1. Global Financial connectedness: A non-linear assessment of the uncertainty channel, Applied Economics, forthcoming (2020)
  2. Nowcasting global economic growth: A factor-augmented mixed-frequency approach, The World Economy, 42, 3, 846-875 (with C. Marsilli, 2019)
  3. Impact of uncertainty shocks on the global economy, Journal of International Money and Finance, 88, 209-211 (with M.D. Chinn and R. Giacomini, 2018)
  4. What are the macroeconomic effects of high-frequency uncertainty shocks?Journal of Applied Econometrics, 33, 5, 662-679 (with P. Guérin, 2018)
  5. Does the Great Recession imply the end of the Great Moderation? International evidence, Economic Inquiry, Vol. 56, Issue 2, pp. 745-760 (with A. Charles and O. Darné, 2018)
  6. Forecasting euro area recessions by combining financial information, International Journal of Computational Economics and Econometrics, 7, 78-94(with C. Bellégo, 2017)
  7. A world trade leading index, Economics Letters, 146, 11-115 (with K. Barhoumi and O. Darné, 2016)
  8. Macroeconomic forecasting during the Great Recession: the return of non-linearity?, International Journal of Forecasting, 31, 664-679 (with M. Marcellino and M. Mogliani, 2015)
  9. A new monthly chronology of the US industrial cycles in the prewar economy, Journal of Financial Stability, 17, 3-9 (with A. Charles, O. Darné, C. Diebolt, 2015)
  10. Comparing the shapes of recoveries: France, the UK and the US, Economic Modelling, 44, 327-335, January 2015 (with F. Bec and O. Bouabdallah, 2015).
  11. Explaining US Employment Growth after the Great Recession: The role of Output-Employment Non-linearities, Journal of Macroeconomics, 42, 118-129 (with M.D. Chinn and V. Mignon, 2014)
  12. Forecasting the business cycle, International Journal of Forecasting, 30, 3, 517-519 (with D. van Dijk, 2014)
  13. The way out of recessions: Evidence from a bounce-back augmented threshold regression, International Journal of Forecasting, 30, 3, 539-549 (with F. Bec and O. Bouabdallah, 2014)
  14. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?, Economic Modelling, 36 (C), 44-50 (with J.-P. Ortega and C. Marsilli, 2014)
  15. Dynamic factor models: A review of the literature, Journal of Business Cycle Management and Analysis, 2013, 2, 73-107 (with K. Barhoumi and O. Darné, 2013)
  16. Comments on: Examining the quality of early GDP component estimates, International Journal of Forecasting, 29, 751-753 (2013)
  17. Evaluation of regimeswitching modelsfor real-time business cycle analysis of the euro area, Journal of Forecasting, 32, 7, 577-586(with M. Billio, D. Guégan and G.L. Mazzi, 2013)
  18. Testing the number of factors: An empirical assessment for forecasting purposes, Oxford Bulletin of Economics and Statistics, 75, 1, 64-79 (with K. Barhoumi and O. Darné, 2013)
  19. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession, Applied Economics Letters, 20, 3, 233-237 (with C. Marsilli, 2013).
  20. Une revue de la littérature des modèles à facteurs dynamiques, Economie et Prévision, No. 199, 2012/I, 51-77 (with K. Barhoumi and O. Darné, 2012)
  21. Macro-financial linkages and business cycles: A factor-probit approach, Economic Modelling, 29, 1793-1797 (with C. Bellégo, 2012)
  22. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy, Bulletin of Economic Research, 64, s53-s70 (with K. Barhoumi, O. Darné and B. Pluyaud, 2012)
  23. Identification of slowdowns and accelerations for the euro area economy, Oxford Bulletin of Economics and Statistics, 73, 3, 335-364 (with O. Darné, 2011)
  24. Testing fractional order of long memory processes: a Monte Carlo study, Communications in Statistics – Simulation and Computation, 39, 4, 795-806 (with D. Guégan and Z. Lu, 2010)
  25. Les variables financières sont-elles utiles pour anticiper la croissance économique ? Quelques évidences économétriques, Revue Economique, Vol. 61, No. 3, pp.645-656(2010)
  26. Nowcasting Euro area GDP with ragged-edge data: A semi-parametric approach, Journal of Forecasting, Vol. 29, No. 1-2, pp. 186-199 (with D. Guégan and P. Rakotomarolahy, 2010)
  27. Are disaggregate data useful for forecasting French GDP with dynamic factor models ? Journal of Forecasting, Vol. 29, No. 1-2, pp. 132-144 (with K. Barhoumi and O. Darné, 2010)
  28. Un indicateur probabiliste du cycle d’accélération pour l’économie française, Economie et Prévision, No. 189, pp. 93-114 (with M. Adanero-Donderis and O. Darné, 2009)
  29. Caractérisation et datation des cycles économiques en zone Euro, Revue Economique, Vol. 60, No. 3, pp. 703-712 (2009).
  30. A system for dating and detecting turning points in the euro area, The Manchester School, Vol. 76, No. 5, pp. 549-577 (with J. Anas, M. Billio and G.-L. Mazzi, 2008)
  31. Business surveys modelling with Seasonal-Cyclical Long Memory models, Economics Bulletin, Vol. 3, No. 29, pp. 1-10 (with D. Guégan, 2008)
  32. Point and interval nowcasts of the euro area IPI, Applied Economics Letters, Vol. 14, No. 2, pp. 115-120 (2007)
  33. Detection of the industrial business cycle using SETAR models, Journal of Business Cycle Measurement and Analysis, Vol. 2, No. 3, pp. 353-372. (with D. Guégan, 2005).
  34. Turning points detection: The ABCD approach and two probabilistic indicators, Journal of Business Cycle Measurement and Analysis, Vol. 1, No. 2, pp. 1-36. (with J. Anas, 2004)
  35. Un outil d’évaluation de la localisation des entreprises industrielles, Economie Internationale, No. 99, pp. 91-112(with A. Henriot, 2004).
  36. A three-regime real-time indicator for the US economy, Economics Letters, Vol. 81, No. 3, pp. 373-378. (2003)
  37. Forecasting with k-factor Gegenbauer processes: Theory and applications, Journal of Forecasting, Vol. 20, pp. 581-601. (with D. Guégan, 2001)
  38. Analyse d’intervention et prévisions. Problématique et applications à des données de la RATP, Revue de Statistique Appliquée, Vol. XLVIII, No. 2, p.55-72. (with D. Guégan, 2000)