Photo Laurent Ferrara

LAURENT FERRARA

MAÎTRE DE CONFÉRENCES AVEC HDR

CHERCHEUR ASSOCIÉ

Research interests

  • arrow_right Econométrie non-linéaire
  • arrow_right Prévision macroéconomique
  • arrow_right Cycles économiques
  • arrow_right Economie internationale

Research group

    Macroéconomie internationale, finance, matières premières et économétrie financière

HAL open science

Contact


2023

Valérie Mignon, Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, et al.. Les cycles économiques de la France : une datation de référence. Revue Economique, 2023, 74 (2023/2), pp.5-52. ⟨10.3917/reco.742.0005⟩. ⟨hal-03661598⟩

link https://hal.science/hal-03661598v1

2022

Jean-Guillaume Sahuc, Matteo Mogliani, Laurent Ferrara. High-frequency monitoring of growth at risk. International Journal of Forecasting, 2022, 38, pp.582-595. ⟨hal-03361425⟩

link https://hal.science/hal-03361425v1

2019

Laurent Ferrara, Clément Marsilli. Nowcasting global economic growth: A factor-augmented mixed-frequency approach. The World Economy, 2019, 42 (3), pp.846-875. ⟨10.1111/twec.12708⟩. ⟨hal-01636761⟩

link https://hal.science/hal-01636761v1

2018

Laurent Ferrara, Pierre Guérin. What are the macroeconomic effects of high-frequency uncertainty shocks?. Journal of Applied Econometrics, 2018, 33, pp.662-678. ⟨hal-02334586⟩

link https://hal.science/hal-02334586v1

2018

Laurent Ferrara, Menzie Chinn, Raffaella Giacomini. Impact of uncertainty shocks on the global economy. Journal of International Money and Finance, 2018, 88, pp.209-2011. ⟨hal-01635944⟩

link https://hal.science/hal-01635944v1

2018

Amélie Charles, Olivier Darné, Laurent Ferrara. Does the Great Recession imply the end of the Great Moderation? International evidence. Economic Inquiry, 2018, 56 (2), pp.745-760. ⟨10.1111/ecin.12551⟩. ⟨hal-01757081⟩

link https://audencia.hal.science/hal-01757081v1

2016

Laurent Ferrara, Olivier Darné, Karim Barhoumi. A world trade leading index (WLTI). Economics Letters, 2016, 146, pp.111-115. ⟨hal-01635948⟩

link https://hal.science/hal-01635948v1

2015

Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani. Macroeconomic forecasting during the Great Recession: the return of non-linearity?. International Journal of Forecasting, 2015, 31, pp.664-679. ⟨hal-01635951⟩

link https://hal.science/hal-01635951v1

2015

Amélie Charles, Olivier Darné, Claude Diebolt, Laurent Ferrara. A new monthly chronology of the US industrial cycles in the prewar economy. Journal of Financial Stability, 2015, 17, pp.3-9. ⟨10.1016/j.jfs.2014.06.002⟩. ⟨hal-01146800v2⟩

link https://audencia.hal.science/hal-01146800v2

2015

Frederique Bec, Othman Bouabdallah, Laurent Ferrara. Comparing the shapes of recoveries: France, the UK and the US. Economic Modelling, 2015, 44, pp.327 - 335. ⟨hal-01385943⟩

link https://hal.parisnanterre.fr/hal-01385943v1

2014

Laurent Ferrara, Giulia Sestieri. Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux. Bulletin de la Banque de France, 2014, pp.113 - 124. ⟨hal-01386070⟩

link https://hal.parisnanterre.fr/hal-01386070v1

2014

Laurent Ferrara, Dick van Dijk. Forecasting business cycles. International Journal of Forecasting, 2014, 30, pp.517 - 519. ⟨hal-01385942⟩

link https://hal.parisnanterre.fr/hal-01385942v1

2014

Frederique Bec, Othman Bouabdallah, Laurent Ferrara. The way out of recessions: Evidence from a bounce-back augmented threshold regression. International Journal of Forecasting, 2014, 30, pp.539 - 549. ⟨hal-01385875⟩

link https://hal.parisnanterre.fr/hal-01385875v1

2014

Laurent Ferrara, Clément Marsilli, Juan-Pablo Ortega. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,. Economic Modelling, 2014, 36, pp.44 - 50. ⟨hal-01385941⟩

link https://hal.parisnanterre.fr/hal-01385941v1

2014

Menzie Chinn, Laurent Ferrara, Valérie Mignon. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities. Journal of Macroeconomics, 2014, 42, pp.118 - 129. ⟨hal-01385949⟩

link https://hal.parisnanterre.fr/hal-01385949v1

2013

Monica Billio, Laurent Ferrara, Dominique Guegan, Gian Luigi Mazzi. Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area. Journal of Forecasting, 2013, 32 (72, numéro spécial "Modes de gestion des restructurations"), pp.577-586. ⟨10.1002/for.2260⟩. ⟨hal-00965005⟩

link https://hal.science/hal-00965005v1

2013

Karim Barhoumi, Olivier Darné, Laurent Ferrara. Testing the number of factors: An empirical assessment for forecasting purposes. Oxford Bulletin of Economics and Statistics, 2013, 75, pp.64 - 79. ⟨hal-01385876⟩

link https://hal.parisnanterre.fr/hal-01385876v1

2013

Karim Barhoumi, Olivier Darné, Laurent Ferrara. Dynamic factor models: A review of the literature. Journal of Business Cycle Measurement and Analysis, 2013, 2, pp.73 - 107. ⟨10.1787/jbcma-2013-5jz417f7b7nv⟩. ⟨hal-01385974⟩

link https://hal.parisnanterre.fr/hal-01385974v1

2013

Laurent Ferrara. Comments on: Examining the quality of early GDP component estimates. International Journal of Forecasting, 2013, 29, pp.751 - 753. ⟨hal-01385874⟩

link https://hal.parisnanterre.fr/hal-01385874v1

2013

Laurent Ferrara, Clément Marsilli. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession. Applied Economics Letters, 2013, 20 (3), pp.233 - 237. ⟨10.1080/13504851.2012.689099⟩. ⟨hal-01385844⟩

link https://hal.parisnanterre.fr/hal-01385844v1

2013

Karim Barhoumi, Olivier Darné, Laurent Ferrara. Une revue de la littérature des modèles à facteurs dynamiques. Počítačová podpora v archeologii, 2013. ⟨hal-01385940⟩

link https://hal.parisnanterre.fr/hal-01385940v1

2012

Karim Barhoumi, Olivier Darné, Laurent Ferrara. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose. Oxford Bulletin of Economics and Statistics, 2012, 75 (1), pp.64-79. ⟨10.1111/obes.12010⟩. ⟨hal-04344628⟩

link https://hal.science/hal-04344628v1

2012

Karim Barhoumi, Olivier Darné, Laurent Ferrara, Bertrand Pluyaud. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy. Bulletin of Economic Research, 2012, 64, pp.53 - 70. ⟨hal-01385807⟩

link https://hal.parisnanterre.fr/hal-01385807v1

2012

Christophe Bellégo, Laurent Ferrara. Macro-financial linkages and business cycles: A factor-probit approach. Economic Modelling, 2012, 29, pp.1793 - 1797. ⟨hal-01385846⟩

link https://hal.parisnanterre.fr/hal-01385846v1

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