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Marcelle Chauvet

Personal Details

First Name:Marcelle
Middle Name:
Last Name:Chauvet
Suffix:
RePEc Short-ID:pch41
http://faculty.ucr.edu/~chauvet/mc.htm
Department of Economics University of California Riverside, CA 92521
(951) 827 1587
Terminal Degree:1995 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Department of Economics
University of California-Riverside

Riverside, California (United States)
http://www.economics.ucr.edu/

: (951) 827-3266
(951) 827-5685
4128 Sproul Hall, Riverside, CA 92521-0427
RePEc:edi:deucrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "The credit-card-services augmented Divisia monetary aggregates," MPRA Paper 73245, University Library of Munich, Germany.
  2. Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates," MPRA Paper 73246, University Library of Munich, Germany.
  3. Marcelle Chauvet & Elcyon C. R. Lima & Brisne Vasquez, 2015. "Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models," Discussion Papers 0118, Instituto de Pesquisa Econômica Aplicada - IPEA.
  4. William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon, 2014. "Real-Time Nowcasting of Nominal GDP Under Structural Breaks," Staff Working Papers 14-39, Bank of Canada.
  5. 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.
  6. Richard G. Anderson & Barry E. 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.
  7. Marcelle Chauvet & Jack G. Selody & Douglas Laxton & Michael Kumhof & Jaromir Benes & Ondrej Kamenik & Susanna Mursula, 2012. "The Future of Oil; Geology Versus Technology," IMF Working Papers 12/109, International Monetary Fund.
  8. Chauvet, Marcelle & Senyuz, Zeynep, 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.).
  9. Barnett, William A. & Chauvet, Marcelle, 2010. "How better monetary statistics could have signaled the financial crisis," MPRA Paper 24721, University Library of Munich, Germany.
  10. Marcelle, Chauvet & Jeremy, Piger, 2010. "Employment and the business cycle," MPRA Paper 34103, University Library of Munich, Germany.
  11. Marcelle, Chauvet & Insu, Kim, 2010. "Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve," MPRA Paper 23109, University Library of Munich, Germany.
  12. 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.
  13. 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.
  14. Barnett, William A. & Chauvet, Marcelle, 2008. "The End of the Great Moderation: “We told you so.”," MPRA Paper 11642, University Library of Munich, Germany.
  15. 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.
  16. 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.
  17. Marcelle, Chauvet & Simon, Potter, 2007. "Monitoring Business Cycles with Structural Breaks," MPRA Paper 15097, University Library of Munich, Germany, revised 31 Apr 2009.
  18. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
  19. 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.
  20. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc.
  21. 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.
  22. Marcelle Chauvet & Jeremy M. Piger, 2002. "Identifying business cycle turning points in real time," FRB Atlanta Working Paper 2002-27, Federal Reserve Bank of Atlanta.
  23. Marcelle Chauvet & Elcyon C. R. Lima & Brisne Vasquez, 2002. "Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models," FRB Atlanta Working Paper 2002-28, Federal Reserve Bank of Atlanta.
  24. Marcelle Chauvet & Simon M. Potter, 2001. "Recent changes in the U.S. business cycle," Staff Reports 126, Federal Reserve Bank of New York.
  25. Marcelle Chauvet & Simon M. Potter, 2001. "Forecasting recessions using the yield curve," Staff Reports 134, Federal Reserve Bank of New York.
  26. 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].
  27. Marcelle Chauvet & Chinhui Juhn & Simon M. Potter, 2001. "Markov switching in disaggregate unemployment rates," Staff Reports 132, Federal Reserve Bank of New York.
  28. Marcelle Chauvet, 2000. "Leading Indicators of Inflation for Brazil," Working Papers Series 7, Central Bank of Brazil, Research Department.
  29. Marcelle Chauvet & Jang-Ting Guo, 1999. "Consumers' Sunspots, Animal Spirits, and Economic Fluctuations," Computing in Economics and Finance 1999 924, Society for Computational Economics.
  30. Marcelle Chauvet & Simon M. Potter, 1999. "Nonlinear risk," Staff Reports 61, Federal Reserve Bank of New York.

