Photo Laurent Ferrara

LAURENT FERRARA

MAÎTRE DE CONFÉRENCES AVEC HDR

Thèmes de recherche

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

Axe de recherche

    Macroéconomie internationale, finance, matières premières et économétrie financière

HAL science ouverte

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⟩

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

2024

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

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

link 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⟩

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

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⟩

link 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⟩

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

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⟩

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

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⟩

link 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⟩

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

2016

Bertrand Candelon, Laurent Ferrara, Marc Joëts. Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel. Seminaire Banque de France , 2016, Paris, Unknown Region. ⟨hal-01667093⟩

link https://hal.science/hal-01667093v1

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⟩

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

2016

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

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

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