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
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3,072

CITATIONS
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Top 6,219

in Total Papers Citations

80

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
Vrije Universiteit Brussel (VUB), DV Trading and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 865 (14,860)
Citation 4

Abstract:

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 446 (45,679)
Citation 2

Abstract:

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

3.

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
Katholieke Universiteit Leuven (KUL), Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Katholieke Universiteit Leuven (KUL)
Downloads 279 (83,414)
Citation 2

Abstract:

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

4.

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
Tilburg University, 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 275 (80,172)
Citation 1

Abstract:

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

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 187 (123,006)

Abstract:

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 164 (141,726)
Citation 2

Abstract:

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
Tilburg University, 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 154 (146,316)
Citation 5

Abstract:

consumer confidence, dynamic correlation, European Unification

8.

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 105 (203,565)
Citation 1

Abstract:

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

9.

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 70 (256,130)
Citation 1

Abstract:

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

10.

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
Tilburg University, 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 62 (268,548)
Citation 12

Abstract:

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

11.

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 57 (258,124)

Abstract:

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

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 Tilburg University
Downloads 37 (352,609)

Abstract:

Bagging

13.

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 25 (400,633)
Citation 36

Abstract:

Business cycle, coherence, comovements, geography

14.

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
Tilburg University, 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 24 (370,631)

Abstract:

business surveys, Granger causality, production expectations, spectral analysis

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 (435,710)
Citation 12

Abstract:

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 1 (522,290)
Citation 2

Abstract: