Browsen in EconStor gesamt nach Autor:innen Guérin, Pierre


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ErscheinungsjahrTitelAutor:innen
2011Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combinationGuérin, Pierre; Maurin, Laurent; Mohr, Matthias
2013Regime switches in the risk-return trade-offGhysels, Eric; Guérin, Pierre; Marcellino, Massimiliano
2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at workBaumeister, Christiane; Guérin, Pierre; Kilian, Lutz
2014Characterizing very high uncertainty episodesBijsterbosch, Martin; Guérin, Pierre
2014Do high-frequency financial data help forecast oil prices? The MIDAS touch at workBaumeister, Christiane; Guérin, Pierre; Kilian, Lutz
2015Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional DataGuérin, Pierre; Leiva-Leon, Danilo
2016What are the macroeconomic effects of high-frequency uncertainty shocksFerrara, Laurent; Guérin, Pierre
2016The dynamics of capital flow episodesFriedrich, Christian; Guérin, Pierre
2017Markov-switching three-pass regression filterGuérin, Pierre; Leiva-Leon, Danilo; Marcellino, Massimiliano
2018What drives interbank loans? Evidence from CanadaBulusu, Narayan; Guérin, Pierre
2020A Comparison of Monthly Global Indicators for Forecasting GrowthBaumeister, Christiane; Guérin, Pierre
2020Monetary policy independence and the strength of the global financial cycleFriedrich, Christian; Guérin, Pierre; Leiva-Léon, Danilo