Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. Kent University Seminar , 2016, Canterbury, Unknown Region. ⟨hal-01667088⟩
Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. 2nd BdF-BoE International Macroeconomics Workshop , 2016, London, Unknown Region. ⟨hal-01667099⟩
Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani. Macroeconomic forecasting during the Great Recession: the return of non-linearity?. International Journal of Forecasting, 2015, 31, pp.664-679. ⟨hal-01635951⟩
Amélie Charles, Olivier Darné, Claude Diebolt, Laurent Ferrara. A new monthly chronology of the US industrial cycles in the prewar economy. Journal of Financial Stability, 2015, 17, pp.3-9. ⟨10.1016/j.jfs.2014.06.002⟩. ⟨hal-01146800v2⟩
Laurent Ferrara, Pierre Guérin. What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. 2015. ⟨hal-04141416⟩
Frederique Bec, Othman Bouabdallah, Laurent Ferrara. Comparing the shapes of recoveries: France, the UK and the US. Economic Modelling, 2015, 44, pp.327 - 335. ⟨hal-01385943⟩
Amélie Charles, Olivier Darné, Laurent Ferrara. Does the Great Recession imply the end of the Great Moderation? International evidence. 2014. ⟨hal-00952951⟩
Laurent Ferrara, Giulia Sestieri. Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux. Bulletin de la Banque de France, 2014, pp.113 - 124. ⟨hal-01386070⟩
Laurent Ferrara, Dick van Dijk (Dir.). Forecasting business cycles. International Journal of Forecasting, 30, 2014. ⟨hal-01411493⟩
Laurent Ferrara, Dick van Dijk. Forecasting business cycles. International Journal of Forecasting, 2014, 30, pp.517 - 519. ⟨hal-01385942⟩
Frederique Bec, Othman Bouabdallah, Laurent Ferrara. The way out of recessions: Evidence from a bounce-back augmented threshold regression. International Journal of Forecasting, 2014, 30, pp.539 - 549. ⟨hal-01385875⟩
Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,. Economic Modelling, 2014, 36, pp.44 - 50. ⟨hal-01385941⟩
Amélie Charles, Olivier Darné, Laurent Ferrara. Does the Great Recession imply the end of the Great Moderation? International evidence. 2014. ⟨hal-04141344⟩
Menzie Chinn, Laurent Ferrara, Valérie Mignon. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities. Journal of Macroeconomics, 2014, 42, pp.118 - 129. ⟨hal-01385949⟩
Monica Billio, Laurent Ferrara, Dominique Guegan, Gian Luigi Mazzi. Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area. Journal of Forecasting, 2013, 32 (72, numéro spécial "Modes de gestion des restructurations"), pp.577-586. ⟨10.1002/for.2260⟩. ⟨hal-00965005⟩
Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega. Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?. 2013. ⟨hal-04141198⟩
Karim Barhoumi, Olivier Darné, Laurent Ferrara. Testing the number of factors: An empirical assessment for forecasting purposes. Oxford Bulletin of Economics and Statistics, 2013, 75, pp.64 - 79. ⟨hal-01385876⟩
Karim Barhoumi, Olivier Darné, Laurent Ferrara. Dynamic factor models: A review of the literature. Journal of Business Cycle Measurement and Analysis, 2013, 2, pp.73 - 107. ⟨10.1787/jbcma-2013-5jz417f7b7nv⟩. ⟨hal-01385974⟩
Menzie Chinn, Laurent Ferrara, Valérie Mignon. Post-recession US employment through the lens of a non-linear Okun’s law. 2013. ⟨hal-04141207⟩
Laurent Ferrara. Comments on: Examining the quality of early GDP component estimates. International Journal of Forecasting, 2013, 29, pp.751 - 753. ⟨hal-01385874⟩
Menzie Chinn, Laurent Ferrara, Valérie Mignon. Post-recession US employment through the lens of a non-linear Okun. International Symposium Forecasting (ISF), 2013, Seoul, South Korea. ⟨hal-01386100⟩
Laurent Ferrara, Clément Marsilli. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession. Applied Economics Letters, 2013, 20 (3), pp.233 - 237. ⟨10.1080/13504851.2012.689099⟩. ⟨hal-01385844⟩
Karim Barhoumi, Olivier Darné, Laurent Ferrara. Une revue de la littérature des modèles à facteurs dynamiques. Počítačová podpora v archeologii, 2013. ⟨hal-01385940⟩
Karim Barhoumi, Olivier Darné, Laurent Ferrara. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose. Oxford Bulletin of Economics and Statistics, 2012, 75 (1), pp.64-79. ⟨10.1111/obes.12010⟩. ⟨hal-04344628⟩
Laurent Ferrara, Clément Marsilli. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession. 2012. ⟨hal-04141077⟩
Karim Barhoumi, Olivier Darné, Laurent Ferrara, Bertrand Pluyaud. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy. Bulletin of Economic Research, 2012, 64, pp.53 - 70. ⟨hal-01385807⟩
Christophe Bellégo, Laurent Ferrara. Macro-financial linkages and business cycles: A factor-probit approach. Economic Modelling, 2012, 29, pp.1793 - 1797. ⟨hal-01385846⟩
Amélie Charles, Olivier Darné, Claude Diebolt, Laurent Ferrara. A new monthly chronology of the US industrial cycles in the prewar economy. 2011. ⟨hal-04140957⟩
Christophe Bellégo, Laurent Ferrara. A factor-augmented probit model for business cycle analysis. 2010. ⟨hal-04140915⟩
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