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Information about:
Marcelle Chauvet

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

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Personal Details

First Name: Marcelle
Middle Name:
Last Name: Chauvet
Suffix:

RePEc Short-ID: pch41

Email:
Homepage: http://faculty.ucr.edu/~chauvet/mc.htm
Postal Address: Department of Economics University of California Riverside, CA 92521
Phone: (951) 827 1587

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Chauvet, Marcelle & Senyuz, Zeynep, 2008. "A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles," MPRA Paper 15076, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]

  2. Barnett, William A. & Chauvet, Marcelle, 2008. "The End of the Great Moderation?," MPRA Paper 11642, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  3. Barnett, William A. & Chauvet, Marcelle, 2008. "International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview," MPRA Paper 10242, University Library of Munich, Germany, revised 04 Sep 2008. [Downloadable!]
    Other versions:
    Published as:

  4. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]

  5. William Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2007. "Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200706, University of Kansas, Department of Economics, revised Aug 2008. [Downloadable!]
    Other versions:
    Published as:

  6. Marcelle, Chauvet & Simon, Potter, 2007. "Monitoring Business Cycles with Structural Breaks," MPRA Paper 15097, University Library of Munich, Germany, revised 31 Apr 2009. [Downloadable!]

  7. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. Marcelle Chauvet & Jeremy M. Piger, 2005. "A comparison of the real-time performance of business cycle dating methods," Working Papers 2005-021, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  9. Marcelle Chauvet & Jeremy Piger, 2002. "Identifying business cycle turning points in real time," Working Paper 2002-27, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  10. Marcelle Chauvet & Elcyon C.R. Lima & Brisne Vasquez, 2002. "Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models," Working Paper 2002-28, Federal Reserve Bank of Atlanta. [Downloadable!]

  11. Marcelle Chauvet & Simon Potter, 2001. "Forecasting recessions using the yield curve," Staff Reports 134, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  12. Marcelle Chauvet, 2001. "The Brazilian Economic Fluctuations," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 033, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]

  13. Marcelle Chauvet & Simon Potter, 2001. "Recent changes in the U.S. business cycle," Staff Reports 126, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  14. Marcelle Chauvet & Chinhui Juhn & Simon Potter, 2001. "Markov switching in disaggregate unemployment rates," Staff Reports 132, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  15. Marcelle Chauvet, 2000. "Leading Indicators of Inflation for Brazil," Working Papers Series 7, Central Bank of Brazil, Research Department. [Downloadable!]

  16. Marcelle Chauvet & Simon Potter, 1999. "Nonlinear risk," Staff Reports 61, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  17. Marcelle Chauvet & Jang-Ting Guo, 1999. "Consumers' Sunspots, Animal Spirits, and Economic Fluctuations," Computing in Economics and Finance 1999 924, Society for Computational Economics.

Articles

  1. William Barnett & Marcelle Chauvet, 2009. "International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview," Open Economies Review, Springer, vol. 20(1), pages 1-37, February. [Downloadable!] (restricted)
    Other versions:

  2. Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2009. "Measurement Error In Monetary Aggregates: A Markov Switching Factor Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 13(S2), pages 381-412, September. [Downloadable!]
    Other versions:

  3. Chauvet, Marcelle & Piger, Jeremy, 2008. "A Comparison of the Real-Time Performance of Business Cycle Dating Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 42-49, January. [Downloadable!] (restricted)
    Other versions:

  4. Marcelle Chauvet & Chengxuan Yu, 2006. "International business cycles: G7 and OECD countries," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 43-54. [Downloadable!]

  5. Marcelle Chauvet & Simon Potter, 2005. "Forecasting recessions using the yield curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 77-103. [Downloadable!]
    Other versions:

  6. Marcelle Chauvet & Fang Dong, 2004. "Leading indicators of country risk and currency crises: the Asian experience," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 25 - 37. [Downloadable!]

  7. Chauvet, Marcelle & Guo, Jang-Ting, 2003. "Sunspots, Animal Spirits, And Economic Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 7(01), pages 140-169, February. [Downloadable!]

  8. Marcelle Chauvet & Jeremy M. Piger, 2003. "Identifying business cycle turning points in real time," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 47-61. [Downloadable!]
    Other versions:

  9. Marcelle Chauvet, 2002. "The Brazilian Business and Growth Cycles," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 56(1), April. [Downloadable!]

  10. Chinhui Juhn & Simon Potter & Marcelle Chauvet, 2002. "Markov switching in disaggregate unemployment rates," Empirical Economics, Springer, vol. 27(2), pages 205-232. [Downloadable!] (restricted)
    Other versions:

  11. Chauvet, Marcelle & Potter, Simon, 2002. "Predicting a recession: evidence from the yield curve in the presence of structural breaks," Economics Letters, Elsevier, vol. 77(2), pages 245-253, October. [Downloadable!] (restricted)

  12. Chauvet, Marcelle & Potter, Simon, 2001. "Nonlinear Risk," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 621-646, September. [Downloadable!]
    Other versions:

  13. Chauvet, Marcelle & Potter, Simon, 2001. "Recent Changes in the US Business Cycle," Manchester School, University of Manchester, vol. 69(5), pages 481-508, Special I. [Downloadable!] (restricted)
    Other versions:

  14. Chauvet, Marcelle & Potter, Simon, 2000. "Coincident and leading indicators of the stock market," Journal of Empirical Finance, Elsevier, vol. 7(1), pages 87-111, May. [Downloadable!] (restricted)

  15. Chauvet, Marcelle, 1998. "An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 969-96, November.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-06-27
  2. NEP-CBA: Central Banking (7) 2007-11-24 2008-08-31 2008-09-05 2008-09-13 2008-11-25 2008-11-25 2008-12-07 Author is listed
  3. NEP-CMP: Computational Economics (1) 2005-06-27
  4. NEP-ECM: Econometrics (2) 2003-02-10 2009-05-09
  5. NEP-ETS: Econometric Time Series (4) 2002-03-14 2003-01-27 2005-06-14 2005-06-27 Author is listed
  6. NEP-FOR: Forecasting (1) 2009-05-09
  7. NEP-HIS: Business, Economic & Financial History (2) 2008-09-05 2008-09-13
  8. NEP-HPE: History & Philosophy of Economics (2) 2008-11-25 2008-12-07
  9. NEP-MAC: Macroeconomics (10) 2005-06-14 2005-06-27 2007-11-24 2008-08-31 2008-09-05 2008-09-13 2008-11-25 2008-11-25 2008-12-07 2009-05-09 Author is listed
  10. NEP-MON: Monetary Economics (7) 2007-11-24 2008-08-31 2008-09-05 2008-09-13 2008-11-25 2008-11-25 2008-12-07 Author is listed
  11. NEP-RMG: Risk Management (1) 2003-01-27
  12. NEP-TID: Technology & Industrial Dynamics (1) 2001-06-08
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This page was last updated on 2009-11-22.

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