Laurent Ferrara - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2011 | 2010 | 2009 | 2008

Title Other author(s)

Common factors of commodity prices

European Central Bank Working papers [View] (Paper: 2112, 16.11.2017)

JEL: C51, C53, Q02

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Bank of Canada Working papers [View] (Paper: 2016-25, 26.05.2016)

JEL: C32, E32, E44

Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty

Bank of France Working Papers [View] (Paper: 571, 28.09.2015)

JEL: C23, D84, E22

Nowcasting global economic growth: A factor-augmented mixed-frequency approach

Bank of France Working Papers [View] (Paper: 515, 17.10.2014)

JEL: C53, E37

The possible shapes of recoveries in Markov-switching models

Bank of France Working Papers [View] (Paper: Nr 321, 03.05.2011)

Common business and housing market cycles in the Euro area from a multivariate decomposition

Bank of France Working Papers [View] (Paper: Nr 275, 18.06.2010)

JEL: C13, C32, E32, R21

Housing cycles in the major euro area countries

Bank of France Working Papers [View] (Paper: Nr 269, 14.01.2010)

JEL: E32, R21, R32

Cyclical relationships between GDP and housing market in France: Facts and factors at play

Bank of France Working Papers [View] (Paper: Nr 268, 13.01.2010)

Forecasting Euro-area recessions using time-varying binary response models for financial.

Bank of France Working Papers [View] (Paper: Nr 259, 09.12.2009)

JEL: C53, E32, E44

Identification of slowdowns and accelerations for the euro area economy.

Bank of France Working Papers [View] (Paper: Nr 239, 01.07.2009)

JEL: C22, C52, E32

Are disaggregate data useful for factor analysis in forecasting French GDP?

Bank of France Working Papers [View] (Paper: Nr 232, 05.03.2009)

JEL: C13, C52, C53, F47

Business surveys modelling with Seasonal-Cyclical Long Memory models

Bank of France Working Papers [View] (Paper: Nr 224, 09.10.2008)

JEL: C22, C53, E32

Monthly forecasting of French GDP: A revised version of the OPTIM model.

Bank of France Working Papers [View] (Paper: Nr 222, 02.10.2008)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2011 | 2010 | 2009 | 2008