Laurent L. Pauwels

The University of Sydney

University of Sydney

Sydney, NC NSW 2006

Australia

SCHOLARLY PAPERS

11

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395

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Scholarly Papers (11)

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 The University of Sydney
Downloads 78 (309,844)

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

2.

Stability Tests for Heterogeneous Panel Data

HKIMR Working Paper No. 09/2008
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 The University of Sydney
Downloads 76 (314,689)
Citation 2

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

3.

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
The University of Sydney and University of Sydney
Downloads 73 (322,036)

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

4.

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
The University of Sydney and University of Sydney
Downloads 49 (395,434)
Citation 4

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

5.

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
The University of Sydney and University of Sydney
Downloads 44 (409,642)
Citation 1

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

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 The University of Sydney
Downloads 43 (413,356)

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Forecast combination, averaging, optimal weights, mean squared error

7.

Measuring Risk in Environmental Finance

Journal of Economic Surveys, Vol. 21, Issue 5, pp. 970-998, December 2007
Number of pages: 29 Posted: 17 Oct 2007
Suhejla Hoti, Michael McAleer and Laurent L. Pauwels
University of Western Australia, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and The University of Sydney
Downloads 15 (551,861)
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8.

Higher Moment Constraints for Predictive Density Combinations

Number of pages: 30 Posted: 16 Jan 2019
Laurent L. Pauwels, Peter Radchenko and Andrey L. Vasnev
The University of Sydney, University of Sydney and University of Sydney
Downloads 8 (595,778)

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

9.

Predicting China’s Monetary Policy with Forecast Combinations

HKIMR Working Paper No.09/2019
Number of pages: 30 Posted: 17 May 2019
Laurent L. Pauwels
The University of Sydney
Downloads 7 (602,266)

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Monetary Policy Indicators, China, Forecast Combination, Optimal Weights

10.

What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model

China & World Economy, Vol. 16, Issue 6, pp. 1-21, November-December 2008
Number of pages: 21 Posted: 21 Nov 2008
Dong He and Laurent L. Pauwels
Hong Kong Monetary Authority and The University of Sydney
Downloads 2 (640,277)
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11.

Fundamental Moments

CEPR Discussion Paper No. DP13662
Number of pages: 46 Posted: 16 Apr 2019
Jean M. Imbs and Laurent L. Pauwels
Paris School of Economics (PSE) and The University of Sydney
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aggregate volatility, GDP synchronization, global hubs, granularity, input-output linkages, World Input-Output Tables