Publications

  1. When are Google data useful to nowcast GDP? An approach via preselection and shrinkage, Journal of Business and Economic Statistics (with A. Simoni, forthcoming 2022)
    Skema-Knowledge Blog,
  2. Dating business cycles in France: A reference chronology, Revue Economique (with A. Aviat, F. Bec, C. Diebolt, C. Doz, D. Ferrand, E. Heyer, V. Mignon, P.A. Pionnier, forthcoming, 2022).
    VoxEU blog 1, VoxEU blog 2,  Slides: DatingFrance_SemBeta_Jan2022
  3. The new Fama puzzle, IMF Economic Review, Vol. 70, Issue 3, pp. 451-486, September (with M. Bussière, M.D. Chinn and J. Heipertz, 2022).
    VoxEU blog
  4. Questioning the puzzle: Fiscal policy, real exchange rate and inflation, Journal of International Economics, Vol. 133 (with L. Metelli, F. Natoli and D. Siena,  forthcoming 2022)
  5. Measuring exchange rate risks during periods of uncertainty, International Economics, , Vol. 170 (C), pp. 202-212 (with J. Yapi, forthcoming 2022)
  6. Common factors of commodity prices, Journal of Applied Econometrics, Vol. 37, Issue 3, pp. 461-476, April/May (with S. Delle Chiaie and D. Giannone, 2022)
  7. Economic forecasting at times of Covid-19, International Journal of Forecasting, Guest Editorial (with Xuguang (Simon) Sheng, 2022)
  8. Monitoring high-frequency Growth-at-Risk, International Journal of Forecasting, Vol. 38, pp. 582-595 (with M. Mogliani and J.-G. Sahuc, 2022)
    VoxEU blog
  9. Global Financial connectedness: A non-linear assessment of the uncertainty channel, Applied Economics, Vol. 53, Issue 25, pp. 2865-2887 (with B. Candelon and M. Joets, 2020)
  10. Nowcasting global economic growth: A factor-augmented mixed-frequency approach, The World Economy, Vol. 42, Issue 3, pp. 846-875 (with C. Marsilli, 2019)
  11. Impact of uncertainty shocks on the global economy, Journal of International Money and Finance, Vol. 88, pp. 209-211 (with M.D. Chinn and R. Giacomini, 2018)
  12. What are the macroeconomic effects of high-frequency uncertainty shocks?, Journal of Applied Econometrics, Vol. 33, Issue 5, pp. 662-679 (with P. Guérin, 2018)
  13. 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)
  14. Forecasting euro area recessions by combining financial information, International Journal of Computational Economics and Econometrics, 7, 78-94 (with C. Bellégo, 2017)
  15. A world trade leading index, Economics Letters, 146, 11-115 (with K. Barhoumi and O. Darné, 2016)
  16. 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)
  17. 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)
  18. 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).
  19. 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)
  20. Forecasting the business cycle, International Journal of Forecasting, 30, 3, 517-519 (with D. van Dijk, 2014)
  21. 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)
  22. 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)
  23. 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)
  24. Comments on: Examining the quality of early GDP component estimates, International Journal of Forecasting, 29, 751-753 (2013)
  25. 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)
  26. 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)
  27. 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).
  28. 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)
  29. Macro-financial linkages and business cycles: A factor-probit approach, Economic Modelling, 29, 1793-1797 (with C. Bellégo, 2012)
  30. 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)
  31. Identification of slowdowns and accelerations for the euro area economy, Oxford Bulletin of Economics and Statistics, 73, 3, 335-364 (with O. Darné, 2011)
  32. 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)
  33. Les variables financières sont-elles utiles pour anticiper la croissance économique ? Quelques évidences économétriques, Revue Economique, Vol. 61, No. 3, pp.645-656 (2010)
  34. 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)
  35. 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)
  36. 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)
  37. Caractérisation et datation des cycles économiques en zone Euro, Revue Economique, Vol. 60, No. 3, pp. 703-712 (2009).
  38. 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)
  39. Business surveys modelling with Seasonal-Cyclical Long Memory models, Economics Bulletin, Vol. 3, No. 29, pp. 1-10 (with D. Guégan, 2008)
  40. Point and interval nowcasts of the euro area IPI, Applied Economics Letters, Vol. 14, No. 2, pp. 115-120 (2007)
  41. 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).
  42. 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)
  43. Un outil d’évaluation de la localisation des entreprises industrielles, Economie Internationale, No. 99, pp. 91-112(with A. Henriot, 2004).
  44. A three-regime real-time indicator for the US economy, Economics Letters, Vol. 81, No. 3, pp. 373-378. (2003)
  45. Forecasting with k-factor Gegenbauer processes: Theory and applications, Journal of Forecasting, Vol. 20, pp. 581-601. (with D. Guégan, 2001)
  46. 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)
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