Laurent Ferrara

Tél. professionnel : 7817

Bureau à Paris Nanterre : G517A

Axe de recherche : Macroéconomie Internationale, Banque et Econométrie Financière

Thèmes : 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.

2022-24 Commodity currencies revisited: The role of global commodity price uncertainty

Laurent Ferrara, Aikaterina Karadimitropoulou, Athanasios Triantafyllou, Theodora Bermpei

2021-23 Dating business cycles in France: A reference chronology

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

2021-22 Les cycles économiques de la France : une datation de référence

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

2020-11 When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage

Laurent Ferrara, Anna Simoni

2018-02 Global Financial interconnectedness: A non-linear assessment of the uncertainty channel

Bertrand Candelon, Laurent Ferrara, Marc Joëts

2015-12 What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?

Laurent Ferrara, Pierre Guérin

2014-21 Does the Great Recession imply the end of the Great Moderation? International evidence

Amélie Charles, Olivier Darné, Laurent Ferrara

2013-19 Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?

Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega

2013-12 Post-recession US employment through the lens of a non-linear Okun’s law

Menzie Chinn, Laurent Ferrara, Valérie Mignon

2012-19 Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

Laurent Ferrara, Clément Marsilli

2011-27 A new monthly chronology of the US industrial cycles in the prewar economy

Amélie Charles, Olivier Darné, Claude Diebolt, Laurent Ferrara

2010-14 A factor-augmented probit model for business cycle analysis

Christophe Bellégo, Laurent Ferrara

Les cycles économiques de la France : une datation de référence

2023

2023 – Vol.74 – pp.5-52

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

Revue Economique

High-frequency monitoring of growth at risk

2022

2022 – Vol.38 – pp.582-595

Jean-Guillaume Sahuc, Matteo Mogliani, Laurent Ferrara

International Journal of Forecasting

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

2019

2019 – Vol.42 – pp.846-875

Laurent Ferrara, Clément Marsilli

World Economy

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

2018

2018 – Vol.33 – pp.662-678

Laurent Ferrara, Pierre Guérin

Journal of Applied Econometrics

Impact of uncertainty shocks on the global economy

2018

2018 – Vol.88 – pp.209-2011

Laurent Ferrara, Menzie Chinn, Raffaella Giacomini

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

Laurent Ferrara, Olivier Darné, Amélie Charles

Economic Inquiry

A world trade leading index (WLTI)

2016

2016 – Vol.146 – pp.111-115

Laurent Ferrara, Olivier Darné, Karim Barhoumi

Economics Letters

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

2015

2015 – Vol.31 – pp.664-679

Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani

International Journal of Forecasting

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

2015

2015 – Vol.17 – pp.3-9

Olivier Darné, Amélie Charles, Claude Diebolt, Laurent Ferrara

Journal of Financial Stability

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

2015

2015 – Vol.44 – pp.327-335

Laurent Ferrara, Othman Bouabdallah, Frederique Bec

Economic Modelling

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

2014

2014 – pp.113-124

Laurent Ferrara, Giulia Sestieri

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

Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega

Economic Modelling

Forecasting business cycles

2014

2014 – Vol.30 – pp.517-519

Laurent Ferrara, Dick Van Dijk

International Journal of Forecasting

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

2014

2014 – Vol.30 – pp.539-549

Laurent Ferrara, Othman Bouabdallah, Frederique Bec

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

Valérie Mignon, Laurent Ferrara, Menzie Chinn

Journal of Macroeconomics

Dynamic factor models: A review of the literature

2013

2013 – Vol.2 – pp.73-107

Olivier Darné, Laurent Ferrara, Karim Barhoumi

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

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

Journal of Forecasting

Une revue de la littérature des modèles à facteurs dynamiques

2013

Olivier Darné, Laurent Ferrara, Karim Barhoumi

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

Laurent Ferrara, Clément Marsilli

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

Olivier Darné, Laurent Ferrara, Karim Barhoumi

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

Olivier Darné, Laurent Ferrara, Karim Barhoumi, Bertrand Pluyaud

Bulletin of Economic Research

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

2012

2012 – Vol.29 – pp.1793-1797

Laurent Ferrara, Christophe Bellégo

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

Laurent Ferrara, Dominique Guégan, Zhiping Lu

Communications in Statistics: Simulation and Computation

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

2010

2010 – Vol.29 – pp.132-144

Olivier Darné, Laurent Ferrara, Karim Barhoumi

Journal of Forecasting

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

2010

2010 – Vol.29 – pp.186-199

Laurent Ferrara, Dominique Guégan, Patrick Rakotomarolahy

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

Olivier Darné, Laurent Ferrara, Marie Adanero-Donderis

Economie et Prévision

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

2008

2008 – Vol.76 – pp.549-577

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

Manchester School

Business surveys modelling with Seasonal-Cyclical Long Memory models

2008

2008 – Vol.3 – pp.1-10

Laurent Ferrara, Dominique Guégan

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

Laurent Ferrara, Dominique Guégan

Journal of Business Cycle Measurement and Analysis

Un outil d’évaluation de la localisation des entreprises industrielles

2004

2004 – pp.91-112

Laurent Ferrara, Alain Henriot

International Economics

Turning points detection: The ABCD approach and two probabilistic indicators

2004

Laurent Ferrara, Jacques Anas

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

Laurent Ferrara, Dominique Guégan

Journal of Forecasting

Impact of uncertainty shocks on the global economy

2017

Laurent Ferrara, Menzie Chinn, Raffaella Giacomini

Journal of International Money and Finance

Forecasting business cycles

2014

2014 – Vol.30

Laurent Ferrara, Dick Van Dijk

International Journal of Forecasting

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

2007

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

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

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

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

Laurent Ferrara, Dominique Guégan

Developments in Forecast Combination and Portfolio Choice

Wiley

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

Forecasting financial time series with generalized long memory processes

2000

Laurent Ferrara, Dominique Guégan

Advances in Quantitative Asset Management

Kluwer

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

Analyser les Séries Chronologiques avec S-Plus

2002

Laurent Ferrara, Dominique Guégan

Presses Universitaires de Rennes

International Macroeconomics in the wake of the Global Financial Crisis

2018

Laurent Ferrara, Daniela Marconi, Ignacio Hernando

Springer

A World Trade Leading Index (WTLI)

