Laurent L. Pauwels

NYU Abu Dhabi

PO Box 129188

Abu Dhabi

United Arab Emirates

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

  • NYU Abu Dhabi

  • The University of Sydney

  • Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

SCHOLARLY PAPERS

13

DOWNLOADS

997

SSRN CITATIONS
Rank 49,970

SSRN RANKINGS

Top 49,970

in Total Papers Citations

13

CROSSREF CITATIONS

3

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

Margin Debt and Portfolio Margin Requirements

Number of pages: 19 Posted: 09 Dec 2013 Last Revised: 10 Jun 2014
Dmytro Matsypura and Laurent L. Pauwels
University of Sydney and NYU Abu Dhabi
Downloads 154 (348,018)

Abstract:

Loading...

margin debt, margin requirements, portfolio margining, financial regulations, structural change, U.S. stock market

2.

An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia

Number of pages: 41 Posted: 31 Mar 2023
Jean M. Imbs, Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE)NYU Abu Dhabi and NYU Abu Dhabi
Downloads 151 (355,615)

Abstract:

Loading...

European Energy Imports, Russian Sanctions, Economic Consequences of Sanctions, Global Value Chain

3.

Stability Tests for Heterogeneous Panel Data

Number of pages: 31 Posted: 16 Jul 2008
Felix Chan, Tommaso Mancini-Griffoli and Laurent L. Pauwels
Curtin University - Centre for Research in Applied Economics, Swiss National Bank and NYU Abu Dhabi
Downloads 120 (422,881)
Citation 3

Abstract:

Loading...

Structural Change, Instability, Cross Sectionally Dependent Errors, Heterogeneous Panels, Monte Carlo, Euro Effect on Trade

4.

Forecast Combination for U.S. Recessions with Real-Time Data

Number of pages: 15 Posted: 19 Jan 2013 Last Revised: 06 Dec 2013
Laurent L. Pauwels and Andrey L. Vasnev
NYU Abu Dhabi and University of Sydney
Downloads 104 (469,931)

Abstract:

Loading...

U.S. business cycle, forecast combination, density forecast, probit models, yield curve, coincident indicators

5.

Measuring Openness

Downloads 89 (520,494)
Citation 2

Measuring Openness

CAMA Working Paper No. 48/2020
Number of pages: 49 Posted: 07 May 2020 Last Revised: 22 Mar 2023
Jean M. Imbs, Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE)NYU Abu Dhabi and NYU Abu Dhabi
Downloads 89 (525,385)
Citation 1

Abstract:

Loading...

Measurement of Openness, Global Value Chains, Shock Propagation, Growth, Synchronization

High Order Openness

CEPR Discussion Paper No. DP14653
Number of pages: 54 Posted: 08 May 2020 Last Revised: 16 Jun 2020
Jean M. Imbs, Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE)NYU Abu Dhabi and NYU Abu Dhabi
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

Global supply chains, growth, Openness Instrument, Openness Measure, productivity, Synchronization

6.

Some Theoretical Results on Forecast Combinations

Number of pages: 33 Posted: 31 Jul 2015 Last Revised: 25 Aug 2015
Felix Chan and Laurent L. Pauwels
Curtin University - Centre for Research in Applied Economics and NYU Abu Dhabi
Downloads 88 (524,182)
Citation 3

Abstract:

Loading...

Forecast combination, averaging, optimal weights, mean squared error

7.

Forecast Combination for Discrete Choice Models: Predicting FOMC Monetary Policy Decisions

Number of pages: 30 Posted: 19 Jan 2013
Laurent L. Pauwels and Andrey L. Vasnev
NYU Abu Dhabi and University of Sydney
Downloads 87 (527,862)
Citation 7

Abstract:

Loading...

forecast combination, probability forecast, discrete choice models, monetary policy decisions

8.

A Note on Estimation of Optimal Weights for Density Forecast Combinations

Number of pages: 15 Posted: 02 Feb 2013 Last Revised: 02 Sep 2015
Laurent L. Pauwels and Andrey L. Vasnev
NYU Abu Dhabi and University of Sydney
Downloads 74 (580,604)
Citation 4

Abstract:

Loading...

Forecast combination, Density forecast, Optimization, Optimal weight, Discrete choice models

9.

High Moment Constraints for Predictive Density Combination

CAMA Working Paper No. 45/2020, Revised on 30 June 2023
Number of pages: 39 Posted: 05 May 2020 Last Revised: 03 Jul 2023
Laurent L. Pauwels, Peter Radchenko and Andrey L. Vasnev
NYU Abu Dhabi, The University of Sydney and University of Sydney
Downloads 68 (607,881)

Abstract:

Loading...

Forecasting, Forecast combinations, Predictive densities, Moment constraints, Financial data

10.

Korea’s Patterns of Trade

Seoul Journal of Economics, Vol. 33, No. 3, 2020
Number of pages: 22 Posted: 21 Oct 2020
Jean M. Imbs, Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE)NYU Abu Dhabi and NYU Abu Dhabi
Downloads 35 (808,787)

Abstract:

Loading...

High Order Trade, Republic of Korea, Trade partners, Sectors

11.

Higher Moment Constraints for Predictive Density Combinations

Number of pages: 30 Posted: 16 Jan 2019
Laurent L. Pauwels, Peter Radchenko and Andrey L. Vasnev
NYU Abu Dhabi, The University of Sydney and University of Sydney
Downloads 27 (875,105)
Citation 2

Abstract:

Loading...

Forecast Combination, Predictive Densities, Optimal Weights, Skewness, Kurtosis

12.

Measuring Openness

CEPR Discussion Paper No. DP17230
Number of pages: 49 Posted: 27 May 2022
Jean M. Imbs, Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE)NYU Abu Dhabi and NYU Abu Dhabi
Downloads 0 (1,118,881)
  • Add to Cart

Abstract:

Loading...

global value chains, growth, Instrumenting Openness, Measurement of Openness, Productivity, shock propagation, Synchronization

13.

Fundamental Moments

CEPR Discussion Paper No. DP13662
Number of pages: 46 Posted: 16 Apr 2019
Jean M. Imbs, Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE)NYU Abu Dhabi and NYU Abu Dhabi
Downloads 0 (1,118,881)
  • Add to Cart

Abstract:

Loading...

aggregate volatility, GDP synchronization, global hubs, granularity, input-output linkages, World Input-Output Tables