IDEAS home Printed from https://ideas.repec.org/e/pfe27.html
   My authors  Follow this author

Laurent Ferrara

Personal Details

First Name:Laurent
Middle Name:
Last Name:Ferrara
Suffix:
RePEc Short-ID:pfe27
[This author has chosen not to make the email address public]
https://laurent-ferrara.org
SKEMA Business School, Professor of International Economics, 5 Quai Marcel Dassault, 92150 Suresnes, France
Twitter: @FerraraLaurent

Affiliation

(5%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

(15%) EconomiX
Université Paris-Nanterre (Paris X)

Nanterre, France
http://economix.fr/
RePEc:edi:modemfr (more details at EDIRC)

(80%) SKEMA Business School

Lille, France
http://www.skema-bs.fr/
RePEc:edi:esclifr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Menzie D. Chinn & Laurent Ferrara, 2024. "The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries," NBER Working Papers 32084, National Bureau of Economic Research, Inc.
  2. Daniele Colombo & Laurent Ferrara, 2024. "Dynamic Effects of Weather Shocks on Production in European Economies," CAMA Working Papers 2024-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Agostino Capponi & Charles-Albert Lehalle & Anna Simoni & Laurent Ferrara, 2023. "Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data," Post-Print hal-04369062, HAL.
  4. Laurent Ferrara & Aikaterini Karadimitropoulou & Athanasios Triantafyllou, 2022. "Commodity price uncertainty comovement: Does it matter for global economic growth?," CAMA Working Papers 2022-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," EconomiX Working Papers 2022-24, University of Paris Nanterre, EconomiX.
  6. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France: A reference chronology," Working Papers 08-21, Association Française de Cliométrie (AFC).
  7. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre‐Alain Pionnier, 2021. "Les cycles économiques de la France : une datation de référence," THEMA Working Papers 2021-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  8. Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
  9. Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021. "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers 2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Les cycles économiques de la France : une datation de référence," Working Papers 07-21, Association Française de Cliométrie (AFC).
  11. Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020. "High-frequency monitoring of growth-at-risk," CAMA Working Papers 2020-97, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," PSE Working Papers halshs-02443364, HAL.
  13. Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  14. Laurent Ferrara & Joseph Yapi, 2020. "Measuring exchange rate risks during periods of uncertainty," CAMA Working Papers 2020-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Amélie Charles & Olivier Darné & Laurent Ferrara, 2020. "Méthodes de prévision en finance," Post-Print hal-03711480, HAL.
  16. Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2020. "Questioning the puzzle: Fiscal policy, exchange rate and inflation," Working papers 752, Banque de France.
  17. Denisa Georgiana Banulescu & Ferrara Laurent & Marsilli Clément, 2019. "Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences," Working Papers hal-03563168, HAL.
  18. Laurent Ferrara & Daniela Marconi & Ignacio Hernando, 2018. "International Macroeconomics in the wake of the Global Financial Crisis," Post-Print hal-02334589, HAL.
  19. Matthieu Bussiere & Menzie D. Chinn & Laurent Ferrara & Jonas Heipertz, 2018. "The New Fama Puzzle," NBER Working Papers 24342, National Bureau of Economic Research, Inc.
    • Matthieu Bussière & Menzie Chinn & Laurent Ferrara & Jonas Heipertz, 2022. "The New Fama Puzzle," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 451-486, September.
  20. Laurent Ferrara & Menzie Chinn & Raffaella Giacomini, 2018. "Impact of uncertainty shocks on the global economy," Post-Print hal-01635944, HAL.
  21. Olivier Darné & Laurent Ferrara & Dominique Ladiray, 2018. "A Brief History of Seasonal Adjustment Methods and Software Tools," Post-Print hal-03754072, HAL.
  22. Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
  23. S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  24. M. Bussière & L. Ferrara & M. Juillard & D. Siena, 2017. "Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results," Working papers 625, Banque de France.
  25. Laurent Ferrara & Pierre Guérin, 2016. "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers 16-25, Bank of Canada.
  26. Laurent Ferrara & Olivier Darné & Karim Barhoumi, 2016. "A world trade leading index (WLTI)," Post-Print hal-01635948, HAL.
  27. Cabrillac, Bruno & Al-Haschimi, Alexander & Babecká Kucharčuková, Oxana & Borin, Alessandro & Bussière, Matthieu & Cezar, Raphael & Derviz, Alexis & Dimitropoulou, Dimitra & Ferrara, Laurent & Gächter, 2016. "Understanding the weakness in global trade - What is the new normal?," Occasional Paper Series 178, European Central Bank.
  28. Frederique Bec & Othman Bouabdallah & Laurent Ferrara, 2015. "Comparing the shapes of recoveries: France, the UK and the US," Post-Print hal-01385943, HAL.
  29. M. Bussière & L. Ferrara & J. Milovich, 2015. "Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty," Working papers 571, Banque de France.
  30. Laurent Ferrara & Dick van Dijk, 2014. "Forecasting business cycles," Post-Print hal-01385942, HAL.
  31. L. Ferrara & C. Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.
  32. Frédérique Bec & Othman Bouabdallah & Laurent Ferrara, 2014. "The way out of recessions: A forecasting analysis for some Euro area countries," Post-Print hal-02979744, HAL.
  33. Frederique Bec & Othman Bouabdallah & Laurent Ferrara, 2014. "The way out of recessions: Evidence from a bounce-back augmented threshold regression," Post-Print hal-01385875, HAL.
  34. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris Nanterre, EconomiX.
