Kayhan, Selim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(604):y:2015:i:3(604):p:21-38.

    Full description at Econpapers || Download paper

  26. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:ven:wpaper:2013:17.

    Full description at Econpapers || Download paper

  27. Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130142.

    Full description at Econpapers || Download paper

  28. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:bny:wpaper:0026.

    Full description at Econpapers || Download paper

  29. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Paper.
    RePEc:bno:worpap:2013_20.

    Full description at Econpapers || Download paper

  30. A new monthly chronology of the US industrial cycles in the prewar economy. (2012). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00693342.

    Full description at Econpapers || Download paper

  31. Allocation des talents et accumulation de capital humain en France à la fin du XIXe siècle.. (2012). le Chapelain, Charlotte .
    In: Working Papers.
    RePEc:afc:wpaper:12-03.

    Full description at Econpapers || Download paper

  32. A new monthly chronology of the US industrial cycles in the prewar economy.. (2012). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:afc:wpaper:12-02.

    Full description at Econpapers || Download paper

  33. A new monthly chronology of the US industrial cycles in the prewar economy. (2011). Ferrara, Laurent ; Diebolt, Claude ; Darne, Olivier ; Charles, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04140957.

    Full description at Econpapers || Download paper

  34. Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes. (2011). Malliaris, Anastasios ; Bhar, Ramaprasad.
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:v:3:y:2011:i:1:p:27-53.

    Full description at Econpapers || Download paper

  35. A new monthly chronology of the US industrial cycles in the prewar economy. (2011). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; CHARLES, Amelie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2011-27.

    Full description at Econpapers || Download paper

  36. Booms, recessions and financial turmoil: A fresh look at investment decisions under cyclical uncertainty. (2010). Funke, Michael ; Chen, Yu-Fu.
    In: Quantitative Macroeconomics Working Papers.
    RePEc:ham:qmwops:21007.

    Full description at Econpapers || Download paper

  37. Business Cycle Synchronization: A Mediterranean Comparison. (2010). Medhioub, Imed.
    In: Working Papers.
    RePEc:erg:wpaper:527.

    Full description at Econpapers || Download paper

  38. BOOMS, RECESSIONS AND FINANCIAL TURMOIL: A FRESH LOOK AT INVESTMENT DECISIONS UNDER CYCLICAL UNCERTAINTY. (2010). Funke, Michael ; Chen, Yu-Fu.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:57:y:2010:i:s1:p:290-317.

    Full description at Econpapers || Download paper

  39. Un indicateur probabiliste du cycle d’accélération pour l’économie française. (2009). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Adanero-Donderis, Marie .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2009_num_189_3_7927.

    Full description at Econpapers || Download paper

  40. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area. (2009). Billio, Monica ; Guegan, Dominique ; Ferrara, Laurent ; Mazzi, Gian Luigi .
    In: Post-Print.
    RePEc:hal:journl:halshs-00423890.

    Full description at Econpapers || Download paper

  41. Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case. (2009). Jareño, Francisco ; Diaz, Antonio ; Jareo, Francisco.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:3:p:349-368.

    Full description at Econpapers || Download paper

  42. Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty. (2009). Funke, Michael ; Chen, Yu-Fu.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:105.

    Full description at Econpapers || Download paper

  43. Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty. (2009). Funke, Michael ; Chen, Yu-Fu.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:225.

    Full description at Econpapers || Download paper

  44. Identification of slowdowns and accelerations for the euro area economy. (2009). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7376.

    Full description at Econpapers || Download paper

  45. Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty. (2009). Funke, Michael ; Chen, Yu-Fu.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2759.

    Full description at Econpapers || Download paper

  46. Identification of slowdowns and accelerations for the euro area economy.. (2009). Ferrara, Laurent ; Darné, Olivier.
    In: Working papers.
    RePEc:bfr:banfra:239.

    Full description at Econpapers || Download paper

  47. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA. (2008). Ferrara, Laurent ; Billio, Monica ; Mazzi, Gianluigi ; Anas, Jacques .
    In: Manchester School.
    RePEc:bla:manchs:v:76:y:2008:i:5:p:549-577.

    Full description at Econpapers || Download paper

  48. Deux indicateurs probabilistes de retournement cyclique pour l’économie française.. (2007). Ferrara, Laurent ; Darné, Olivier ; Adanero-Donderis, M. ; Darne, O..
    In: Working papers.
    RePEc:bfr:banfra:187.

    Full description at Econpapers || Download paper

  49. L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles. (2007). KIERZENKOWSKI, R. ; Oung, V..
    In: Working papers.
    RePEc:bfr:banfra:172.

    Full description at Econpapers || Download paper

  50. Les marchés financiers anticipent-ils les retournements conjoncturels ?. (2006). Gautier, Erwan ; Bellone, Benoit ; Le Coent, Sebastien .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2006_num_172_1_7481.

    Full description at Econpapers || Download paper

  51. Une lecture probabiliste du cycle d’affaires américain. (2006). Bellone, Benoit .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2006_num_172_1_7480.

    Full description at Econpapers || Download paper

  52. A real-time recession indicator for the Euro area. (2006). Ferrara, Laurent.
    In: MPRA Paper.
    RePEc:pra:mprapa:4042.

    Full description at Econpapers || Download paper

  53. Real-time detection of the business cycle using SETAR models. (2006). Guegan, Dominique ; Ferrara, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00185372.

    Full description at Econpapers || Download paper

  54. Real-time detection of the business cycle using SETAR models. (2006). GUEGAN, Dominique ; Ferrara, Laurent.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00185372.

    Full description at Econpapers || Download paper

  55. Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0508017.

    Full description at Econpapers || Download paper

  56. Une lecture probabiliste du cycle d’affaires américain. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407002.

    Full description at Econpapers || Download paper

  57. The business cycle in a financially deregulated context: Theory and evidence. (2005). Cruz, Moritz .
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:19:y:2005:i:3:p:271-287.

    Full description at Econpapers || Download paper

  58. A three-regime business cycle model for an emerging economy. (2005). Cruz, Moritz .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:7:p:399-402.

    Full description at Econpapers || Download paper

  59. Detection of the industrial business cycle using SETAR models. (2005). GUEGAN, Dominique ; Ferrara, Laurent.
    In: MPRA Paper.
    RePEc:pra:mprapa:4389.

    Full description at Econpapers || Download paper

  60. Detection of the Industrial Business Cycle using SETAR models. (2005). GUEGAN, Dominique ; Ferrara, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00201309.

    Full description at Econpapers || Download paper

  61. Detecting Turning Points with Many Predictors through Hidden Markov Models. (2004). Bellone, Benoit ; Saint-Martin, David.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407001.

    Full description at Econpapers || Download paper

  62. MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models. (2004). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0406004.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anas, J., Ferrara, L., 2002a. Un indicateur d'entrée et sortie de récession: application aux Etats-Unis. Document de travail No. 58, Centre d'Observation Economique (www.coe.ccip.fr).

  2. Anas, J., Ferrara, L., 2002b. Detecting cyclical turning points: the ABCD approach and two probabilistic indicators. Paper Presented at the 26th Ciret Conference in Taiwan, October 2002 (www.coe.ccip.fr). forthcoming in Journal of Business Cycle Measurement and Analysis.

  3. Breunig, R., Pagan, A., 2001. Some simple methods for assessing Markov-Switching models, mimeo. Australian National University.
    Paper not yet in RePEc: Add citation now

  4. Burns A.F., Mitchell, W.C., 1946. Measuring Business Cycles (NBER, Columbia University Press).

  5. Chauvet, M ; Piger, J.M Identifying business cycle turning points in real time. 2003 En : Review of the Federal Reserve Bank of St. Louis. :

  6. Clements, M.P., Krolzig, H.M., 2000. Modelling business cycle features using switching regimes models, mimeo.
    Paper not yet in RePEc: Add citation now
  7. Doornik, J.A Object-Oriented Matrix Programming using Ox. 1999 Timberlake Consultant Press: London
    Paper not yet in RePEc: Add citation now

  8. Garcia, R Asymptotic null distribution of the likelihood ratio test in Markov-Switching models. 1998 International Economic Review. 39 763-788

  9. Hamilton, J.D A new approach to the economic analysis of non-stationary time series and the business cycle. 1989 Econometrica. 57 357-384

  10. Hamilton, J.D Specification testing in Markov-switching time series models. 1996 Journal of Econometrics. 70 127-157

  11. Hansen, B.E Erratum: the likelihood ratio test under non-standard conditions: testing the Markov trend model of GNP. 1996 Journal of Applied Econometrics. 11 195-198

  12. Hansen, B.E The likelihood ratio test under non-standard conditions: testing the Markov trend model of GNP. 1992 Journal of Applied Econometrics. 7 S61-S82
    Paper not yet in RePEc: Add citation now
  13. Krolzig, H.M Markov-Switching Vector Autoregressions. Modelling, Statistical Inference and Applications to Business Cycle Analysis. 1997 Springer: Berlin
    Paper not yet in RePEc: Add citation now

  14. Krolzig, H.M., Toro, J., 1999. A new approach to the analysis of shocks and the cycle in a model of output and employment. European University Institute. Working paper ECO, no. 99-30.

