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Pierre Guérin
(Pierre Guerin)

Personal Details

First Name:Pierre
Middle Name:
Last Name:Guerin
Suffix:
RePEc Short-ID:pgu370
https://sites.google.com/view/pierreguerineconomics/home
Twitter: @pierreconomics

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Friedrich, Christian & Guerin, Pierre & Leiva, Danilo, 2021. "Monetary Policy Independence and the Strength of the Global Financial Cycle," CEPR Discussion Papers 16203, C.E.P.R. Discussion Papers.
  2. Felix Suntheim & Pierre Guérin, 2021. "Firms’ Environmental Performance and the COVID-19 Crisis," IMF Working Papers 2021/089, International Monetary Fund.
  3. Antoine Goujard & Pierre Guérin, 2021. "Boosting SMEs’ internationalisation in Poland," OECD Economics Department Working Papers 1654, OECD Publishing.
  4. Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
  5. Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
  6. Pierre Guérin, 2019. "Améliorer l’efficience de l’investissement public en France," OECD Economics Department Working Papers 1560, OECD Publishing.
  7. Antoine Goujard & Pierre Guérin, 2018. "Financing innovative business investment in Poland," OECD Economics Department Working Papers 1480, OECD Publishing.
  8. Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
  9. Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2017. "Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns," Working Papers 597, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España.
  11. Pierre Guerin & Danilo Leiva-Leon & Massimiliano Marcellino, 2016. "Markov-Switching Three-Pass Regression Filter," Working Papers 591, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. Kimberly Berg & Pierre Guérin & Yuko Imura, 2016. "Predictive Ability of Commodity Prices for the Canadian Dollar," Staff Analytical Notes 16-2, Bank of Canada.
  13. Christian Friedrich & Pierre Guérin, 2016. "The Dynamics of Capital Flow Episodes," Staff Working Papers 16-9, Bank of Canada.
  14. Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015. "Using low frequency information for predicting high frequency variables," Working Paper 2015/13, Norges Bank.
  15. Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris Nanterre, EconomiX.
  16. Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
  17. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
  18. Bijsterbosch, Martin & Guérin, Pierre, 2014. "Characterizing very high uncertainty episodes," Working Paper Series 1637, European Central Bank.
  19. 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).
  20. Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers 13-51, Bank of Canada.
  21. Guérin, Pierre & Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
  22. Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 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.

Articles

  1. Baumeister, Christiane & Guérin, Pierre, 2021. "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
  2. Guérin, Pierre & Suntheim, Felix, 2021. "Firms’ environmental performance and the COVID-19 crisis," Economics Letters, Elsevier, vol. 205(C).
  3. Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
  4. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
  5. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
  6. 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.
  7. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
  8. Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
  9. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2017. "Explaining the time-varying effects of oil market shocks on US stock returns," Economics Letters, Elsevier, vol. 155(C), pages 84-88.
  10. Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015. "Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 363-393, March.
  11. Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  12. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
  13. Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 118-138.
  14. 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.
  15. Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
  16. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 29 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 (16) 2011-10-15 2014-06-02 2014-11-17 2015-04-19 2015-11-07 2016-03-06 2016-06-09 2017-07-30 2017-08-27 2018-02-12 2018-07-16 2020-06-22 2020-11-09 2020-11-23 2020-11-30 2021-05-24. Author is listed
  2. NEP-FOR: Forecasting (13) 2011-10-15 2013-11-29 2014-05-09 2014-06-02 2014-06-02 2014-11-17 2015-11-07 2016-03-06 2017-07-30 2020-11-09 2020-11-23 2020-11-30 2021-05-24. Author is listed
  3. NEP-ORE: Operations Research (9) 2014-04-05 2014-06-02 2014-11-17 2015-11-07 2016-03-06 2017-05-07 2017-07-30 2018-01-29 2020-06-22. Author is listed
  4. NEP-ETS: Econometric Time Series (7) 2014-06-02 2015-11-07 2016-03-06 2017-01-01 2017-07-30 2018-01-29 2020-11-09. Author is listed
  5. NEP-ECM: Econometrics (5) 2011-10-15 2014-06-02 2014-11-17 2015-11-07 2017-01-01. Author is listed
  6. NEP-ENE: Energy Economics (5) 2013-11-29 2014-05-09 2014-06-02 2017-03-12 2021-04-05. Author is listed
  7. NEP-MST: Market Microstructure (5) 2013-11-29 2014-05-09 2014-06-02 2015-04-19 2015-11-07. Author is listed
  8. NEP-MON: Monetary Economics (4) 2011-10-15 2016-03-29 2017-08-27 2020-06-22
  9. NEP-CBA: Central Banking (2) 2011-10-15 2020-06-22
  10. NEP-CSE: Economics of Strategic Management (2) 2018-07-16 2021-02-01
  11. NEP-ENT: Entrepreneurship (2) 2018-07-16 2021-02-01
  12. NEP-RMG: Risk Management (2) 2013-12-29 2014-06-02
  13. NEP-SBM: Small Business Management (2) 2018-07-16 2021-02-01
  14. NEP-TRA: Transition Economics (2) 2018-07-16 2021-02-01
  15. NEP-URE: Urban & Real Estate Economics (2) 2016-03-06 2017-07-30
  16. NEP-BAN: Banking (1) 2018-02-12
  17. NEP-EEC: European Economics (1) 2011-10-15
  18. NEP-ENV: Environmental Economics (1) 2021-04-05
  19. NEP-EUR: Microeconomic European Issues (1) 2018-07-16
  20. NEP-FMK: Financial Markets (1) 2014-06-02
  21. NEP-IFN: International Finance (1) 2020-06-22
  22. NEP-INO: Innovation (1) 2018-07-16
  23. NEP-INT: International Trade (1) 2021-02-01
  24. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2016-06-09
  25. NEP-OPM: Open Economy Macroeconomics (1) 2020-06-22
  26. NEP-REG: Regulation (1) 2021-04-05

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