Photo Laurent Ferrara

LAURENT FERRARA

MAÎTRE DE CONFÉRENCES AVEC HDR

Research interests

  • arrow_right Econométrie non-linéaire
  • arrow_right Prévision macroéconomique
  • arrow_right Cycles économiques
  • arrow_right Economie internationale

Research group

    Macroéconomie internationale, finance, matières premières et économétrie financière

Contact


2024

Laurent Ferrara, Valérie Mignon. Définitions et typologie des cycles économiques. Economica. Les cycles économiques : une analyse empirique, Economica, 2024, Corpus Economie. ⟨hal-04738337⟩

https://hal.science/hal-04738337v1

2024

Laurent Ferrara, Valérie Mignon. Les cycles économiques : une analyse empirique. Economica. Economica, 2024, Corpus Economie. ⟨hal-04737918⟩

https://hal.science/hal-04737918v1

2024

Antonin Aviat, Frederique Bec, Emmanuel Bétry, Claude Diebolt, Catherine Doz, et al.. La datation des cycles par le CDCEF : résultats des approches économétriques. Economica. Les cycles économiques : une analyse empirique, Economica, 2024, Corpus Economie, 978-2-7178-7300-9. ⟨hal-04738366⟩

https://hal.science/hal-04738366v1

2024

Antonin Aviat, Frederique Bec, Emmanuel Bétry, Claude Diebolt, Catherine Doz, et al.. La datation des cycles économiques français : une revue de la littérature. Economica. Les cycles économiques : une analyse empirique, Economica, pp.79-85, 2024, Corpus Economie, 978-2717873009. ⟨hal-04738355⟩

https://hal.science/hal-04738355v1

2023

Valérie Mignon, Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, et al.. Les cycles économiques de la France : une datation de référence. Revue Economique, 2023, 74 (2023/2), pp.5-52. ⟨10.3917/reco.742.0005⟩. ⟨hal-03661598⟩

https://hal.science/hal-03661598v1

2022

Valérie Mignon, Laurent Ferrara, Denis Ferrand, Eric Heyer, Claude Diebolt, et al.. Dating business cycles in France: A reference chronology. 70e Congrès annuel de l’AFSE, 2022, Dijon, Unknown Region. ⟨hal-04435786⟩

https://hal.science/hal-04435786v1

2022

Laurent Ferrara, Aikaterina Karadimitropoulou, Athanasios Triantafyllou, Theodora Bermpei. Commodity currencies revisited: The role of global commodity price uncertainty. 2022. ⟨hal-04159791⟩

https://hal.science/hal-04159791v1

2022

Jean-Guillaume Sahuc, Matteo Mogliani, Laurent Ferrara. High-frequency monitoring of growth at risk. International Journal of Forecasting, 2022, 38, pp.582-595. ⟨hal-03361425⟩

https://hal.science/hal-03361425v1

2021

Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, Denis Ferrand, et al.. Dating business cycles in France: A reference chronology. 2021. ⟨hal-04159735⟩

https://hal.science/hal-04159735v1

2021

Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, Denis Ferrand, et al.. Les cycles économiques de la France : une datation de référence. 2021. ⟨hal-04159739⟩

https://hal.science/hal-04159739v1

2020

Catherine Doz, Laurent Ferrara, Pierre-Alain Pionnier. Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. 2020. ⟨halshs-02443364⟩

https://shs.hal.science/halshs-02443364v1

2020

Laurent Ferrara, Anna Simoni. When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. 2020. ⟨hal-04159714⟩

https://hal.science/hal-04159714v1

2020

Amélie Charles, Olivier Darné, Laurent Ferrara (Dir.). Méthodes de prévision en finance. Economica, 216 p., 2020, 978-2-7178-7098-5. ⟨hal-03711480⟩

https://nantes-universite.hal.science/hal-03711480v1

2019

Laurent Ferrara, Clément Marsilli. Nowcasting global economic growth: A factor-augmented mixed-frequency approach. The World Economy, 2019, 42 (3), pp.846-875. ⟨10.1111/twec.12708⟩. ⟨hal-01636761⟩

https://hal.science/hal-01636761v1

2018

Amélie Charles, Olivier Darné, Laurent Ferrara. Does the Great Recession imply the end of the Great Moderation? International evidence. Economic Inquiry, 2018, 56 (2), pp.745-760. ⟨10.1111/ecin.12551⟩. ⟨hal-01757081⟩

https://audencia.hal.science/hal-01757081v1

2018

Laurent Ferrara, Pierre Guérin. What are the macroeconomic effects of high-frequency uncertainty shocks?. Journal of Applied Econometrics, 2018, 33, pp.662-678. ⟨hal-02334586⟩

https://hal.science/hal-02334586v1

2018

Olivier Darné, Laurent Ferrara, Dominique Ladiray. A Brief History of Seasonal Adjustment Methods and Software Tools. Handbook on Seasonal Adjustment, eurostat, pp.69-90, 2018, Manuals and guidelines, 978-92-79-80170-9. ⟨hal-03754072⟩

https://hal.science/hal-03754072v1

2018

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. 2018. ⟨hal-04141798⟩

https://hal.science/hal-04141798v1

2018

Laurent Ferrara, Menzie Chinn, Raffaella Giacomini. Impact of uncertainty shocks on the global economy. Journal of International Money and Finance, 2018, 88, pp.209-2011. ⟨hal-01635944⟩

https://hal.science/hal-01635944v1

2018

Laurent Ferrara, Daniela Marconi, Ignacio Hernando (Dir.). International Macroeconomics in the wake of the Global Financial Crisis. Springer, 2018. ⟨hal-02334589⟩

https://hal.science/hal-02334589v1

2017

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. International Association of Applied Econometrics , 2017, Sapporo, Unknown Region. ⟨hal-01667126⟩

https://hal.science/hal-01667126v1

2017

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. 25th Symposium of the Society for Nonlinear Dynamics and Econometrics , 2017, Paris, Unknown Region. ⟨hal-01667123⟩

https://hal.science/hal-01667123v1

2017

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. Bank of Japan Seminar , 2017, Tokyo, Unknown Region. ⟨hal-01667144⟩

https://hal.science/hal-01667144v1

2017

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. Seminaire Banque de France , 2017, Paris, Unknown Region. ⟨hal-01667143⟩

https://hal.science/hal-01667143v1

2017

Laurent Ferrara, Menzie Chinn, Raffaella Giacomini (Dir.). Impact of uncertainty shocks on the global economy. Journal of International Money and Finance, 2017. ⟨hal-01636762⟩

https://hal.science/hal-01636762v1

2017

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. 3rd International Workshop on “Financial Markets and Nonlinear Dynamics , 2017, Paris, Unknown Region. ⟨hal-01667119⟩

https://hal.science/hal-01667119v1

2016

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⟩

https://hal.science/hal-01667099v1

2016

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. International Association for Applied Econometrics , 2016, Milano, Unknown Region. ⟨hal-01667074⟩

https://hal.science/hal-01667074v1

2016

Laurent Ferrara, Olivier Darné, Karim Barhoumi. A world trade leading index (WLTI). Economics Letters, 2016, 146, pp.111-115. ⟨hal-01635948⟩

https://hal.science/hal-01635948v1

2016

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. 14th Emerging Markets Workshop Banco de Espana , 2016, Madrid, Unknown Region. ⟨hal-01667097⟩

https://hal.science/hal-01667097v1

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