  35. Laurent Ferrara & Giulia Sestieri, 2014. "Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux," Post-Print hal-01386070, HAL.
  36. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2014. "Explaining US employment growth after the Great Recession: the role of output-employment non-linearities," Post-Print hal-01385949, HAL.
  37. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-recession US employment through the lens of a non-linear Okun," Post-Print hal-01386100, HAL.
  38. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Une revue de la littérature des modèles à facteurs dynamiques," Post-Print hal-01385940, HAL.
  39. Laurent Ferrara, 2013. "Comments on: Examining the quality of early GDP component estimates," Post-Print hal-01385874, HAL.
  40. Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2013. "Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00965005, HAL.
  41. Barhoumi, K. & Darné, O. & Ferrara, L., 2013. "Dynamic Factor Models: A review of the Literature ," Working papers 430, Banque de France.
  42. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-Recession US Employment through the Lens of a Non-Linear Okun's Law," Working Papers 2013-13, CEPII research center.
  43. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Testing the number of factors: An empirical assessment for forecasting purposes," Post-Print hal-01385876, HAL.
  44. Ferrara, L. & Marsilli, C. & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
  45. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2012. "A new monthly chronology of the US industrial cycles in the prewar economy," Working Papers 12-02, Association Française de Cliométrie (AFC).
  46. Christophe Bellégo & Laurent Ferrara, 2012. "Macro-financial linkages and business cycles: A factor-probit approach," Post-Print hal-01385846, HAL.
  47. Ferrara, L. & Marcellino, M. & Mogliani, M., 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
  48. Laurent Ferrara & Clément Marsilli, 2012. "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," EconomiX Working Papers 2012-19, University of Paris Nanterre, EconomiX.
  49. Bec, F. & Bouabdallah, O. & Ferrara, L., 2012. "The European way out of recession," Working papers 360, Banque de France.
  50. Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud, 2012. "Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy," Post-Print hal-01385807, HAL.
  51. Bec, F. & Bouabdallah, O. & Ferrara, L., 2011. "The possible shapes of recoveries in Markov-switching models," Working papers 321, Banque de France.
  52. Christophe Bellégo & Laurent Ferrara, 2010. "A factor-augmented probit model for business cycle analysis," EconomiX Working Papers 2010-14, University of Paris Nanterre, EconomiX.
  53. Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
  54. Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010. "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00486655, HAL.
  55. Luis J. Álvarez & Guido Bulligan & Alberto Cabrero & Laurent Ferrara & Harald Stahl, 2010. "Housing Cycles In The Major Euro Area Countries," Occasional Papers 1001, Banco de España.
  56. Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
  57. 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, HAL.
  58. Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
  59. Bellégo, C. & Ferrara, L., 2009. "Forecasting Euro-area recessions using time-varying binary response models for financial," Working papers 259, Banque de France.
  60. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
  61. Ferrara, L. & Vigna, O., 2009. "Cyclical relationships between GDP and housing market in France: Facts and factors at play," Working papers 268, Banque de France.
  62. Ferrara, L. & Guégan, D., 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers 224, Banque de France.
  63. Laurent Ferrara & Thomas Raffinot, 2008. "A non-parametric method to nowcast the Euro Area IPI," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00275769, HAL.
  64. Dominique Guegan & Laurent Ferrara, 2008. "Fractional and seasonal filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00646178, HAL.
  65. 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," Working papers 222, Banque de France.
  66. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers 2007_33, Department of Economics, University of Venice "Ca' Foscari".
  67. Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.
  68. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers 2007_32, Department of Economics, University of Venice "Ca' Foscari".
  69. 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, HAL.
  70. Ferrara, Laurent, 2006. "A real-time recession indicator for the Euro area," MPRA Paper 4042, University Library of Munich, Germany.
  71. 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, HAL.
  72. Dominique Guegan & Laurent Ferrara, 2005. "Detection of the Industrial Business Cycle using SETAR models," Post-Print halshs-00201309, HAL.
  73. Dominique Guegan & Laurent Ferrara, 2003. "Analyser les séries chronologiques avec S-Plus : une approche paramétrique," Post-Print halshs-00201328, HAL.
  74. 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.
  75. Laurent Ferrara & Dominique Guegan, 2001. "Forecasting with k-factor Gegenbauer Processes: Theory and Applications," Post-Print halshs-00193667, HAL.
  76. Laurent Ferrara & Dominique Guegan, 2001. "Comparison of parameter estimation methods in cyclical long memory time series," Post-Print halshs-00196426, HAL.
  77. Laurent Ferrara & Dominique Guegan, 2000. "Forecasting financial time series with generalized long memory processes," Post-Print halshs-00199126, HAL.
  78. Laurent Ferrara & Dominique Guegan, 1999. "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Center for Research in Economics and Statistics.
  79. Laurent Ferrara & Dominique Guegan, 1998. "Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP," Working Papers 98-42, Center for Research in Economics and Statistics.

