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Guillaume Chevillon

This is information that was supplied by Guillaume Chevillon in registering through RePEc. If you are Guillaume Chevillon, 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:Guillaume
Middle Name:
Last Name:Chevillon
RePEc Short-ID:pch128
ESSEC Business School Avenue Bernard Hirsch BP 50105 F-95021 Cergy-Pontoise cedex FRANCE
Cergy-Pontoise, France


BP 50105, 95021 Cergy-Pontoise
RePEc:edi:essecfr (more details at EDIRC)

: 01 41 17 60 81

Bâtiment ENSAE, 5 rue Henry LE Chatelier, 91120 Palaiseau
RePEc:edi:crestfr (more details at EDIRC)
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  1. Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers WP1507, ESSEC Research Center, ESSEC Business School.
  2. Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers WP1314, ESSEC Research Center, ESSEC Business School.
  3. Guillaume Chevillon & Sophocles Mavroeidis, 2013. "Learning generates Long Memory," Post-Print hal-00661012, HAL.
  4. Chevillon, Guillaume, 2013. "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers WP1320, ESSEC Research Center, ESSEC Business School.
  5. Chevillon, Guillaume, 2012. "Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area," ESSEC Working Papers WP1210, ESSEC Research Center, ESSEC Business School.
  6. Chevillon, Guillaume, 2007. "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers DR 07021, ESSEC Research Center, ESSEC Business School.
  7. Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
  8. Guillaume Chevillon, 2006. "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers 257, University of Oxford, Department of Economics.
  9. Guillaume Chevillon & Xavier Timbeau, 2006. "L’impact du taux de change sur le tourisme en France," Sciences Po publications info:hdl:2441/1743, Sciences Po.
  10. Guillaume Chevillon, 2005. "Direct multi-step estimation and forecasting," Documents de Travail de l'OFCE 2005-10, Observatoire Francais des Conjonctures Economiques (OFCE).
  11. Guillaume Chevillon & Xavier Timbeau, 2005. "Impact de l’appréciation de l’euro sur le secteur du tourisme," Documents de Travail de l'OFCE 2005-18, Observatoire Francais des Conjonctures Economiques (OFCE).
  12. Guillaume Chevillon, 2005. "Économétrie de la prévision," Documents de Travail de l'OFCE 2005-11, Observatoire Francais des Conjonctures Economiques (OFCE).
  13. Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Documents de Travail de l'OFCE 2004-13, Observatoire Francais des Conjonctures Economiques (OFCE).
  14. Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
  15. Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  16. Guillaume Chevillon & Christine Rifflart, 2004. "Brouillard autour des puits de pétrole," Sciences Po publications info:hdl:2441/2478, Sciences Po.
  1. Guillaume Chevillon, 2017. "Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming," Econometric Reviews, Taylor & Francis Journals, vol. 36(5), pages 514-545, May.
  2. Chevillon, Guillaume & Mavroeidis, Sophocles, 2017. "Learning can generate long memory," Journal of Econometrics, Elsevier, vol. 198(1), pages 1-9.
  3. Chevillon, Guillaume, 2016. "Multistep forecasting in the presence of location shifts," International Journal of Forecasting, Elsevier, vol. 32(1), pages 121-137.
  4. Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
  5. Chevillon, Guillaume, 2009. "Multi-step forecasting in emerging economies: An investigation of the South African GDP," International Journal of Forecasting, Elsevier, vol. 25(3), pages 602-628, July.
  6. Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
  7. Guillaume Chevillon, 2007. "Direct Multi-Step Estimation And Forecasting," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 746-785, September.
  8. Guillaume Chevillon & Xavier Timbeau, 2006. "L'impact du taux de change sur le tourisme en France," Revue de l'OFCE, Presses de Sciences-Po, vol. 98(3), pages 167-181.
  9. Edmund S. Phelps & Guillaume Chevillon, 2005. "Savoir, information et anticipations en macroéconomie," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 7-34.
  10. Guillaume Chevillon, 2005. "Analyse économétrique et compréhension des erreurs de prévision," Revue de l'OFCE, Presses de Sciences-Po, vol. 95(4), pages 327-356.
  11. Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (10) 2004-07-11 2004-12-20 2007-12-15 2013-10-18 2014-01-17 2015-06-13 2015-08-19 2015-08-25 2015-08-25 2015-09-26. Author is listed
  2. NEP-ECM: Econometrics (6) 2004-07-17 2006-03-18 2007-12-15 2013-10-18 2015-06-13 2015-08-19. Author is listed
  3. NEP-FOR: Forecasting (3) 2006-03-18 2013-10-18 2015-08-25
  4. NEP-CBA: Central Banking (2) 2012-02-01 2012-02-27
  5. NEP-DGE: Dynamic General Equilibrium (2) 2012-02-01 2012-02-27
  6. NEP-MAC: Macroeconomics (2) 2004-12-20 2006-03-18
  7. NEP-MIC: Microeconomics (2) 2007-12-08 2012-02-27
  8. NEP-ORE: Operations Research (2) 2015-06-13 2015-09-26
  9. NEP-URE: Urban & Real Estate Economics (2) 2013-10-18 2015-08-25
  10. NEP-AFR: Africa (1) 2004-12-20
  11. NEP-BEC: Business Economics (1) 2007-12-08
  12. NEP-CMP: Computational Economics (1) 2012-02-01
  13. NEP-CSE: Economics of Strategic Management (1) 2006-01-29
  14. NEP-EEC: European Economics (1) 2006-01-29
  15. NEP-ENE: Energy Economics (1) 2007-12-08
  16. NEP-ENV: Environmental Economics (1) 2014-01-17

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