Pierre Guerin

Government of Canada - Bank of Canada

International Economic Analysis Department

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

262

SSRN CITATIONS
Rank 21,197

SSRN RANKINGS

Top 21,197

in Total Papers Citations

2

CROSSREF CITATIONS

45

Scholarly Papers (4)

1.

Using Low Frequency Information for Predicting High Frequency Variables

Norges Bank Working Paper 13/2015
Number of pages: 41 Posted: 27 Nov 2015
Norges Bank, Government of Canada - Bank of Canada and Bocconi University - Department of Economics
Downloads 133 (301,224)
Citation 7

Abstract:

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Mixed-Frequency VAR models, temporal aggregation, MIDAS models

2.

Markov-Switching Three-Pass Regression Filter

Banco de Espana Working Paper No. 1748
Number of pages: 59 Posted: 29 Dec 2017
Government of Canada - Bank of Canada, Banco de España and Bocconi University - Department of Economics
Downloads 67 (464,585)

Abstract:

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Factor Model, Markov-Switching, Forecasting

Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data

Number of pages: 42 Posted: 18 Nov 2015
Pierre Guerin and Danilo Leiva-Leon
Government of Canada - Bank of Canada and Central Bank of Chile
Downloads 25 (695,417)
Citation 23

Abstract:

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Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data

Banco de Espana Working Paper No. 1727
Number of pages: 18 Posted: 31 Jul 2017
Pierre Guerin and Danilo Leiva-Leon
Government of Canada - Bank of Canada and Banco de España
Downloads 20 (737,844)

Abstract:

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business cycles, forecast combination, forecasting, Markov-switching, nowcasting

4.

What Drives Interbank Loans? Evidence from Canada

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 06 Jun 2017 Last Revised: 14 Jul 2018
Narayan Bulusu and Pierre Guerin
Bank of Canada and Government of Canada - Bank of Canada
Downloads 17 (739,563)
Citation 2

Abstract:

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Interbank lending, funding liquidity, repurchase agreements (repos), collateral management