Laurent Ferrara
Laurent Ferrara
Head of International Macro Division, Banque de France
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Title
Cited by
Cited by
Year
Are disaggregate data useful for factor analysis in forecasting French GDP?
K Barhoumi, O Darné, L Ferrara
Journal of Forecasting 29 (1‐2), 132-144, 2010
952010
Forecasting with k‐factor Gegenbauer Processes: Theory and Applications
L Ferrara, D Guégan
Journal of Forecasting 20 (8), 581-601, 2001
812001
A system for dating and detecting turning points in the euro area
J Anas, M Billio, L Ferrara, GL Mazzi
The Manchester School 76 (5), 549-577, 2008
742008
A three-regime real-time indicator for the US economy
L Ferrara
Economics Letters 81 (3), 373-378, 2003
722003
Detecting cyclical turning points: the ABCD approach and two probabilistic indicators
J Anas, L Ferrara
Journal of Business Cycle Measurement and Analysis 2004 (2), 193-225, 2004
642004
A turning point chronology for the Euro-zone
J Anas, M Billio, L Ferrara, M LoDuca
Growth and Cycle in the Euro zone, GL Mazzi and G. Savio (eds.), 261-274, 2007
572007
Macroeconomic forecasting during the Great Recession: The return of non-linearity?
L Ferrara, M Marcellino, M Mogliani
International Journal of Forecasting 31 (3), 664-679, 2015
502015
Monthly GDP forecasting using bridge models: Application for the French economy
K Barhoumi, O Darné, L Ferrara, B Pluyaud
Bulletin of Economic Research 64, s53-s70, 2012
482012
Explaining the recent slump in investment: the role of expected demand and uncertainty
M Bussiere, L Ferrara, J Milovich
Banque de France working paper, 2015
402015
Business cycle analysis with multivariate Markov switching models
J Anas, M Billio, L Ferrara, ML Duca
Growth and Cycle in the Eurozone, 249-260, 2004
392004
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
L Ferrara, C Marsilli
Applied Economics Letters 20 (3), 233-237, 2013
362013
Understanding the weakness in global trade-What is the new normal?
B Cabrillac, A Al-Haschimi, O Babecká Kucharčuková, A Borin, ...
352016
What are the macroeconomic effects of high‐frequency uncertainty shocks?
L Ferrara, P Guérin
Journal of Applied Econometrics 33 (5), 662-679, 2018
342018
Identification of slowdowns and accelerations for the euro area economy
O Darné, L Ferrara
Oxford Bulletin of Economics and Statistics 73 (3), 335-364, 2011
342011
Housing cycles in the major euro area countries
LJ Alvarez, G Bulligan, A Cabrero, L Ferrara, H Stahl
Housing markets in Europe, 85-103, 2010
342010
Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
L Ferrara, C Marsilli, JP Ortega
Economic Modelling 36, 44-50, 2014
322014
Dynamic factor models: A review of the literature
K Barhoumi, O Darné, L Ferrara
Available at SSRN 2291459, 2013
312013
Common factors of commodity prices
S Delle Chiaie, L Ferrara, D Giannone
ECB working paper, 2017
302017
Comparison of parameter estimation methods in cyclical long memory time series
L Ferrara, D Guegan
Developments in forecast combination and portfolio choice, 179-195, 2001
302001
A comparative assessment of parametric and non parametric turning points detection methods: the case of the euro-zone economy
J Anas, L Ferrara
EUROSTAT Colloquium, Modern Tools for Business Cycle Analysis, 2002
292002
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