    repec:hal:wpaper:hal-03678278 is not listed on IDEAS
    repec:hal:journl:hal-01411493 is not listed on IDEAS
    repec:hal:wpaper:hal-00693342 is not listed on IDEAS

Articles

  1. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Éric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2023. "Les cycles économiques de la France : une datation de référence," Revue économique, Presses de Sciences-Po, vol. 74(2), pages 5-52.
  2. Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  3. Matthieu Bussière & Menzie Chinn & Laurent Ferrara & Jonas Heipertz, 2022. "The New Fama Puzzle," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 451-486, September.
  4. Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022. "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
  5. Ferrara, Laurent & Sheng, Xuguang Simon, 2022. "Guest editorial: Economic forecasting in times of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 527-528.
  6. Laurent Ferrara & Joseph Yapi, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
  7. Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021. "Questioning the puzzle: Fiscal policy, real exchange rate and inflation," Journal of International Economics, Elsevier, vol. 133(C).
  8. Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
  9. Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach," The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
  10. Antoine Berthou & Matthieu Bussière & Laurent Ferrara & Sophie Haincourt & Francesco Pappadà & Julia Schmidt, 2018. "Global imbalances: build-up, unwinding and financial aspects [Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise : focus sur leur financement]," Bulletin de la Banque de France, Banque de France, issue 220.
  11. Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high‐frequency uncertainty shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 662-679, August.
  12. Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does The Great Recession Imply The End Of The Great Moderation? International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 745-760, April.
  13. Clémence Berson & Louis de Charsonville & Pavel Diev & Violaine Faubert & Laurent Ferrara & Sophie Guilloux-Nefussi & Yannick Kalantzis & Antoine Lalliard & Julien Matheron & Matteo Mogliani, 2018. "Does the Phillips curve still exist?," Rue de la Banque, Banque de France, issue 56, february.
  14. Laurent FERRARA & Stéphane LHUISSIER & Fabien TRIPIER, 2018. "Uncertainty and macroeconomics: transmission channels and policy implications," Rue de la Banque, Banque de France, issue 61, April.
  15. Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  16. L. Ferrara & G. Gauthier & F. Pappadà, 2017. "Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 45, pages 15-22, Spring.
  17. Ferrara, L. & Gauthier, G. & Pappadà, F., 2017. "Épisodes d’assainissement budgétaire dans les pays de l’OCDE : rôle du respect des règles fiscales et des marges budgétaires," Bulletin de la Banque de France, Banque de France, issue 210, pages 25-33.
  18. Christophe Bellégo & Laurent Ferrara, 2017. "Forecasting euro area recessions by combining financial information," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 78-94.
  19. Matthieu Bussière & Laurent Ferrara & Juliana Milovich, 2017. "Explaining the recent slump in investment: the role of expected demand and uncertainty," Rue de la Banque, Banque de France, issue 44, may..
  20. Barhoumi, Karim & Darné, Olivier & Ferrara, Laurent, 2016. "A World Trade Leading Index (WTLI)," Economics Letters, Elsevier, vol. 146(C), pages 111-115.
  21. Ferrara , L. & Marsilli, C., 2016. "Nowcasting global economic growth," Rue de la Banque, Banque de France, issue 23, April..
  22. L. Ferrara & K. Istrefi, 2016. "Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 42, pages 41-46, Summer.
  23. Ferrara, L. & Istrefi, K., 2016. "Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence," Bulletin de la Banque de France, Banque de France, issue 206, pages 61-68.
  24. Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent, 2015. "Comparing the shape of recoveries: France, the UK and the US," Economic Modelling, Elsevier, vol. 44(C), pages 327-334.
  25. Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
  26. Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent, 2015. "A new monthly chronology of the US industrial cycles in the prewar economy," Journal of Financial Stability, Elsevier, vol. 17(C), pages 3-9.
  27. Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
  28. Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie, 2014. "Explaining US employment growth after the great recession: The role of output–employment non-linearities," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 118-129.
