Laurent Ferrara

Phone. professional : 7817

Office in Paris Nanterre: G517A

Research focus : Macroéconomie Internationale, Banque et Econométrie Financière

Themes: Econométrie non-linéaire
prévision macroéconomique
cycles économiques
economie internationale

Laurent Ferrara est chef du Service des Synthèses et Études Macroéconomiques Internationales à la Banque de France et professeur associé à l’Université Paris Nanterre.

Page personnelle : https://laurent-ferrara.org/

Les cycles économiques de la France : une datation de référence

2022

Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, Denis Ferrand, Eric Heyer, Pierre-Alain Pionnier, Valérie Mignon, Laurent Ferrara

Revue Economique

High-frequency monitoring of growth at risk

2022

2022 – Vol.38 – pp.582-595

Matteo Mogliani, Laurent Ferrara, Jean-Guillaume Sahuc

International Journal of Forecasting

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

2019

2019 – Vol.42 – pp.846-875

Clément Marsilli, Laurent Ferrara

World Economy

What are the macroeconomic effects of high-frequency uncertainty shocks?

2018

2018 – Vol.33 – pp.662-678

Pierre Guérin, Laurent Ferrara

Journal of Applied Econometrics

Impact of uncertainty shocks on the global economy

2018

2018 – Vol.88 – pp.209-2011

Menzie Chinn, Raffaella Giacomini, Laurent Ferrara

Journal of International Money and Finance

Does the Great Recession imply the end of the Great Moderation? International evidence

2018

2018 – Vol.56 – pp.745-760

Amélie Charles, Olivier Darné, Laurent Ferrara

Economic Inquiry

A world trade leading index (WLTI)

2016

2016 – Vol.146 – pp.111-115

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Economics Letters

Macroeconomic forecasting during the Great Recession: the return of non-linearity?

2015

2015 – Vol.31 – pp.664-679

Massimiliano Marcellino, Matteo Mogliani, Laurent Ferrara

International Journal of Forecasting

A new monthly chronology of the US industrial cycles in the prewar economy

2015

2015 – Vol.17 – pp.3-9

Amélie Charles, Claude Diebolt, Olivier Darné, Laurent Ferrara

Journal of Financial Stability

Comparing the shapes of recoveries: France, the UK and the US

2015

2015 – Vol.44 – pp.327-335

Frederique Bec, Othman Bouabdallah, Laurent Ferrara

Economic Modelling

Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux

2014

2014 – pp.113-124

Giulia Sestieri, Laurent Ferrara

Bulletin de la Banque de France

Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,

2014

2014 – Vol.36 – pp.44-50

Clément Marsilli, Juan-Pablo Ortega, Laurent Ferrara

Economic Modelling

Forecasting business cycles

2014

2014 – Vol.30 – pp.517-519

Dick Van Dijk, Laurent Ferrara

International Journal of Forecasting

The way out of recessions: Evidence from a bounce-back augmented threshold regression

2014

2014 – Vol.30 – pp.539-549

Frederique Bec, Othman Bouabdallah, Laurent Ferrara

International Journal of Forecasting

Explaining US employment growth after the Great Recession: the role of output-employment non-linearities

2014

2014 – Vol.42 – pp.118-129

Menzie Chinn, Valérie Mignon, Laurent Ferrara

Journal of Macroeconomics

Dynamic factor models: A review of the literature

2013

2013 – Vol.2 – pp.73-107

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Journal of Business Cycle Measurement and Analysis

Evaluation of regime switching models for real-time business cycle analysis of the euro area

2013

2013 – Vol.32 – pp.577-586

Monica Billio, Dominique Guégan, Gian Luigi Mazzi, Laurent Ferrara

Journal of Forecasting

Une revue de la littérature des modèles à facteurs dynamiques

2013

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Economie et Prévision

Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

2013

2013 – Vol.20 – pp.233-237

Clément Marsilli, Laurent Ferrara

Applied Economics Letters

Comments on: Examining the quality of early GDP component estimates

2013

2013 – Vol.29 – pp.751-753

Laurent Ferrara

International Journal of Forecasting

Testing the number of factors: An empirical assessment for forecasting purposes

2013

2013 – Vol.75 – pp.64-79

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Oxford Bulletin of Economics and Statistics

Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy

2012

2012 – Vol.64 – pp.53-70

Karim Barhoumi, Bertrand Pluyaud, Olivier Darné, Laurent Ferrara

Bulletin of Economic Research

Macro-financial linkages and business cycles: A factor-probit approach

2012

2012 – Vol.29 – pp.1793-1797

Christophe Bellégo, Laurent Ferrara

Economic Modelling

Identification of slowdowns and accelerations for the euro area economy

2011

2011 – Vol.73 – pp.335-364

Olivier Darné, Laurent Ferrara

Oxford Bulletin of Economics and Statistics

Les variables financières sont-elles utiles pour anticiper la croissance économique ? Quelques évidences économétriques

2010

2010 – Vol.61 – pp.645-656

Laurent Ferrara

Revue Economique

Testing fractional order of long memory processes: a Monte Carlo study

2010

2010 – Vol.39 – pp.795-806

Dominique Guégan, Zhiping Lu, Laurent Ferrara

Communications in Statistics: Simulation and Computation

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

2010

2010 – Vol.29 – pp.132-144

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Journal of Forecasting

GDP nowcasting with ragged-edge data: A semi-parametric modelling

2010

2010 – Vol.29 – pp.186-199

Dominique Guégan, Patrick Rakotomarolahy, Laurent Ferrara

Journal of Forecasting

Caractérisation et datation des cycles économiques en zone euro

2009

2009 – Vol.60 – pp.703-712

Laurent Ferrara

Revue Economique

Un indicateur du cycle d’accélération pour la France

2009

Marie Adanero-Donderis, Olivier Darné, Laurent Ferrara

Economie et Prévision

A system for dating and detecting turning points in the euro area

2008

2008 – Vol.76 – pp.549-577

Jacques Anas, Monica Billio, Gian Luigi Mazzi, Laurent Ferrara

Manchester School

Business surveys modelling with Seasonal-Cyclical Long Memory models

2008

2008 – Vol.3 – pp.1-10

Dominique Guégan, Laurent Ferrara

Economics Bulletin

Point and interval nowcasts of the euro area IPI

2007

2007 – Vol.14 – pp.115-120

Laurent Ferrara

Applied Economics Letters

Detection of the industrial business cycle using SETAR models

2005

2005 – Vol.2 – pp.353-372

Dominique Guégan, Laurent Ferrara

Journal of Business Cycle Measurement and Analysis

Un outil d’évaluation de la localisation des entreprises industrielles

2004

2004 – pp.91-112

Alain Henriot, Laurent Ferrara

International Economics

Turning points detection: The ABCD approach and two probabilistic indicators

2004

Jacques Anas, Laurent Ferrara

Journal of Business Cycle Measurement and Analysis

A three-regime real-time indicator for the US economy

2003

2003 – Vol.81 – pp.373-378

Laurent Ferrara

Economics Letters

Forecasting with k-factor Gegenbauer processes: Theory and applications

2001

2001 – Vol.20 – pp.581-601

Dominique Guégan, Laurent Ferrara

Journal of Forecasting

Impact of uncertainty shocks on the global economy

2017

Menzie Chinn, Raffaella Giacomini, Laurent Ferrara

Journal of International Money and Finance

Forecasting business cycles

2014

2014 – Vol.30

Dick Van Dijk, Laurent Ferrara

International Journal of Forecasting

A turning point chronology for the Euro-zone classical and growth cycle

2007

Jacques Anas, Monica Billio, Marco Lo Duca, Laurent Ferrara

Growth and Cycle in the Euro-zone

Palgrave-MacMillan

Gian Luigi, Mazzi;Giovanni, Savio

Euro-zone business cycle analysis with multivariate Markov-Switching models

2007

Jacques Anas, Monica Billio, Marco Lo Duca, Laurent Ferrara

Growth and Cycle in the Euro-zone

Palgrave-MacMillan

Gian Luigi, Mazzi;Giovanni, Savio

Comparison of parameter estimation methods in cyclical long memory time series

2001

Dominique Guégan, Laurent Ferrara

Developments in Forecast Combination and Portfolio Choice

Wiley

C.,Dunis; J.,Moody;A.,Timmermann

Forecasting financial time series with generalized long memory processes

2000

Dominique Guégan, Laurent Ferrara

Advances in Quantitative Asset Management

Kluwer

C.,Dunis; J.,Moody;A.,Timmermann

Analyser les Séries Chronologiques avec S-Plus

2002

Dominique Guégan, Laurent Ferrara

Presses Universitaires de Rennes

International Macroeconomics in the wake of the Global Financial Crisis

2018

Ignacio Hernando, Daniela Marconi, Laurent Ferrara

Springer

A World Trade Leading Index (WTLI)

2015

Karim Barhoumi, Laurent Ferrara

What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?