  15. Layton, A.P ; Smith, D Further on the three phases of the US business cycle. 2000 Applied Economics. 32 1133-1143

  16. OECD, 2002. An update of the OECD Composite Leading Indicators (Statistics Directorate, OECD, December 2002).
    Paper not yet in RePEc: Add citation now

  17. Sichel, D.E Inventories and the three phases of the business cycle. 1994 Journal of Business and Economic Statistics. 12 269-277

Cocites

Documents in RePEc which have cited the same bibliography

  1. intégration économique et convergence des cycles : une analyse entre le Cameroun et le Nigéria.. (2023). Fotsing, Florent Ulrich ; Awoutcha, Romuald Fernand.
    In: MPRA Paper.
    RePEc:pra:mprapa:116791.

    Full description at Econpapers || Download paper

  2. Zu rezessiven und expansiven Auswirkungen der Finanzentwicklung: empirische Beweise. (2023). NGUENA, Christian ; Kodila-Tedika, Oasis.
    In: Post-Print.
    RePEc:hal:journl:hal-04228903.

    Full description at Econpapers || Download paper

  3. The case for a loan-based euro area stability fund. (2022). Rey, Martin ; Misch, Florian.
    In: Discussion Papers.
    RePEc:stm:dpaper:20.

    Full description at Econpapers || Download paper

  4. Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

    Full description at Econpapers || Download paper

  5. Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir.
    In: Working Papers.
    RePEc:cnb:wpaper:2022/4.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Dating business cycles in France: A reference chronology.. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique ; Aviat, Antonin.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2021-33.

    Full description at Econpapers || Download paper

  8. Dating business cycles in France: a reference chronology. (2021). DIEBOLT, Claude ; Aviat, Antonin ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03373425.

    Full description at Econpapers || Download paper

  9. Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2021-15.

    Full description at Econpapers || Download paper

  10. Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2021-23.

    Full description at Econpapers || Download paper

  11. Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1152.

    Full description at Econpapers || Download paper

  12. Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin.
    In: Working Papers.
    RePEc:afc:wpaper:08-21.

    Full description at Econpapers || Download paper

  13. On Recessive and Expansionary Impact of Financial Development: Empirical Evidence. (2020). NGUENA, Christian ; Kodila-Tedika, Oasis.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:555.

    Full description at Econpapers || Download paper

  14. Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082020.

    Full description at Econpapers || Download paper

  15. A system for dating long wave phases in economic development. (2019). Gallegati, Marco.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:3:d:10.1007_s00191-019-00622-1.

    Full description at Econpapers || Download paper

  16. Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2017). Petronevich, Anna ; Kondrashov, Nikolay ; Smirnov, Sergey V.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0014-9.

    Full description at Econpapers || Download paper

  17. Wishful Bias in Predicting Us Recessions: Indirect Evidence. (2016). Smirnov, Sergey ; Avdeeva, Daria A.
    In: HSE Working papers.
    RePEc:hig:wpaper:135/ec/2016.

    Full description at Econpapers || Download paper

  18. Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2016). Smirnov, Sergey ; Petronevich, Anna ; Kondrashov, Nikolai V.
    In: HSE Working papers.
    RePEc:hig:wpaper:122/ec/2016.

    Full description at Econpapers || Download paper

  19. A World Trade Leading Index (WTLI). (2016). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier.
    In: Economics Letters.
    RePEc:eee:ecolet:v:146:y:2016:i:c:p:111-115.

    Full description at Econpapers || Download paper

  20. A World Trade Leading Index (WTLI). (2015). Ferrara, Laurent ; Barhoumi, Karim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/020.

    Full description at Econpapers || Download paper

  21. Euro introduction: Has there been a structural change? Study on 10 European Union countries. (2014). Legrand, Romain.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:136-151.

    Full description at Econpapers || Download paper

  22. Construyendo un índice coincidente de recesión: Una aplicación para la economía peruana. (2013). Morales, Daniel ; Mendoza, Liu .
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-26-03.

    Full description at Econpapers || Download paper

  23. Turning point chronology for the Euro-Zone: A Distance Plot Approach. (2013). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13025r.

    Full description at Econpapers || Download paper

  24. Constructing a real-time coincident recession index: an application to the Peruvian economy. (2012). .
    In: Working Papers.
    RePEc:rbp:wpaper:2012-020.

