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Pierre Guérin

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Personal Details

First Name:Pierre
Middle Name:
Last Name:Guérin
RePEc Short-ID:pgu370
Postal Address:
Location: Ottawa, Canada
Phone: (613) 782-8111
Fax: (613) 782-7713
Postal: 234 Laurier Ave W, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)
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  1. 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.
  2. Bijsterbosch, Martin & Guérin, Pierre, 2014. "Characterizing very high uncertainty episodes," Working Paper Series 1637, European Central Bank.
  3. 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.
  4. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
  5. Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Working Papers 13-51, Bank of Canada.
  6. 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).
  7. 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.
  8. Guérin, Pierre & Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
  1. 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.
  2. 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.
  3. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
  4. Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-10-15
  2. NEP-ECM: Econometrics (3) 2011-10-15 2014-06-02 2014-11-17. Author is listed
  3. NEP-EEC: European Economics (1) 2011-10-15
  4. NEP-ENE: Energy Economics (3) 2013-11-29 2014-05-09 2014-06-02. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2014-06-02
  6. NEP-FMK: Financial Markets (1) 2014-06-02
  7. NEP-FOR: Forecasting (6) 2011-10-15 2013-11-29 2014-05-09 2014-06-02 2014-06-02 2014-11-17. Author is listed
  8. NEP-MAC: Macroeconomics (3) 2011-10-15 2014-06-02 2014-11-17. Author is listed
  9. NEP-MON: Monetary Economics (1) 2011-10-15
  10. NEP-MST: Market Microstructure (3) 2013-11-29 2014-05-09 2014-06-02. Author is listed
  11. NEP-ORE: Operations Research (3) 2014-04-05 2014-06-02 2014-11-17. Author is listed
  12. NEP-RMG: Risk Management (2) 2013-12-29 2014-06-02

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