Laurent Ferrara

Banque de France

Researcher-Economist

Paris

France

Université Paris Ouest - Nanterre, La Défense - EconomiX

200 Avenue de la République

92000

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 39,538

SSRN RANKINGS

Top 39,538

in Total Papers Downloads

844

CITATIONS
Rank 33,183

SSRN RANKINGS

Top 33,183

in Total Papers Citations

6

Scholarly Papers (16)

1.

Dynamic Factor Models: A Review of the Literature

Number of pages: 54 Posted: 11 Jul 2013
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 187 (83,055)

Abstract:

dynamic factor models, estimation, tests for the number of factors, macroeconomic applications

2.

Understanding the Weakness in Global Trade - What is the New Normal?

ECB Occasional Paper No. 178
Number of pages: 48 Posted: 26 Sep 2016
Banque de France, European Central Bank (ECB), Czech National Bank (CNB), Bank of Italy, Banque de France, Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Greece, Banque de France, European Central Bank (ECB), Banque de France, Bank of Finland - Financial Markets, Central Bank and Financial Services Authority of Ireland, European Central Bank (ECB), Bank of Italy, Banque de France, Banco de España, National Bank of Poland, National Bank of Poland - Department of Economics, European Central Bank (ECB), Magyar Nemzeti Bank, Bank of Lithuania, Banco de España, European Central Bank (ECB), Deutsche Bundesbank, Banque de France, Bank of England, De Nederlandsche Bank, De Nederlandsche Bank, National Bank of Belgium and Oesterreichische Nationalbank (OeNB)
Downloads 80 (253,963)

Abstract:

global trade slowdown, trade elasticity, global value chains, frictions in global trade, protectionism

Macroeconomic Forecasting During the Great Recession: The Return of Non-Linearity?

Document de Travail No. 383
Number of pages: 36 Posted: 01 Jun 2012
Banque de France, European University Institute and Banque de France
Downloads 74 (268,644)
Citation 1

Abstract:

Forecasting, Non-linear models, Great Recession

Macroeconomic Forecasting During the Great Recession: The Return of Non-Linearity?

CEPR Discussion Paper No. DP9313
Number of pages: 45 Posted: 01 Feb 2013
Banque de France, European University Institute and Banque de France
Downloads 5 (539,767)
Citation 1

Abstract:

Great Recession, Macroeconomic forecasting, Non-linear models

4.

Forecasting Growth During the Great Recession: Is Financial Volatility the Missing Ingredient?

Economic Modelling, Vol. 36, 44-50, 2014, Banque de France Working Paper No. 454
Number of pages: 11 Posted: 10 Nov 2012 Last Revised: 13 May 2014
Laurent Ferrara, Clément Marsilli and Juan-Pablo Ortega
Banque de France, Banque de France and Universität Sankt Gallen
Downloads 57 (278,832)
Citation 1

Abstract:

Great Recession, Forecasting, Financial variables, MIDAS approach, Volatility

5.

UNE REVUE DE LA LITTÉRATURE DES MODÈLES À FACTEURS DYNAMIQUES (Dynamic Factor Models: A Review of the Literature)

Banque de France Working Paper No. 430
Number of pages: 61 Posted: 04 Apr 2013
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 45 (270,151)

Abstract:

Dynamic factor models, estimation, tests for the number of factors, macroeconomic applications

6.

Monthly Forecasting of French GDP: A Revised Version of the Optim Model

Banque de France Working Paper No. 222
Number of pages: 49 Posted: 17 Sep 2010
Banque de France - Economic Study and Research Division, Banque de France, University of Nantes - Faculty of Business and Economics, Banque de France, Banque de France and Banque de France
Downloads 30 (362,424)

Abstract:

GDP forecasting, Bridge models, General-to-specific approach

7.

Nowcasting Global Economic Growth: A Factor-Augmented Mixed-Frequency Approach

Banque de France Working Paper No. 515
Number of pages: 18 Posted: 25 Oct 2014
Laurent Ferrara and Clément Marsilli
Banque de France and Banque de France
Downloads 28 (315,942)

Abstract:

Global growth, Nowcasting, Factor-Augmented MIDAS

8.

A World Trade Leading Index (WTLI)

IMF Working Paper No. 15/20
Number of pages: 15 Posted: 23 Feb 2015
Karim Barhoumi and Laurent Ferrara
International Monetary Fund (IMF) and Banque de France
Downloads 27 (355,615)

Abstract:

International trade, Cyclical indicators, Indicators of economic activity, Data analysis, World trade, leading indicators, factor models., growth rate, variables, trough, business climate, price, gdp, commodities, volatility, future, value, benchmark, exchange, economic statistics, data availability, protectionism, commodity, exchange rate, macroeconomic forecasting, static analysis, goods, expectations, theory, macroeconomics, diffusion indexes, measurement, output, prices

9.

The European Way Out of Recession

Banque de France Working Paper No. 360
Number of pages: 27 Posted: 27 Jan 2012
Frederique Bec, Othman Bouabdallah and Laurent Ferrara
Banque de France, Banque de France and Banque de France
Downloads 23 (406,066)

Abstract:

Threshold autoregression, bounce-back effects, asymmetric business cycles

10.

The Possible Shapes of Recoveries in Markov-Switching Models

Banque de France Working Paper No. 321
Number of pages: 37 Posted: 14 Mar 2011
Frédérique Bec, Othman Bouabdallah and Laurent Ferrara
University of Cergy-Pontoise, Banque de France and Banque de France
Downloads 23 (397,139)
Citation 1

Abstract:

Markov-Switching models, bounce-back effects, asymmetric business cycles

11.

Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)

Banque de France Working Paper No. NER - E 187
Number of pages: 36 Posted: 08 Oct 2010
Marie Adanero-Donderis, Olivier Darné and Laurent Ferrara
Banque de France, University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 16 (430,691)

Abstract:

Business Cycle, Acceleration Cycle, Probabilistic Indicator, Markov-Switching Models, Surveys

12.

Business Surveys Modelling with Seasonal-Cyclical Long Memory Models

Banque de France Working Paper No. 224
Number of pages: 19 Posted: 17 Sep 2010
Laurent Ferrara and Dominique Guegan
Banque de France and Universite Paris 1 Pantheon-Sorbonne
Downloads 15 (446,309)

Abstract:

Euro area, business surveys, seasonal, long memory

13.

Post-Recession Us Employment Through the Lens of a Non-Linear Okun's Law

NBER Working Paper No. w19047
Number of pages: 20 Posted: 18 May 2013
Menzie David Chinn, Laurent Ferrara and Valérie Mignon
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, Banque de France and EconomiX-CNRS, University of Paris Ouest
Downloads 5 (502,132)

Abstract:

14.

Identification of Slowdowns and Accelerations for the Euro Area Economy

Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 3, pp. 335-364, 2011
Number of pages: 30 Posted: 05 Apr 2011
Olivier Darn and Laurent Ferrara
affiliation not provided to SSRN and Banque de France
Downloads 3 (524,553)
Citation 2

Abstract:

C22, C52, E32

15.

Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 64-79, 2013
Number of pages: 16 Posted: 23 Dec 2012
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 1 (539,855)
Citation 1

Abstract:

16.

Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results

Number of pages: 35 Posted: 19 Apr 2017
Banque de France, Banque de France, Banque de France - Economic Study and Research Division and Banque de France
Downloads 0 (497,362)

Abstract:

Fiscal composition, budget-neutral reforms, taxes, government spending, multi-country DSGE model, international spillovers