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Clément Marsilli
(Clement Marsilli)

Personal Details

First Name:Clement
Middle Name:
Last Name:Marsilli
Suffix:
RePEc Short-ID:pma1639
Banque de France International Macroeconomics Division 31 rue Croix des Petits-Champs F-75001 PARIS
33 1 42 97 77 11
Twitter: @clementmarsilli

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Denisa BANULESCU-RADU & Laurent FERRARA & Clément MARSILLI, 2019. "Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences," LEO Working Papers / DR LEO 2710, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  2. 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.
  3. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
  4. L. Ferrara & C. Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.
  5. 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.
  6. Laurent Ferrara & Clément Marsilli, 2013. "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," Post-Print hal-01385844, HAL.

Articles

  1. Genre Véronique & Lecat Rémy & Marsilli Clément, 2020. "The euro in the history of the international monetary system [L’euro dans l’histoire du système monétaire international]," Bulletin de la Banque de France, Banque de France, issue 229.
  2. Bruno Cabrillac & Clément Marsilli & Sophie Rivaud, 2020. "De la libéralisation à la gestion des flux de capitaux internationaux," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 269-298.
  3. 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.
  4. Clément Marsilli, 2017. "Nowcasting US inflation using a MIDAS augmented Phillips curve," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 64-77.
  5. Ferrara , L. & Marsilli, C., 2016. "Nowcasting global economic growth," Rue de la Banque, Banque de France, issue 23, April..
  6. 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.
  7. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. 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.

    Mentioned in:

    1. Guest Contribution: “Nowcasting Global GDP Growth”
      by Menzie Chinn in Econbrowser on 2015-03-12 09:56:18
  2. L. Ferrara & C. Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.

    Mentioned in:

    1. Guest Contribution: “Nowcasting Global GDP Growth”
      by Menzie Chinn in Econbrowser on 2015-03-12 09:56:18

Working papers

  1. 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.

    Cited by:

    1. Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2019. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02315466, HAL.
    2. R. Cezar, 2016. "France’s pharmaceutical industry in global value chains," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 52-63, Winter.
    3. E. Buttin, 2016. "Green bonds: a solution for financing the energy transition or a simple buzzword?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 20-27, Winter.
    4. William F. Lincoln & Andrew H. McCallum & Michael Siemer, 2019. "The Great Recession and a Missing Generation of Exporters," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 703-745, December.
    5. Rougès, D. & Strauss-Kahn, M.-O., 2017. "Sondage 2016 sur les Français et l’économie : comportements, préoccupations et attentes," Bulletin de la Banque de France, Banque de France, issue 209, pages 15-23.
    6. Xuefeng Qian & Zhao Liu & Ying Pan, 2017. "China's Trade Slowdown: Cyclical or Structural?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 25(6), pages 65-83, November.
    7. Gunnella, Vanessa & Al-Haschimi, Alexander & Benkovskis, Konstantins & Chiacchio, Francesco & de Soyres, François & Di Lupidio, Benedetta & Fidora, Michael & Franco-Bedoya, Sebastian & Frohm, Erik & G, 2019. "The impact of global value chains on the euro area economy," Occasional Paper Series 221, European Central Bank.
    8. Bureau, B. & Bürker, M. & Libert, T., 2017. "La situation des entreprises en France en 2015," Bulletin de la Banque de France, Banque de France, issue 209, pages 39-55.
    9. Kilian, Lutz & Zhou, Xiaoqing, 2017. "Modeling Fluctuations in the Global Demand for Commodities," CEPR Discussion Papers 12357, C.E.P.R. Discussion Papers.
    10. C. Mazet-Sonilhac & J.-S. Mésonnier, 2016. "The cost of equity for large non-financial companies in the euro area: an estimation over the last decade," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 28-39, Winter.
    11. Gächter, Martin & Gkrintzalis, Ioannis, 2017. "The finance–trade nexus revisited: Is the global trade slowdown also a financial story?," Economics Letters, Elsevier, vol. 158(C), pages 21-25.
    12. A. Boileau & L. Carlino & A. S. Lafon, 2016. "In the first half of 2016, the main French groups increased their profitability," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 40-51, Winter.
    13. B. Cabrillac & L. Gauvin & J.-L. Gossé, 2016. "GDP-indexed bonds: what are the benefits for issuing countries, investors and international financial stability?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 6-19, Winter.
    14. Humbertclaude, S. & Monteil, F., 2017. "Le patrimoine économique national en 2015 : un modeste rebond," Bulletin de la Banque de France, Banque de France, issue 209, pages 5-14.
    15. Cezar, R., 2017. "L’industrie pharmaceutique française dans les chaînes de valeur mondiales," Bulletin de la Banque de France, Banque de France, issue 209, pages 57-69.
    16. Sondermann, David & Consolo, Agostino & Gunnella, Vanessa & Koester, Gerrit & Lambrias, Kyriacos & Lopez-Garcia, Paloma & Nerlich, Carolin & Petroulakis, Filippos & Saiz, Lorena & Serafini, Roberta, 2019. "Economic structures 20 years into the euro," Occasional Paper Series 224, European Central Bank.
    17. Boileau, A. & Chavy-Martin, A.-C., 2017. "Les délais de paiement sont stables en 2015," Bulletin de la Banque de France, Banque de France, issue 209, pages 25-38.

  2. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.