    Full description at Econpapers || Download paper

  25. Those Unpredictable Recessions. (2011). Smirnov, Sergey.
    In: HSE Working papers.
    RePEc:hig:wpaper:02/ec/2011.

    Full description at Econpapers || Download paper

  26. Business Cycle Synchronization: A Mediterranean Comparison. (2010). Medhioub, Imed.
    In: Working Papers.
    RePEc:erg:wpaper:527.

    Full description at Econpapers || Download paper

  27. Décrire le cycle économique en Tunisie. (2009). Elachhab, Fathi.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2009_num_189_3_7925.

    Full description at Econpapers || Download paper

  28. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area. (2009). Billio, Monica ; Guegan, Dominique ; Ferrara, Laurent ; Mazzi, Gian Luigi .
    In: Post-Print.
    RePEc:hal:journl:halshs-00423890.

    Full description at Econpapers || Download paper

  29. Testing for threshold effect in ARFIMA models: Application to US unemployment rate data. (2009). Scaillet, Olivier ; Lahiani, Amine.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:418-428.

    Full description at Econpapers || Download paper

  30. Identification of slowdowns and accelerations for the euro area economy. (2009). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7376.

    Full description at Econpapers || Download paper

  31. Forecasting Euro-area recessions using time-varying binary response models for financial.. (2009). Ferrara, Laurent ; Bellego, C..
    In: Working papers.
    RePEc:bfr:banfra:259.

    Full description at Econpapers || Download paper

  32. Identification of slowdowns and accelerations for the euro area economy.. (2009). Ferrara, Laurent ; Darné, Olivier.
    In: Working papers.
    RePEc:bfr:banfra:239.

    Full description at Econpapers || Download paper

  33. Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods. (2008). Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:ubs:wpaper:0815.

    Full description at Econpapers || Download paper

  34. Bayesian Inference on Dynamic Models with Latent Factors. (2007). Sartore, Domenico ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:ven:wpaper:2007_34.

    Full description at Econpapers || Download paper

  35. A turning point chronology for the Euro-zone. (2007). Lo Duca, Marco ; Ferrara, Laurent ; Billio, Monica ; Anas, Jacques .
    In: Working Papers.
    RePEc:ven:wpaper:2007_33.

    Full description at Econpapers || Download paper

  36. Business Cycle Analysis with Multivariate Markov Switching Models. (2007). Lo Duca, Marco ; Ferrara, Laurent ; Billio, Monica ; Anas, Jacques .
    In: Working Papers.
    RePEc:ven:wpaper:2007_32.

    Full description at Econpapers || Download paper

  37. Les marchés financiers anticipent-ils les retournements conjoncturels ?. (2006). Gautier, Erwan ; Bellone, Benoit ; Le Coent, Sebastien .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2006_num_172_1_7481.

    Full description at Econpapers || Download paper

  38. Une lecture probabiliste du cycle d’affaires américain. (2006). Bellone, Benoit .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2006_num_172_1_7480.

    Full description at Econpapers || Download paper

  39. A real-time recession indicator for the Euro area. (2006). Ferrara, Laurent.
    In: MPRA Paper.
    RePEc:pra:mprapa:4042.

    Full description at Econpapers || Download paper

  40. Real-time detection of the business cycle using SETAR models. (2006). Guegan, Dominique ; Ferrara, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00185372.

    Full description at Econpapers || Download paper

  41. Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0508017.

    Full description at Econpapers || Download paper

  42. Une lecture probabiliste du cycle d’affaires américain. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407002.

    Full description at Econpapers || Download paper

  43. Detection of the industrial business cycle using SETAR models. (2005). GUEGAN, Dominique ; Ferrara, Laurent.
    In: MPRA Paper.
    RePEc:pra:mprapa:4389.

    Full description at Econpapers || Download paper

  44. Towards a Monthly Business Cycle Chronology for the Euro Area. (2005). Monch, Emanuel .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-023.

    Full description at Econpapers || Download paper

  45. Detection of the Industrial Business Cycle using SETAR models. (2005). GUEGAN, Dominique ; Ferrara, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00201309.

    Full description at Econpapers || Download paper

  46. Detecting Turning Points with Many Predictors through Hidden Markov Models. (2004). Bellone, Benoit ; Saint-Martin, David.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407001.

    Full description at Econpapers || Download paper

  47. MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models. (2004). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0406004.

    Full description at Econpapers || Download paper

  48. A three-regime real-time indicator for the US economy. (2003). Ferrara, Laurent.
    In: Economics Letters.
    RePEc:eee:ecolet:v:81:y:2003:i:3:p:373-378.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 20:05:11 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.