  29. Ferrara, L. & Sestieri, G., 2014. "Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux," Bulletin de la Banque de France, Banque de France, issue 198, pages 113-124.
  30. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
  31. L. Ferrara. & G. Sestieri., 2014. "US labour market and monetary policy: current debates and challenges," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 36, pages 111-129, winter.
  32. Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent, 2014. "The way out of recessions: A forecasting analysis for some Euro area countries," International Journal of Forecasting, Elsevier, vol. 30(3), pages 539-549.
  33. Monica Billio & Laurent Ferrara & Dominique Guégan & Gian Luigi Mazzi, 2013. "Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(7), pages 577-586, November.
  34. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 64-79, February.
  35. Laurent Ferrara & Cl�ment Marsilli, 2013. "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," Applied Economics Letters, Taylor & Francis Journals, vol. 20(3), pages 233-237, February.
  36. Ferrara, L., 2012. "Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris," Bulletin de la Banque de France, Banque de France, issue 187, pages 63-69.
  37. Bellégo, C. & Ferrara, L., 2012. "Macro-financial linkages and business cycles: A factor-augmented probit approach," Economic Modelling, Elsevier, vol. 29(5), pages 1793-1797.
  38. Karim Barhoumi & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud, 2012. "Monthly Gdp Forecasting Using Bridge Models: Application For The French Economy," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages 53-70, December.
  39. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2012. "Une revue de la littérature des modèles à facteurs dynamiques," Économie et Prévision, Programme National Persée, vol. 199(1), pages 51-77.
  40. Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
  41. L. Ferrara., 2011. "Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 135-144, Winter.
  42. Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
  43. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  44. Laurent Ferrara, 2010. "Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 645-655.
  45. De BANDT, O. & FERRARA, L. & VIGNA, O., 2010. "Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ?," Bulletin de la Banque de France, Banque de France, issue 179, pages 25-29.
  46. de Bandt, O. & Ferrara, F. & Vigna, O., 2010. "Housing markets after the crisis: lessons for the macroeconomy," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 17, pages 39-45, Spring.
  47. Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
  48. Laurent Ferrara, 2009. "Caractérisation et datation des cycles économiques en zone euro," Revue économique, Presses de Sciences-Po, vol. 60(3), pages 703-712.
  49. Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008. "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
  50. Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B., 2008. "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
  51. Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
  52. Ferrara, L., 2008. "L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle," Bulletin de la Banque de France, Banque de France, issue 171, pages 43-51.
  53. Ferrara, L., 2008. "The contribution of cyclical turning point indicators to business cycle analysis," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 49-61, Autumn.
  54. 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, September.
  55. Laurent Ferrara, 2007. "Point and interval nowcasts of the Euro area IPI," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 115-120.
  56. Laurent Ferrara & Dominique Guégan, 2006. "Detection of the Industrial Business Cycle using SETAR Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 353-371.
  57. Laurent Ferrara & Alain Henriot, 2004. "La localisation des entreprises industrielles : comment apprecier l'attractivite des territoires ?," Economie Internationale, CEPII research center, issue 99, pages 91-111.
  58. Jacques Anas & Laurent Ferrara, 2004. "Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(2), pages 193-225.
  59. Ferrara, Laurent, 2003. "A three-regime real-time indicator for the US economy," Economics Letters, Elsevier, vol. 81(3), pages 373-378, December.
  60. 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.

Chapters

  1. Laurent Ferrara & Ignacio Hernando & Daniela Marconi, 2018. "Introduction," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 1-13, Springer.
  2. Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181, Springer.

