Marcelle Chauvet - Central Bank Research Hub

Papers by year: All | 2012 | 2005 | 2003

Title Other author(s)

A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-32, 11.05.2012)

JEL: C32, E32, E44

What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-09, 01.05.2012)

JEL: C32, E32, E44

A Comparison of the Real-Time Performance of Business Cycle Dating Methods

St Louis Fed Working Papers [View] (Paper: 2005-021, 31.03.2005)

JEL: C22, E32

Identifying Business Cycle Turning Points in Real Time

Atlanta Fed Working papers [View] (Paper: 2002-27, 31.01.2003)

JEL: C32, C50, E3

Forecasting Brazilian Output in the Presence of Breaks: A Comparison of Linear and Nonlinear Models

Atlanta Fed Working papers [View] (Paper: 2002-28, 31.01.2003)

JEL: C32, E32

Papers by year: All | 2012 | 2005 | 2003