    Cited by:

    1. Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
    2. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019. "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers 1912.06307, arXiv.org, revised Feb 2021.
    3. Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015. "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers 45/2015, Deutsche Bundesbank.
    4. Jiang, Cuixia & Xiong, Wei & Xu, Qifa & Liu, Yezheng, 2021. "Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty," Finance Research Letters, Elsevier, vol. 38(C).
    5. Boriss Siliverstovs, 2017. "Short-term forecasting with mixed-frequency data: a MIDASSO approach," Applied Economics, Taylor & Francis Journals, vol. 49(13), pages 1326-1343, March.
    6. Xu, Qifa & Zhuo, Xingxuan & Jiang, Cuixia & Liu, Xi & Liu, Yezheng, 2018. "Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth," Economic Modelling, Elsevier, vol. 75(C), pages 221-236.
    7. Ghysels, Eric & Qian, Hang, 2019. "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, vol. 9(C), pages 1-16.
    8. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Time Series Regressions with an Application to Nowcasting," Papers 2005.14057, arXiv.org, revised Dec 2020.

  3. L. Ferrara & C. Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.

    Cited by:

    1. Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
    2. E. Terrones, Marco & Kose, Ayhan & Sugawara, Naotaka, 2020. "Global Recessions," CEPR Discussion Papers 14397, C.E.P.R. Discussion Papers.
    3. Francesco Ravazzolo & Joaquin Vespignani, 2017. "World steel production: A new monthly indicator of global real economic activity," CAMA Working Papers 2017-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Stankevich, Ivan, 2020. "Comparison of macroeconomic indicators nowcasting methods: Russian GDP case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 113-127.
    5. Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
    6. Camacho, Maximo & Martinez-Martin, Jaime, 2015. "Monitoring the world business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 617-625.
    7. Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5802-5816, November.
    8. Heinisch, Katja & Lindner, Axel, 2018. "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 1-6.
    9. Baumann, Ursel & Gómez-Salvador, Ramón & Seitz, Franz, 2019. "Detecting turning points in global economic activity," Working Paper Series 2310, European Central Bank.
    10. Ferrara , L. & Marsilli, C., 2016. "Nowcasting global economic growth," Rue de la Banque, Banque de France, issue 23, April..
    11. Mahmut Gunay, 2018. "Nowcasting Annual Turkish GDP Growth with MIDAS," CBT Research Notes in Economics 1810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    12. Denisa BANULESCU-RADU & Laurent FERRARA & Clément MARSILLI, 2019. "Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences," LEO Working Papers / DR LEO 2710, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    13. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.

  4. 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.

    Cited by:

    1. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    2. Vortelinos, Dimitrios I., 2017. "Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 824-839.
    3. Marie Bessec, 2019. "Revisiting the transitional dynamics of business-cycle phases with mixed-frequency data," Post-Print hal-02181552, HAL.
    4. Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
    5. 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.
    6. Junttila, Juha & Vataja, Juuso, 2018. "Economic policy uncertainty effects for forecasting future real economic activity," Economic Systems, Elsevier, vol. 42(4), pages 569-583.
    7. an de Meulen, Philipp, 2015. "Das RWI-Kurzfristprognosemodell," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 66(2), pages 25-46.
    8. Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank.
    9. 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.
    10. Schumacher, Christian, 2016. "A comparison of MIDAS and bridge equations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 257-270.
    11. Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland, Institute for Economies in Transition.
    12. 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.
    13. Grégory Levieuge, 2017. "Explaining and forecasting bank loans. Good times and crisis," Applied Economics, Taylor & Francis Journals, vol. 49(8), pages 823-843, February.
    14. Marie Bessec, 2015. "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Post-Print hal-01276824, HAL.
    15. Kitlinski, Tobias & an de Meulen, Philipp, 2015. "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers 559, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    16. Laine, Olli-Matti & Lindblad, Annika, 2020. "Nowcasting Finnish GDP growth using financial variables: a MIDAS approach," BoF Economics Review 4/2020, Bank of Finland.
    17. Stefan Gebauer, 2017. "The Use of Financial Market Variables in Forecasting," DIW Roundup: Politik im Fokus 115, DIW Berlin, German Institute for Economic Research.
    18. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.

  5. Laurent Ferrara & Clément Marsilli, 2013. "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," Post-Print hal-01385844, HAL.

    Cited by:

    1. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    2. Mittal, Amit & Garg, Ajay Kumar, 2021. "Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 210-220.
    3. 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.
    4. Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
    5. Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013. "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics 52626, London School of Economics and Political Science, LSE Library.
    6. Mittal, Amit & Garg, Ajay Kumar, 2018. "Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia," MPRA Paper 98253, University Library of Munich, Germany.
    7. Gong, Yuting & Chen, Qiang & Liang, Jufang, 2018. "A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets," Economic Modelling, Elsevier, vol. 68(C), pages 586-598.
    8. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.

Articles

  1. 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.
    See citations under working paper version above.
  2. Clément Marsilli, 2017. "Nowcasting US inflation using a MIDAS augmented Phillips curve," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 64-77.

    Cited by:

    1. Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.

  3. 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.
    See citations under working paper version above.
  4. 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. See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 6 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 (4) 2012-04-17 2013-07-15 2013-10-25 2014-12-19. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2013-10-25 2014-11-22 2014-12-19. Author is listed
  3. NEP-ECM: Econometrics (1) 2014-12-19
  4. NEP-ETS: Econometric Time Series (1) 2014-12-19
  5. NEP-INT: International Trade (1) 2016-10-02

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