Clément Marsilli

Banque de France

Paris

France

Université de Franche-Comté

1 rue Claude Goudimel

25030 Besancon cedex, DOUBS 25000

France

SCHOLARLY PAPERS

4

DOWNLOADS

371

CITATIONS
Rank 16,367

SSRN RANKINGS

Top 16,367

in Total Papers Citations

43

Scholarly Papers (4)

1.

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, European Central Bank (ECB), 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, Bank of England, De Nederlandsche Bank, National Bank of Belgium and Oesterreichische Nationalbank (OeNB)
Downloads 105 (254,832)

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

2.

Variable Selection in Predictive MIDAS Models

Banque de France Working Paper No. 520
Number of pages: 39 Posted: 28 Nov 2014
Clément Marsilli
Banque de France
Downloads 92 (278,093)
Citation 25

Abstract:

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Forecasting, Mixed frequency data, MIDAS, Variable selection, GDP

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 91 (282,186)
Citation 17

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Global growth, Nowcasting, Factor-Augmented MIDAS

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

The World Economy, Vol. 42, Issue 3, pp. 846-875, 2019
Number of pages: 30 Posted: 07 Mar 2019
Laurent Ferrara and Clément Marsilli
Banque de France and Banque de France
Downloads 1 (680,308)
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factor‐augmented MIDAS, global growth, IMF, Nowcasting

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 82 (298,839)
Citation 1

Abstract:

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