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Pierre Guérin


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

RePEc Short-ID: pgu370

Postal Address:


Bank of Canada
Location: Ottawa, Canada
Phone: (613) 782-7902
Fax: (613) 782-7713
Postal: 234 Wellington, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)


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Working papers

  1. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
  2. Bijsterbosch, Martin & Guérin, Pierre, 2014. "Characterizing very high uncertainty episodes," Working Paper Series 1637, European Central Bank.
  3. Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Working Papers 13-51, Bank of Canada.
  4. 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).
  5. Guérin, Pierre & Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
  6. 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.


  1. Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
  2. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
  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

9 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
  2. NEP-ECM: Econometrics (3) 2011-03-26 2011-10-15 2014-06-02. Author is listed
  3. NEP-EEC: European Economics (1) 2011-10-15
  4. NEP-ENE: Energy Economics (3) 2013-11-29 2014-05-09 2014-06-02. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2011-03-26 2014-06-02
  6. NEP-FMK: Financial Markets (1) 2014-06-02
  7. NEP-FOR: Forecasting (6) 2011-03-26 2011-10-15 2013-11-29 2014-05-09 2014-06-02 2014-06-02. Author is listed
  8. NEP-MAC: Macroeconomics (3) .html">"> 2011-10-15 2014-06-02. Author is listed
  9. NEP-MON: Monetary Economics (1) 2011-10-15
  10. NEP-MST: Market Microstructure (4) 2011-03-26 2013-11-29 2014-05-09 2014-06-02. Author is listed
  11. NEP-ORE: Operations Research (3) 2011-03-26 2014-04-05 2014-06-02. Author is listed
  12. NEP-RMG: Risk Management (2) 2013-12-29 2014-06-02


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