Laurent Ferrara

Banque de France

Paris

France

SCHOLARLY PAPERS

10

DOWNLOADS

492

SSRN CITATIONS
Rank 7,031

SSRN RANKINGS

Top 7,031

in Total Papers Citations

15

CROSSREF CITATIONS

166

Scholarly Papers (10)

1.

Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets

Banque de France Working Paper No. 259
Number of pages: 30 Posted: 27 Jun 2010
Christophe Bellégo and Laurent Ferrara
CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration) and Banque de France
Downloads 97 (313,340)
Citation 33

Abstract:

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Macroeconomic forecasting, Business cycles, Turning points, Financial markets, Non-linear time series, Combining forecasts

2.

Cyclical Relationships Between GDP and Housing Market in France: Facts and Factors at Play

Banque de France Working Paper
Number of pages: 30 Posted: 18 Jun 2010
Olivier Vigna and Laurent Ferrara
Banque de France and Banque de France
Downloads 97 (313,340)

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Economic cycles, Housing market, France

3.

Explaining the Recent Slump in Investment: The Role of Expected Demand and Uncertainty

Banque de France Working Paper No. 571
Number of pages: 72 Posted: 29 Sep 2015
Matthieu Bussière, Laurent Ferrara and Juliana Milovich
Banque de France, Banque de France and Banque de France
Downloads 92 (324,193)
Citation 30

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Business investment, aggregate demand, expectations, uncertainty, financial frictions, macroeconomic forecasts

4.

Housing Cycles in the Major Euro Area Countries

Banco de Espana Occasional Paper No. 1001
Number of pages: 38 Posted: 05 Apr 2010 Last Revised: 09 May 2015
Banco de España, Bank of Italy, Banco de España, Banque de France and Deutsche Bundesbank - Economics Department
Downloads 88 (333,413)
Citation 79

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Housing cycles, synchronisation measures, euro area countries

5.

Common Business and Housing Market Cycles in the Euro Area from a Multivariate Decomposition

Banque de France Working Paper No. 275
Number of pages: 33 Posted: 03 Jun 2010
Laurent Ferrara and Siem Jan Koopman
Banque de France and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 61 (408,803)
Citation 22

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House Prices, Business Cycles, Euro Area, Unobserved Components Model

6.

Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP?

Banque de France Working Paper No. 232
Number of pages: 30 Posted: 14 Sep 2010
Barhoumi Karim, Olivier Darné and Laurent Ferrara
Banque de France - Economic Study and Research Division, University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 28 (556,306)
Citation 4

Abstract:

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GDP Forecasting, Factor Models, Data Aggregation

7.

Identification of Slowdowns and Accelerations for the Euro Area Economy

Banque de France Working Paper No. 239
Number of pages: 38 Posted: 28 Aug 2010
Laurent Ferrara and Olivier Darné
Banque de France and University of Nantes - Faculty of Business and Economics
Downloads 23 (581,590)
Citation 2

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Acceleration cycle, Euro area, Dating chronology, Turning point indicator, Business surveys

8.

Identification of Slowdowns and Accelerations for the Euro Area Economy

CEPR Discussion Paper No. DP7376
Number of pages: 34 Posted: 26 Aug 2009
Olivier Darné and Laurent Ferrara
University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 3 (723,753)
Citation 1
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Acceleration cycle, Business surveys, Dating chronology, Euro area, Turning point indicator

9.

A System for Dating and Detecting Turning Points in the Euro Area

Manchester School, Vol. 76, Issue 5, pp. 549-577, September 2008
Number of pages: 29 Posted: 18 Aug 2008
affiliation not provided to SSRN, Ca Foscari University of Venice - Dipartimento di Economia, Banque de France and Eurostat
Downloads 2 (733,558)
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10.

Monthly GDP Forecasting Using Bridge Models: Application for the French Economy

Bulletin of Economic Research, Vol. 64, pp. s53-s70, 2012
Number of pages: 18 Posted: 11 Dec 2012
affiliation not provided to SSRN, Banque de France, University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 1 (745,544)
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bridge models, GDP forecasting, general‐to‐specific approach