Christophe Croux

Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)

Ave. Franklin D Roosevelt, 50 - C.P. 114

Brussels, B-1050

Belgium

Catholic University of Leuven (KUL) - Department of Applied Economics

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 13,286

SSRN RANKINGS

Top 13,286

in Total Papers Downloads

3,705

SSRN CITATIONS
Rank 8,540

SSRN RANKINGS

Top 8,540

in Total Papers Citations

23

CROSSREF CITATIONS

97

Scholarly Papers (16)

1.

Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns

Journal of Risk, Vol. 11, No. 2, pp. 79-103, 2008
Number of pages: 33 Posted: 12 Nov 2007 Last Revised: 04 Mar 2012
Kris Boudt, Brian G. Peterson and Christophe Croux
Ghent University, University of Washington and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 1,467 (12,464)
Citation 9

Abstract:

Loading...

Customer lifetime value, Value, Companies, Order, Model, Product, Expected

2.

Robust Forecasting with Exponential and Holt-Winters Smoothing

Number of pages: 22 Posted: 01 Feb 2008
Sarah Gelper, Roland Fried and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 553 (50,434)
Citation 12

Abstract:

Loading...

Forecasting, Holt-Winters smoothing, Robust methods, Time series, Smoothing, Time, Outliers, Methods, Selection, Parameters, Model, Simulation, Studies, Performance, Data, Trends

3.

Measuring and Testing Granger Causality over the Spectrum: An Application to European Production Expectation Surveys

International Journal of Forecasting, 2008
Number of pages: 41 Posted: 20 Dec 2004 Last Revised: 26 Mar 2008
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Rotterdam School of Management, Erasmus University Rotterdam, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 311 (100,110)

Abstract:

Loading...

Business Surveys, Granger Causality, Government Forecasting, Production Expections, Spectral Analysis

4.

Variable Selection for Logistic Regression Using a Prediction Focussed Information Criterion

Number of pages: 22 Posted: 23 Jan 2006
Gerda Claeskens, Christophe Croux and Johan Van Kerckhoven
KU Leuven - Department of Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Katholieke Universiteit Leuven (KUL)
Downloads 292 (107,171)
Citation 1

Abstract:

Loading...

Error rate, Focussed information criterion, Forward selection, Logistic regression, Model selection, Risk measures

5.

Robust Linear Discriminant Analysis for Multiple Groups: Influence and Classification Efficiencies

Number of pages: 29 Posted: 24 Jan 2006
Christophe Croux, Peter Filzmoser and Kristel Joossens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Vienna University of Technology and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 209 (150,278)

Abstract:

Loading...

Classification efficiency, Discriminant analysis, Error rate, Fisher rule, Influence function, Multiple groups, Robustness

6.

Multivariate Out-of-Sample Tests for Granger Causality

K.U. Leuven KBI Working Paper No. 0602
Number of pages: 20 Posted: 01 Jun 2006
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 176 (175,903)

Abstract:

Loading...

Belgium, Consumer confidence, Consumer Confidence Index, Consumer sentiment, Data, Forecasting, Germany, Granger causality, Indexes, Multivariate time series, Out-of-sample tests, Performance, Power, Regression, Research, Sales, Simulation, Studies, Tests, Time, Time series

7.

The European Consumer: United in Diversity?

ERIM Report Series Reference No. ERS-2005-022-MKT
Number of pages: 33 Posted: 20 Sep 2005
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Rotterdam School of Management, Erasmus University Rotterdam, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 169 (182,222)

Abstract:

Loading...

consumer confidence, dynamic correlation, European Unification

8.

The Global Entry of New Pharmaceuticals: A Joint Investigation of Launch Window and Price

ERIM Report Series Reference No. ERS-2011-010-MKT
Number of pages: 55 Posted: 31 May 2011
I. Verniers, S. Stremersch and Christophe Croux
affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 123 (235,937)

Abstract:

Loading...

regulation, pharmaceutical, entry timing, launch price, launch window, international new product launch

9.

Logistic Discrimination Using Robust Estimators

Number of pages: 24 Posted: 27 Jan 2006
Christophe Croux, Gentiane Haesbroeck and Kristel Joossens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), University of Liège. Department of Mathematics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 114 (249,448)

Abstract:

Loading...

Classification, Diagnostics, Discrimination, Error rate, Influence function, Logistic regression, Robustness

10.

Robust Online Scale Estimation in Time Series: A Regression-Free Approach

Number of pages: 41 Posted: 01 Feb 2008
KU Leuven - Faculty of Business and Economics (FEB), Technische Universität Dortmund, Fakultät Statistik, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and affiliation not provided to SSRN
Downloads 83 (307,657)
Citation 3

Abstract:

Loading...

Breakdown point, Inuence function, Online monitoring, Outliers, Robust scale estimation

11.

On the Predictive Content of Production Surveys: A Pan-European Study

ERIM Report Series Reference No. ERS-2004-017-MKT
Number of pages: 35 Posted: 26 Aug 2006
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Rotterdam School of Management, Erasmus University Rotterdam, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 75 (326,457)
Citation 2

Abstract:

Loading...

business surveys, cross-correlations, production expectations, granger causality

12.

Trimmed Bagging

Number of pages: 11 Posted: 01 Feb 2008
Christophe Croux, Kristel Joossens and Aurelie Lemmens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), KU Leuven - Faculty of Business and Economics (FEB) and Rotterdam School of Management, Erasmus University Rotterdam
Downloads 46 (414,166)

Abstract:

Loading...

Bagging

13.

Decomposing Granger Causality Over the Spectrum

ERIM Report Series Reference No. ERS-2004-102-MKT
Number of pages: 27 Posted: 27 Dec 2010
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Rotterdam School of Management, Erasmus University Rotterdam, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 41 (433,210)

Abstract:

Loading...

business surveys, Granger causality, production expectations, spectral analysis

14.

A Measure of Comovement for Economic Variables: Theory and Empirics

CEPR Discussion Paper No. 2339
Number of pages: 28 Posted: 20 Dec 2001
Christophe Croux, Mario Forni and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and London Business School
Downloads 26 (502,802)
Citation 14
  • Add to Cart

Abstract:

Loading...

Business cycle, coherence, comovements, geography

15.

Robust Estimators for the Fixed Effects Panel Data Model

Econometrics Journal, Vol. 10, No. 3, pp. 521-540, November 2007
Number of pages: 20 Posted: 31 Oct 2007
Maria Caterina Bramati and Christophe Croux
Belgian National Institute of Statistics and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 18 (549,919)
Citation 1
  • Add to Cart

Abstract:

Loading...

16.

On the Construction of the European Economic Sentiment Indicator

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 1, pp. 47-62, February 2010
Number of pages: 16 Posted: 21 Dec 2009
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 2 (658,335)
Citation 1
  • Add to Cart

Abstract:

Loading...