Pierre Guérin - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2011

Title Other author(s)

Markov-switching three-pass regression filter

Bank of Spain Working Papers [View] (Paper: 1748, 28.12.2017)

JEL: C22, C23, C53

Monetary policy, stock market and sectoral comovement

Bank of Spain Working Papers [View] (Paper: 1731, 18.08.2017)

JEL: C32, E44, G12

Model averaging in Markov-Switching models: predicting national recessions with regional data

Bank of Spain Working Papers [View] (Paper: 1727, 28.07.2017)

JEL: C53, E32, E37

Markov-Switching Three-Pass Regression Filter

Bank of Canada Working papers [View] (Paper: 2017-13, 21.04.2017)

JEL: C22, C23, C53

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

Using low frequency information for predicting high frequency variables

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 13/2015, 29.10.2015)

JEL: C53, E37

Characterizing very high uncertainty episodes

European Central Bank Working papers [View] (Paper: 1637, 19.02.2014)

Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination,

European Central Bank Working papers [View] (Paper: 1384, 05.10.2011)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2011