Articles

  1. Chauvet, Marcelle & Hur, Joonyoung & Kim, Insu, 2017. "Assessment of hybrid Phillips Curve specifications," Economics Letters, Elsevier, vol. 156(C), pages 53-57.
  2. Chauvet, Marcelle & Gabriel, Stuart & Lutz, Chandler, 2016. "Mortgage default risk: New evidence from internet search queries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 91-111.
  3. Chauvet, Marcelle & Senyuz, Zeynep, 2016. "A dynamic factor model of the yield curve components as a predictor of the economy," International Journal of Forecasting, Elsevier, vol. 32(2), pages 324-343.
  4. Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016. "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, vol. 191(2), pages 312-324.
  5. Richard G. Anderson & Marcelle Chauvet & Barry Jones, 2015. "Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 228-254, February.
  6. Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2015. "What does financial volatility tell us about macroeconomic fluctuations?," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 340-360.
  7. Benes, Jaromir & Chauvet, Marcelle & Kamenik, Ondra & Kumhof, Michael & Laxton, Douglas & Mursula, Susanna & Selody, Jack, 2015. "The future of oil: Geology versus technology," International Journal of Forecasting, Elsevier, vol. 31(1), pages 207-221.
  8. Marcelle Chauvet & Jeremy Piger, 2013. "Employment And The Business Cycle," Manchester School, University of Manchester, vol. 81, pages 16-42, October.
  9. Morais, Igor Alexandre C. & Chauvet, Marcelle, 2011. "Leading Indicators for the Capital Goods Industry," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.
  10. 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.
  11. Chauvet, Marcelle & Potter, Simon, 2010. "Business cycle monitoring with structural changes," International Journal of Forecasting, Elsevier, vol. 26(4), pages 777-793, October.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Marcelle Chauvet & Simon Potter, 2005. "Forecasting recessions using the yield curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 77-103.
  17. 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.
  18. Chauvet, Marcelle & Guo, Jang-Ting, 2003. "Sunspots, Animal Spirits, And Economic Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 7(01), pages 140-169, February.
  19. 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.
  20. Chinhui Juhn & Simon Potter & Marcelle Chauvet, 2002. "Markov switching in disaggregate unemployment rates," Empirical Economics, Springer, vol. 27(2), pages 205-232.
  21. 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.
  22. Chauvet, Marcelle, 2002. "The Brazilian Business and Growth Cycles," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 56(1), January.
  23. Chauvet, Marcelle & Potter, Simon, 2001. "Nonlinear Risk," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 621-646, September.
  24. 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.
  25. 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.
  26. 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 969-996, November.

Chapters

  1. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, Elsevier.
  2. William A. Barnett & Marcelle Chauvet, 2011. "International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview," World Scientific Book Chapters,in: Financial Aggregation And Index Number Theory, chapter 1, pages 1-51 World Scientific Publishing Co. Pte. Ltd..
  3. William A. Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2011. "Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach," World Scientific Book Chapters,in: Financial Aggregation And Index Number Theory, chapter 7, pages 207-249 World Scientific Publishing Co. Pte. Ltd..

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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  5. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 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-MAC: Macroeconomics (22) 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 2014-12-03 2016-08-28 2016-08-28 2016-08-28 2016-08-28. Author is listed
  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-MON: Monetary Economics (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 2013-06-16 2016-08-28 2016-08-28. Author is listed
  4. NEP-FOR: Forecasting (8) 2009-05-09 2011-10-22 2012-05-15 2012-05-15 2012-05-22 2013-09-25 2014-12-03 2015-05-02. Author is listed
  5. NEP-ETS: Econometric Time Series (5) 2002-03-14 2003-01-27 2005-06-14 2005-06-27 2015-05-02. Author is listed
  6. NEP-BEC: Business Economics (4) 2005-06-27 2011-10-22 2011-10-22 2012-05-15
  7. NEP-ECM: Econometrics (3) 2003-02-10 2009-05-09 2014-12-03
  8. NEP-CIS: Confederation of Independent States (2) 2011-10-22 2011-10-22
  9. NEP-HIS: Business, Economic & Financial History (2) 2008-09-05 2008-09-13
  10. NEP-HPE: History & Philosophy of Economics (2) 2008-11-25 2008-12-07
  11. NEP-ACC: Accounting & Auditing (1) 2016-08-28
  12. NEP-CMP: Computational Economics (1) 2005-06-27
  13. NEP-CWA: Central & Western Asia (1) 2012-05-15
  14. NEP-DGE: Dynamic General Equilibrium (1) 2010-06-11
  15. NEP-ENE: Energy Economics (1) 2012-05-15
  16. NEP-FDG: Financial Development & Growth (1) 2010-09-11
  17. NEP-LAB: Labour Economics (1) 2011-10-22
  18. NEP-LAM: Central & South America (1) 2013-09-25
  19. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  20. NEP-NEU: Neuroeconomics (1) 2013-09-25
  21. NEP-PAY: Payment Systems & Financial Technology (1) 2016-08-28
  22. NEP-RMG: Risk Management (1) 2003-01-27
  23. NEP-TID: Technology & Industrial Dynamics (1) 2001-06-08

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