Advanced Search
MyIDEAS: Login

Pierre Guérin

Contents:

This is information that was supplied by Pierre Guérin in registering through RePEc. If you are Pierre Guérin , 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: Pierre
Middle Name:
Last Name: Guérin
Suffix:

RePEc Short-ID: pgu370

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Bank of Canada
Location: Ottawa, Canada
Homepage: http://www.bank-banque-canada.ca/
Email:
Phone: (613) 782-7902
Fax: (613) 782-7713
Postal: 234 Wellington, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)

Works

as in new window

Working papers

  1. Bijsterbosch, Martin & Guérin, Pierre, 2014. "Characterizing very high uncertainty episodes," Working Paper Series 1637, European Central Bank.
  2. Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Working Papers 13-51, Bank of Canada.
  3. Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  4. Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2011. "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series 1384, European Central Bank.
  5. Guérin, Pierre & Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.

Articles

  1. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
  2. Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
  3. Russell Barnett & Pierre Guérin, 2013. "Monitoring Short-Term Economic Developments in Foreign Economies," Bank of Canada Review, Bank of Canada, vol. 2013(Summer), pages 22-31.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-10-15. Author is listed
  2. NEP-ECM: Econometrics (2) 2011-03-26 2011-10-15. Author is listed
  3. NEP-EEC: European Economics (1) 2011-10-15. Author is listed
  4. NEP-ENE: Energy Economics (1) 2013-11-29. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2011-03-26. Author is listed
  6. NEP-FOR: Forecasting (3) 2011-03-26 2011-10-15 2013-11-29. Author is listed
  7. NEP-MAC: Macroeconomics (1) 2011-10-15. Author is listed
  8. NEP-MON: Monetary Economics (1) 2011-10-15. Author is listed
  9. NEP-MST: Market Microstructure (2) 2011-03-26 2013-11-29. Author is listed
  10. NEP-ORE: Operations Research (1) 2011-03-26. Author is listed
  11. NEP-RMG: Risk Management (1) 2013-12-29. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Pierre Guérin should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.