Books

  1. Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), 2018. "International Macroeconomics in the Wake of the Global Financial Crisis," Financial and Monetary Policy Studies, Springer, number 978-3-319-79075-6, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Abstract Views in RePEc Services over the past 12 months
  5. Number of Downloads through RePEc Services over the past 12 months
  6. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  7. Closeness measure in co-authorship network
  8. Betweenness measure in co-authorship network

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 75 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 (48) 2007-07-20 2008-02-09 2008-02-09 2008-05-17 2008-05-17 2009-01-31 2009-07-17 2009-10-24 2009-10-31 2009-12-11 2010-04-11 2010-04-17 2010-07-24 2011-03-19 2011-04-02 2011-12-19 2012-03-08 2012-03-08 2012-06-13 2013-06-04 2013-10-25 2014-03-15 2014-04-18 2014-11-22 2015-04-19 2015-10-10 2016-06-09 2017-04-30 2018-01-15 2019-04-01 2019-04-01 2019-04-22 2020-01-20 2020-02-10 2020-02-24 2020-06-08 2020-06-22 2020-07-27 2020-12-07 2021-06-21 2021-07-12 2021-07-19 2021-07-26 2021-07-26 2021-08-09 2021-09-06 2021-09-20 2021-11-08. Author is listed
  2. NEP-FOR: Forecasting (17) 2008-05-17 2008-05-17 2009-01-31 2009-07-17 2009-12-11 2009-12-19 2010-03-13 2010-07-24 2012-03-08 2012-04-17 2012-06-13 2013-04-13 2013-05-24 2013-06-04 2013-07-15 2013-10-25 2015-10-10. Author is listed
  3. NEP-EEC: European Economics (15) 2007-07-20 2008-05-17 2009-07-17 2009-10-24 2009-11-27 2009-12-19 2010-04-11 2010-04-17 2010-07-24 2012-03-08 2017-04-30 2019-04-22 2020-12-07 2021-09-20 2024-02-26. Author is listed
  4. NEP-HIS: Business, Economic and Financial History (13) 2011-11-01 2011-12-19 2012-05-15 2015-08-25 2021-07-12 2021-07-19 2021-07-19 2021-07-19 2021-07-26 2021-08-09 2021-09-20 2021-11-08 2023-02-06. Author is listed
  5. NEP-CBA: Central Banking (12) 2007-07-20 2008-02-09 2008-05-17 2008-12-14 2009-01-31 2009-07-17 2009-10-24 2009-11-27 2009-12-19 2010-04-11 2010-04-17 2010-07-24. Author is listed
  6. NEP-ECM: Econometrics (11) 2008-02-09 2008-04-15 2008-05-17 2008-05-17 2009-01-31 2009-07-17 2009-10-24 2009-12-19 2010-07-24 2013-04-13 2020-06-08. Author is listed
  7. NEP-ORE: Operations Research (9) 2008-04-15 2009-11-27 2009-12-19 2010-09-11 2013-04-13 2020-01-20 2020-06-08 2020-06-22 2021-06-21. Author is listed
  8. NEP-ETS: Econometric Time Series (7) 2008-02-09 2008-04-15 2008-05-17 2009-10-24 2009-10-31 2013-04-13 2020-01-20. Author is listed
  9. NEP-BIG: Big Data (5) 2019-04-01 2019-04-22 2020-06-08 2020-07-27 2023-02-20. Author is listed
  10. NEP-OPM: Open Economy Macroeconomics (4) 2017-11-26 2018-03-19 2020-06-22 2022-11-21
  11. NEP-ENE: Energy Economics (3) 2017-11-26 2018-04-02 2022-03-14
  12. NEP-RMG: Risk Management (3) 2007-07-20 2020-07-27 2020-12-07
  13. NEP-BEC: Business Economics (2) 2009-10-31 2010-07-24
  14. NEP-DGE: Dynamic General Equilibrium (2) 2017-04-30 2020-06-22
  15. NEP-FDG: Financial Development and Growth (2) 2009-12-19 2024-02-26
  16. NEP-IFN: International Finance (2) 2022-11-21 2024-02-26
  17. NEP-ISF: Islamic Finance (2) 2021-09-06 2021-09-20
  18. NEP-LAB: Labour Economics (2) 2013-05-24 2013-06-04
  19. NEP-MON: Monetary Economics (2) 2020-07-27 2022-11-21
  20. NEP-URE: Urban and Real Estate Economics (2) 2010-04-11 2010-04-17
  21. NEP-AGR: Agricultural Economics (1) 2021-09-06
  22. NEP-CWA: Central and Western Asia (1) 2021-11-08
  23. NEP-ENV: Environmental Economics (1) 2024-02-26
  24. NEP-EUR: Microeconomic European Issues (1) 2024-02-26
  25. NEP-INT: International Trade (1) 2016-10-02
  26. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2016-06-09
  27. NEP-MST: Market Microstructure (1) 2015-04-19
  28. NEP-PAY: Payment Systems and Financial Technology (1) 2022-11-21

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Laurent Ferrara 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.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.