2015

Laurent Ferrara, Karim Barhoumi

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

2015

Laurent Ferrara, Pierre Guérin

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

2014

Laurent Ferrara, Clément Marsilli

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

2014

Olivier Darné, Amélie Charles, Laurent Ferrara

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

2013

Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega

Une revue de la littérature des modèles à facteurs dynamiques

2013

Olivier Darné, Laurent Ferrara, Karim Barhoumi

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

2013

Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani

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

2013

Valérie Mignon, Laurent Ferrara, Menzie Chinn

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

2013

Valérie Mignon, Laurent Ferrara, Menzie Chinn

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

2013

Valérie Mignon, Laurent Ferrara, Menzie Chinn

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

2012

Laurent Ferrara, Clément Marsilli

The European way out of recessions

2012

Laurent Ferrara, Othman Bouabdallah, Frederique Bec

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

2012

Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani

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

2012

Laurent Ferrara, Clément Marsilli

The possible shapes of recovery in Markov-Switching models

2011

Laurent Ferrara, Othman Bouabdallah, Frederique Bec

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

2011

Olivier Darné, Amélie Charles, Claude Diebolt, Laurent Ferrara

A factor-augmented probit model for business cycle analysis

2010

Laurent Ferrara, Christophe Bellégo

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

2010

Laurent Ferrara, Siem Jan Koopman

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

2009

Laurent Ferrara, Christophe Bellégo

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

Laurent Ferrara, Olivier Vigna

Housing cycles in the major euro area countries

2009

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

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

2008

Laurent Ferrara, Thomas Raffinot

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

2008

Laurent Ferrara, Dominique Guégan, Zhiping Lu

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

2007

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

Business cycle analysis with multivariate Markov-Switching models

2007

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

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

Unité mixte de recherche 7235

Laurent Ferrara

Tél. professionnel : 7817

Bureau à Paris Nanterre : G517A

Axe de recherche : Macroéconomie Internationale, Banque et Econométrie Financière

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

2022-24 Commodity currencies revisited: The role of global commodity price uncertainty

Laurent Ferrara, Aikaterina Karadimitropoulou, Athanasios Triantafyllou, Theodora Bermpei

2021-23 Dating business cycles in France: A reference chronology

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

2021-22 Les cycles économiques de la France : une datation de référence

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

2020-11 When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage

Laurent Ferrara, Anna Simoni

2018-02 Global Financial interconnectedness: A non-linear assessment of the uncertainty channel

Bertrand Candelon, Laurent Ferrara, Marc Joëts

2015-12 What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?

Laurent Ferrara, Pierre Guérin

2014-21 Does the Great Recession imply the end of the Great Moderation? International evidence

Amélie Charles, Olivier Darné, Laurent Ferrara

2013-19 Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?

Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega

2013-12 Post-recession US employment through the lens of a non-linear Okun’s law

Menzie Chinn, Laurent Ferrara, Valérie Mignon

2012-19 Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

Laurent Ferrara, Clément Marsilli

2011-27 A new monthly chronology of the US industrial cycles in the prewar economy

Amélie Charles, Olivier Darné, Claude Diebolt, Laurent Ferrara

2010-14 A factor-augmented probit model for business cycle analysis

Christophe Bellégo, Laurent Ferrara

Les cycles économiques de la France : une datation de référence

2023

2023 – Vol.74 – pp.5-52

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

Revue Economique

High-frequency monitoring of growth at risk

2022

2022 – Vol.38 – pp.582-595

Jean-Guillaume Sahuc, Matteo Mogliani, Laurent Ferrara

International Journal of Forecasting

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

2019

2019 – Vol.42 – pp.846-875

Laurent Ferrara, Clément Marsilli

World Economy

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

2018

2018 – Vol.33 – pp.662-678

Laurent Ferrara, Pierre Guérin

Journal of Applied Econometrics

Impact of uncertainty shocks on the global economy

2018

2018 – Vol.88 – pp.209-2011

Laurent Ferrara, Menzie Chinn, Raffaella Giacomini

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

Laurent Ferrara, Olivier Darné, Amélie Charles

Economic Inquiry

A world trade leading index (WLTI)

2016

2016 – Vol.146 – pp.111-115

Laurent Ferrara, Olivier Darné, Karim Barhoumi

Economics Letters

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

2015

2015 – Vol.31 – pp.664-679

Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani

International Journal of Forecasting

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

2015

2015 – Vol.17 – pp.3-9

Olivier Darné, Amélie Charles, Claude Diebolt, Laurent Ferrara

Journal of Financial Stability

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

2015

2015 – Vol.44 – pp.327-335

Laurent Ferrara, Othman Bouabdallah, Frederique Bec

Economic Modelling

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