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Marcelle Chauvet

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This is information that was supplied by Marcelle Chauvet in registering through RePEc. If you are Marcelle Chauvet , 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: 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

Department of Economics
University of California-Riverside
Location: Riverside, California (United States)
Homepage: http://www.economics.ucr.edu/
Email:
Phone: (951) 827-3266
Fax: (951) 827-5685
Postal: 4128 Sproul Hall, Riverside, CA 92521-0427
Handle: RePEc:edi:deucrus (more details at EDIRC)

Works

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Working papers

  1. Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper 53699, University Library of Munich, Germany.
  2. Richard G. Anderson & Barry Jones & Marcelle Chauvet, 2013. "Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy," Working Papers 2013-018, Federal Reserve Bank of St. Louis.
  3. Marcelle Chauvet & Zeynep Senyuz, 2012. "A dynamic factor model of the yield curve as a predictor of the economy," Finance and Economics Discussion Series 2012-32, Board of Governors of the Federal Reserve System (U.S.).
  4. Marcelle Chauvet & Jack G. Selody & Douglas Laxton & Michael Kumhof & Jaromir Benes & Ondra Kamenik & Susanna Mursula, 2012. "The Future of Oil," IMF Working Papers 12/109, International Monetary Fund.
  5. Barnett, William A. & Chauvet, Marcelle, 2010. "How better monetary statistics could have signaled the financial crisis," MPRA Paper 24721, University Library of Munich, Germany.
  6. Marcelle, Chauvet & Jeremy, Piger, 2010. "Employment and the business cycle," MPRA Paper 34103, University Library of Munich, Germany.
  7. Marcelle, Chauvet & Insu, Kim, 2010. "Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve," MPRA Paper 23109, University Library of Munich, Germany.
  8. Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2010. "What does financial volatility tell us about macroeconomic fluctuations?," MPRA Paper 34104, University Library of Munich, Germany, revised Jun 2011.
  9. Barnett, William A. & Chauvet, Marcelle, 2008. "The End of the Great Moderation: “We told you so.”," MPRA Paper 11642, University Library of Munich, Germany.
  10. 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.
  11. 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.
  12. William Barnett & Marcelle Chauvet, 2008. "The End of the Great Moderation?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200814, University of Kansas, Department of Economics, revised Nov 2008.
  13. 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.
  14. Marcelle, Chauvet & Simon, Potter, 2007. "Monitoring Business Cycles with Structural Breaks," MPRA Paper 15097, University Library of Munich, Germany, revised 31 Apr 2009.
  15. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
  16. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc.
  17. 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.
  18. Marcelle Chauvet & Jeremy Piger, 2002. "Identifying business cycle turning points in real time," Working Paper 2002-27, Federal Reserve Bank of Atlanta.
  19. 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.
  20. Marcelle Chauvet & Simon Potter, 2001. "Forecasting recessions using the yield curve," Staff Reports 134, Federal Reserve Bank of New York.
  21. 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].
  22. Marcelle Chauvet & Chinhui Juhn & Simon Potter, 2001. "Markov switching in disaggregate unemployment rates," Staff Reports 132, Federal Reserve Bank of New York.
  23. Marcelle Chauvet & Simon Potter, 2001. "Recent changes in the U.S. business cycle," Staff Reports 126, Federal Reserve Bank of New York.
  24. Marcelle Chauvet, 2000. "Leading Indicators of Inflation for Brazil," Working Papers Series 7, Central Bank of Brazil, Research Department.
  25. Marcelle Chauvet & Simon Potter, 1999. "Nonlinear risk," Staff Reports 61, Federal Reserve Bank of New York.
  26. 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. Marcelle Chauvet & Jeremy Piger, 2013. "Employment And The Business Cycle," Manchester School, University of Manchester, vol. 81, pages 16-42, October.
  2. Barnett, William A. & Chauvet, Marcelle, 2011. "How better monetary statistics could have signaled the financial crisis," Journal of Econometrics, Elsevier, vol. 161(1), pages 6-23, March.
  3. Chauvet, Marcelle & Potter, Simon, 2010. "Business cycle monitoring with structural changes," International Journal of Forecasting, Elsevier, vol. 26(4), pages 777-793, October.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Marcelle Chauvet & Simon Potter, 2005. "Forecasting recessions using the yield curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 77-103.
  9. 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.
  10. 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.
  11. Chauvet, Marcelle & Guo, Jang-Ting, 2003. "Sunspots, Animal Spirits, And Economic Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 7(01), pages 140-169, February.
  12. Chinhui Juhn & Simon Potter & Marcelle Chauvet, 2002. "Markov switching in disaggregate unemployment rates," Empirical Economics, Springer, vol. 27(2), pages 205-232.
  13. Marcelle Chauvet, 2002. "The Brazilian Business and Growth Cycles," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 56(1), pages 75-106, January.
  14. 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.
  15. Chauvet, Marcelle & Potter, Simon, 2001. "Nonlinear Risk," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 621-646, September.
  16. 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.
  17. 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.
  18. 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.

Books

  1. William A Barnett & Marcelle Chauvet, 2011. "Financial Aggregation And Index Number Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., volume 2, number 7580.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (4) 2005-06-27 2011-10-22 2011-10-22 2012-05-15
  2. NEP-CBA: Central Banking (12) 2007-11-24 2008-08-31 2008-09-05 2008-09-13 2008-11-25 2008-11-25 2008-12-07 2010-06-11 2010-09-11 2010-09-11 2011-10-22 2013-09-25. Author is listed
  3. NEP-CIS: Confederation of Independent States (2) 2011-10-22 2011-10-22
  4. NEP-CMP: Computational Economics (1) 2005-06-27
  5. NEP-DGE: Dynamic General Equilibrium (1) 2010-06-11
  6. NEP-ECM: Econometrics (2) 2003-02-10 2009-05-09
  7. NEP-ENE: Energy Economics (1) 2012-05-15
  8. NEP-ETS: Econometric Time Series (4) 2002-03-14 2003-01-27 2005-06-14 2005-06-27
  9. NEP-FDG: Financial Development & Growth (1) 2010-09-11
  10. NEP-FOR: Forecasting (6) 2009-05-09 2011-10-22 2012-05-15 2012-05-15 2012-05-22 2013-09-25. Author is listed
  11. NEP-HIS: Business, Economic & Financial History (2) 2008-09-05 2008-09-13
  12. NEP-HPE: History & Philosophy of Economics (2) 2008-11-25 2008-12-07
  13. NEP-LAB: Labour Economics (1) 2011-10-22
  14. NEP-LAM: Central & South America (1) 2013-09-25
  15. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  16. NEP-MAC: Macroeconomics (17) 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 2010-06-11 2010-09-11 2011-10-22 2012-05-15 2012-05-22 2013-06-16 2013-09-25. Author is listed
  17. NEP-MON: Monetary Economics (10) 2007-11-24 2008-08-31 2008-09-05 2008-09-13 2008-11-25 2008-11-25 2008-12-07 2010-06-11 2010-09-11 2013-06-16. Author is listed
  18. NEP-NEU: Neuroeconomics (1) 2013-09-25
  19. NEP-RMG: Risk Management (1) 2003-01-27
  20. NEP-TID: Technology & Industrial Dynamics (1) 2001-06-08

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