This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Laurent Ferrara

Personal Details | Affiliation | Works
This is information that was supplied by Laurent Ferrara in registering through RePEc. If you are Laurent Ferrara , 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.

Other registered authors

Personal Details

First Name: Laurent
Middle Name:
Last Name: Ferrara
Suffix:

RePEc Short-ID: pfe27

Email:
Homepage: http://lo.ferrara.free.fr
Postal Address: Banque de France, Business Conditions and Macroeconomic Forecasting Directorate, 46-1383 Dcpm-Diaconj,31 rue Croix des petits-Champs, 75049 Paris Cedex 01
Phone:

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. Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423890_v1, HAL. [Downloadable!]

  2. Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne 09053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]

  3. Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Documents de Travail 232, Banque de France. [Downloadable!]

  4. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Documents de Travail 239, Banque de France. [Downloadable!]

  5. Darné, Olivier & Ferrara, Laurent, 2009. "Identification of slowdowns and accelerations for the euro area economy," CEPR Discussion Papers 7376, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  6. Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B., 2008. "Monthly forecasting of French GDP: A revised version of the OPTIM model," Documents de Travail 222, Banque de France. [Downloadable!]

  7. Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839_v1, HAL. [Downloadable!]
    Other versions:

  8. Laurent Ferrara & Thomas Raffinot, 2008. "A non-parametric method to nowcast the Euro Area IPI," Documents de travail du Centre d'Economie de la Sorbonne b08033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
    Other versions:

  9. Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
    Other versions:
    Published as:

  10. Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008. "Testing fractional order of long memory processes : a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
    Other versions:

  11. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers 2007_32, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  12. Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Documents de Travail 187, Banque de France. [Downloadable!]

  13. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers 2007_33, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  14. Laurent Ferrara & Dominique Guegan, 2006. "Real-time detection of the business cycle using SETAR models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185372_v1, HAL. [Downloadable!]

  15. Laurent Ferrara & Dominique Guegan, 2006. "Fractional seasonality: Models and Application to Economic Activity in the Euro Area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185370_v1, HAL. [Downloadable!]

  16. Ferrara, Laurent, 2006. "A real-time recession indicator for the Euro area," MPRA Paper 4042, University Library of Munich, Germany. [Downloadable!]

  17. Ferrara, Laurent & Guégan, Dominique, 2005. "Detection of the industrial business cycle using SETAR models," MPRA Paper 4389, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  18. Anas, Jacques & Ferrara, Laurent, 2002. "Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
    [A start-end recession index: Application for United-States]    ," MPRA Paper 4043, University Library of Munich, Germany. [Downloadable!]

  19. Laurent Ferrara ; Dominique Guegan, . "Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP," Working Papers 98-42, Centre de Recherche en Economie et Statistique. [Downloadable!]

  20. Laurent Ferrara ; Dominique Guegan, . "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Centre de Recherche en Economie et Statistique. [Downloadable!]

Articles

  1. Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, Economics Bulletin, vol. 3(29), pages 1-10. [Downloadable!]
    Other versions:

  2. Jacques Anas & Monica Billio & Laurent Ferrara & Gian Luigi Mazzi, 2008. "A System For Dating And Detecting Turning Points In The Euro Area," Manchester School, University of Manchester, vol. 76(5), pages 549-577, 09. [Downloadable!] (restricted)

  3. Laurent Ferrara, 2007. "Point and interval nowcasts of the Euro area IPI," Applied Economics Letters, Taylor and Francis Journals, vol. 14(2), pages 115-120. [Downloadable!] (restricted)

  4. Laurent Ferrara & Alain Henriot, 2004. "La localisation des entreprises industrielles : comment apprecier l'attractivite des territoires ?," Economie Internationale, CEPII research center, issue 3Q, pages 91-111. [Downloadable!]

  5. Ferrara, Laurent, 2003. "A three-regime real-time indicator for the US economy," Economics Letters, Elsevier, vol. 81(3), pages 373-378, December. [Downloadable!] (restricted)

  6. Ferrara, Laurent & Guegan, Dominique, 2001. "Forecasting with k-Factor Gegenbauer Processes: Theory and Applications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(8), pages 581-601, December.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-10-31
  2. NEP-CBA: Central Banking (7) 2007-07-20 2008-02-09 2008-05-17 2008-12-14 2009-01-31 2009-07-17 2009-10-24 Author is listed
  3. NEP-ECM: Econometrics (8) 2008-02-09 2008-04-15 2008-05-17 2008-05-17 2009-01-31 2009-07-17 2009-10-24 2009-10-31 Author is listed
  4. NEP-EEC: European Economics (5) 2007-07-20 2008-05-17 2009-07-17 2009-10-24 2009-10-31 Author is listed
  5. NEP-ETS: Econometric Time Series (5) 2008-02-09 2008-04-15 2008-05-17 2009-10-24 2009-10-31 Author is listed
  6. NEP-FOR: Forecasting (5) 2008-05-17 2008-05-17 2008-12-14 2009-01-31 2009-07-17 Author is listed
  7. NEP-MAC: Macroeconomics (10) 2007-07-20 2008-02-09 2008-02-09 2008-05-17 2008-05-17 2008-12-14 2009-01-31 2009-07-17 2009-10-24 2009-10-31 Author is listed
  8. NEP-ORE: Operations Research (1) 2008-04-15
  9. NEP-RMG: Risk Management (1) 2007-07-20
Did you know? Over 1000 institutions contribute their bibliographic data directly to this service.

This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.