2015

Pierre Guérin, Laurent Ferrara

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

2014

Clément Marsilli, Laurent Ferrara

Does the Great Recession imply the end of the Great Moderation? International evidence

2014

Amélie Charles, Olivier Darné, Laurent Ferrara

Forecasting growth during the Great Recession: is financial volatility the missing ingredient?

2013

Clément Marsilli, Juan-Pablo Ortega, Laurent Ferrara

Une revue de la littérature des modèles à facteurs dynamiques

2013

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Macroeconomic forecasting during the Great Recession: The return of non-linearity?

2013

Massimiliano Marcellino, Matteo Mogliani, Laurent Ferrara

Post-recession US employment through the lens of a non-linear Okun’s law

2013

Menzie Chinn, Valérie Mignon, Laurent Ferrara

Post-recession US employment through the lens of a non-linear Okun’s law

2013

Menzie Chinn, Valérie Mignon, Laurent Ferrara

Post-recession US employment through the lens of a non-linear Okun’s law

2013

Menzie Chinn, Valérie Mignon, Laurent Ferrara

Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

2012

Clément Marsilli, Laurent Ferrara

The European way out of recessions

2012

Frederique Bec, Othman Bouabdallah, Laurent Ferrara

1. Macroeconomic forecasting during the Great Recession: The return of non-linearity?

2012

Massimiliano Marcellino, Matteo Mogliani, Laurent Ferrara

Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

2012

Clément Marsilli, Laurent Ferrara

The possible shapes of recovery in Markov-Switching models

2011

Frederique Bec, Othman Bouabdallah, Laurent Ferrara

A new monthly chronology of the US industrial cycles in the prewar economy

2011

Amélie Charles, Claude Diebolt, Olivier Darné, Laurent Ferrara

A factor-augmented probit model for business cycle analysis

2010

Christophe Bellégo, Laurent Ferrara

Common business and housing markets cycles in the euro area from a multivariate decomposition

2010

Siem Jan Koopman, Laurent Ferrara

Forecasting euro area recessions using time-varying binary response models for financial variables

2009

Christophe Bellégo, Laurent Ferrara

Identification of slowdowns and accelerations in the Euro area

2009

Olivier Darné, Laurent Ferrara

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

2009

Olivier Vigna, Laurent Ferrara

Housing cycles in the major euro area countries

2009

Luis Alvarez, Guido Bulligan, Alberto Cabrero, Harald Stahl, Laurent Ferrara

A non-parametric method to assess the conditional nowcasted distribution of the Euro area IPI

2008

Thomas Raffinot, Laurent Ferrara

Testing fractional order of long memory processes : A Monte-Carlo study

2008

Dominique Guégan, Zhiping Lu, Laurent Ferrara

A turning point chronology for the Euro-zone classical and growth cycles

2007

Jacques Anas, Monica Billio, Marco Lo Duca, Laurent Ferrara

Business cycle analysis with multivariate Markov-Switching models

2007

Jacques Anas, Monica Billio, Marco Lo Duca, Laurent Ferrara

La compétitivité hors prix des biens sur le marché européen, in “Evolution Récente du Commerce Extérieur Français”

