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Guillaume Chevillon

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This is information that was supplied by Guillaume Chevillon in registering through RePEc. If you are Guillaume Chevillon , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Guillaume
Middle Name:
Last Name: Chevillon
Suffix:

RePEc Short-ID: pch128

Email:
Homepage: http://guillaume-chevillon.faculty.essec.edu/
Postal Address: ESSEC Business School Avenue Bernard Hirsch BP 50105 F-95021 Cergy-Pontoise cedex FRANCE
Phone: +33 1 44 18 54 36

Affiliation

(99%) ESSEC Business School
Location: Cergy-Pontoise, France
Homepage: http://www.essec.fr/
Email:
Phone:
Fax:
Postal: BP 50105, 95021 Cergy-Pontoise
Handle: RePEc:edi:essecfr (more details at EDIRC)
(1%) Centre de Recherche en Économie et Statistique (CREST)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Location: Paris, France
Homepage: http://www.crest.fr/
Email:
Phone: 01 41 17 60 81
Fax:
Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex
Handle: RePEc:edi:crestfr (more details at EDIRC)

Works

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Working papers

  1. Chevillon, Guillaume, 2013. "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers WP1320, ESSEC Research Center, ESSEC Business School.
  2. Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Post-Print hal-00870795, HAL.
  3. Guillaume Chevillon & Sophocles Mavroeidis, 2013. "Learning generates Long Memory," Post-Print hal-00661012, HAL.
  4. Chevillon, Guillaume, 2012. "Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area," ESSEC Working Papers WP1210, ESSEC Research Center, ESSEC Business School.
  5. Chevillon, Guillaume, 2007. "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers DR 07021, ESSEC Research Center, ESSEC Business School.
  6. Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
  7. Guillaume Chevillon, 2006. "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers 257, University of Oxford, Department of Economics.
  8. Guillaume Chevillon, 2005. "Direct multi-step estimation and forecasting," Documents de Travail de l'OFCE 2005-10, Observatoire Francais des Conjonctures Economiques (OFCE).
  9. Guillaume Chevillon & Xavier Timbeau, 2005. "Impact de l’appréciation de l’euro sur le secteur du tourisme," Documents de Travail de l'OFCE 2005-18, Observatoire Francais des Conjonctures Economiques (OFCE).
  10. Guillaume Chevillon, 2005. "Économétrie de la prévision," Documents de Travail de l'OFCE 2005-11, Observatoire Francais des Conjonctures Economiques (OFCE).
  11. Guillaume Chevillon & Christine Rifflart, 2004. "Brouillard autour des puits de pétrole," Sciences Po publications info:hdl:2441/2478, Sciences Po.
  12. Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  13. Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
  14. Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Documents de Travail de l'OFCE 2004-13, Observatoire Francais des Conjonctures Economiques (OFCE).

Articles

  1. Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
  2. Chevillon, Guillaume, 2009. "Multi-step forecasting in emerging economies: An investigation of the South African GDP," International Journal of Forecasting, Elsevier, vol. 25(3), pages 602-628, July.
  3. Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
  4. Guillaume Chevillon, 2007. "Direct Multi-Step Estimation And Forecasting," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 746-785, 09.
  5. Guillaume Chevillon & Xavier Timbeau, 2006. "L'impact du taux de change sur le tourisme en France," Revue de l'OFCE, Presses de Sciences-Po, vol. 98(3), pages 167-181.
  6. Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
  7. Guillaume Chevillon, 2005. "Analyse économétrique et compréhension des erreurs de prévision," Revue de l'OFCE, Presses de Sciences-Po, vol. 95(4), pages 327-356.
  8. Edmund S. Phelps & Guillaume Chevillon, 2005. "Savoir, information et anticipations en macroéconomie," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 7-34.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2004-12-20
  2. NEP-BEC: Business Economics (1) 2007-12-08
  3. NEP-CBA: Central Banking (2) 2012-02-01 2012-02-27
  4. NEP-CMP: Computational Economics (1) 2012-02-01
  5. NEP-CSE: Economics of Strategic Management (1) 2006-01-29
  6. NEP-DGE: Dynamic General Equilibrium (2) 2012-02-01 2012-02-27
  7. NEP-ECM: Econometrics (5) 2004-07-17 2006-03-18 2007-12-15 2013-10-18 2013-12-15. Author is listed
  8. NEP-EEC: European Economics (1) 2006-01-29
  9. NEP-ENE: Energy Economics (1) 2007-12-08
  10. NEP-ENV: Environmental Economics (2) 2013-12-15 2014-01-17
  11. NEP-ETS: Econometric Time Series (6) 2004-07-11 2004-12-20 2007-12-15 2013-10-18 2013-12-15 2014-01-17. Author is listed
  12. NEP-FOR: Forecasting (2) 2006-03-18 2013-10-18
  13. NEP-MAC: Macroeconomics (2) 2004-12-20 2006-03-18
  14. NEP-MIC: Microeconomics (2) 2007-12-08 2012-02-27
  15. NEP-URE: Urban & Real Estate Economics (1) 2013-10-18

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