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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
Suffix:
RePEc Short-ID:pgu370
Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Laurier Ave W, Ottawa, ON, K1A 0G9
RePEc:edi:bocgvca (more details at EDIRC)
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  1. Christian Friedrich & Pierre Guérin, 2016. "The Dynamics of Capital Flow Episodes," Staff Working Papers 16-9, Bank of Canada.
  2. Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris West - Nanterre la Défense, EconomiX.
  3. Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015. "Using low frequency information for predicting high frequency variables," Working Paper 2015/13, Norges Bank.
  4. Bijsterbosch, Martin & Guérin, Pierre, 2014. "Characterizing very high uncertainty episodes," Working Paper Series 1637, European Central Bank.
  5. 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.
  6. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
  7. Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers 13-51, Bank of Canada.
  8. 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).
  9. 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.
  10. Guérin, Pierre & Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
  1. 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.
  2. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
  3. 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(02), pages 363-393, March.
  4. 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.
  5. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
  6. 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.
  7. Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-FOR: Forecasting (8) 2011-10-15 2013-11-29 2014-05-09 2014-06-02 2014-06-02 2014-11-17 2015-11-07 2016-03-06. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2011-10-15 2014-06-02 2014-11-17 2015-04-19 2015-11-07 2016-03-06 2016-06-09. Author is listed
  3. NEP-MST: Market Microstructure (5) 2013-11-29 2014-05-09 2014-06-02 2015-04-19 2015-11-07. Author is listed
  4. NEP-ORE: Operations Research (5) 2014-04-05 2014-06-02 2014-11-17 2015-11-07 2016-03-06. Author is listed
  5. NEP-ECM: Econometrics (4) 2011-10-15 2014-06-02 2014-11-17 2015-11-07. Author is listed
  6. NEP-ENE: Energy Economics (3) 2013-11-29 2014-05-09 2014-06-02
  7. NEP-ETS: Econometric Time Series (3) 2014-06-02 2015-11-07 2016-03-06
  8. NEP-MON: Monetary Economics (2) 2011-10-15 2016-03-29
  9. NEP-RMG: Risk Management (2) 2013-12-29 2014-06-02
  10. NEP-CBA: Central Banking (1) 2011-10-15
  11. NEP-EEC: European Economics (1) 2011-10-15
  12. NEP-FMK: Financial Markets (1) 2014-06-02
  13. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2016-06-09
  14. NEP-URE: Urban & Real Estate Economics (1) 2016-03-06

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