2006

2006 – Décembre

Laurent Ferrara

Décembre

CAE

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2017

2017 – 30 Juin

Bertrand Candelon, Laurent Ferrara, Marc Joëts

30 Juin

Bank of Japan Seminar

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2017

2017 – 9 Mai

Bertrand Candelon, Laurent Ferrara, Marc Joëts

9 Mai

Seminaire Banque de France

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2017

2017 – 26-29 Juin

Bertrand Candelon, Laurent Ferrara, Marc Joëts

26-29 Juin

International Association of Applied Econometrics

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2017

2017 – 30-31 Mars

Bertrand Candelon, Laurent Ferrara, Marc Joëts

30-31 Mars

25th Symposium of the Society for Nonlinear Dynamics and Econometrics

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2017

2017 – 1-2 Juin

Bertrand Candelon, Laurent Ferrara, Marc Joëts

1-2 Juin

3rd International Workshop on “Financial Markets and Nonlinear Dynamics

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2016

2016 – 25 Septembre

Bertrand Candelon, Laurent Ferrara, Marc Joëts

25 Septembre

Seminaire Banque de France

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2016

2016 – 25 Novembre

Bertrand Candelon, Laurent Ferrara, Marc Joëts

25 Novembre

2nd BdF-BoE International Macroeconomics Workshop

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2016

2016 – 17-18 Novembre

Bertrand Candelon, Laurent Ferrara, Marc Joëts

17-18 Novembre

14th Emerging Markets Workshop Banco de Espana

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

2016

2016 – 12-14 Octobre

Bertrand Candelon, Laurent Ferrara, Marc Joëts

12-14 Octobre

Kent University Seminar

Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel

Joint research unit 7235

Laurent Ferrara

Phone. professional : 7817

Office in Paris Nanterre: G517A

Research focus : Macroéconomie Internationale, Banque et Econométrie Financière

Themes: Econométrie non-linéaire prévision macroéconomique cycles économiques economie internationale

Les cycles économiques de la France : une datation de référence

2022

2022

Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, Denis Ferrand, Eric Heyer, Pierre-Alain Pionnier, Valérie Mignon, Laurent Ferrara

Revue Economique

High-frequency monitoring of growth at risk

2022

2022 – Vol.38 – pp.582-595

Matteo Mogliani, Laurent Ferrara, Jean-Guillaume Sahuc

International Journal of Forecasting

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

2019

2019 – Vol.42 – pp.846-875

Clément Marsilli, Laurent Ferrara

World Economy

What are the macroeconomic effects of high-frequency uncertainty shocks?

2018

2018 – Vol.33 – pp.662-678

Pierre Guérin, Laurent Ferrara

Journal of Applied Econometrics

Impact of uncertainty shocks on the global economy

2018

2018 – Vol.88 – pp.209-2011

Menzie Chinn, Raffaella Giacomini, Laurent Ferrara

Journal of International Money and Finance

Does the Great Recession imply the end of the Great Moderation? International evidence

2018

2018 – Vol.56 – pp.745-760

Amélie Charles, Olivier Darné, Laurent Ferrara

Economic Inquiry

A world trade leading index (WLTI)

2016

2016 – Vol.146 – pp.111-115

Karim Barhoumi, Olivier Darné, Laurent Ferrara

Economics Letters

Macroeconomic forecasting during the Great Recession: the return of non-linearity?

2015

2015 – Vol.31 – pp.664-679

Massimiliano Marcellino, Matteo Mogliani, Laurent Ferrara

International Journal of Forecasting

A new monthly chronology of the US industrial cycles in the prewar economy

2015

2015 – Vol.17 – pp.3-9

Amélie Charles, Claude Diebolt, Olivier Darné, Laurent Ferrara

Journal of Financial Stability

Comparing the shapes of recoveries: France, the UK and the US

2015

2015 – Vol.44 – pp.327-335

Frederique Bec, Othman Bouabdallah, Laurent Ferrara

Economic Modelling

Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux

2014

2014 – pp.113-124

Giulia Sestieri, Laurent Ferrara

Bulletin de la Banque de France

Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,

2014

2014 – Vol.36 – pp.44-50

Clément Marsilli, Juan-Pablo Ortega, Laurent Ferrara

Economic Modelling

Forecasting business cycles

2014

2014 – Vol.30 – pp.517-519

Dick Van Dijk, Laurent Ferrara

International Journal of Forecasting

The way out of recessions: Evidence from a bounce-back augmented threshold regression

2014

2014 – Vol.30 – pp.539-549

Frederique Bec, Othman Bouabdallah, Laurent Ferrara

International Journal of Forecasting

Explaining US employment growth after the Great Recession: the role of output-employment non-linearities

2014

2014 – Vol.42 – pp.118-129

Menzie Chinn, Valérie Mignon, Laurent Ferrara

Themes: Econométrie non-linéaire
prévision macroéconomique
cycles économiques
economie internationale