← All authors Guillaume Chevillon Kyoto Sangyo University (from arXiv:2307.05818, 2023) · ORCID · OpenAlex
35 papers in scope · 34 published · 1 on the econ.EM arXiv · 475 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Francisco Estrada Dukpa Kim Takamitsu Kurita Francis X. Diebold Neil Shephard Maximilian Göbel Maximilian Goebel Pierre Perrón Philippe Goulet Coulombe Alessandro Casini Ashesh Rambachan Tatsushi Oka Dalibor Stevanović Taosong Deng Maxime Leroux Lorenzo Trapani B. Cooper Boniece Lajos Horváth Karin Klieber Stéphane Surprenant Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 35)
Towards Empirical Assessments of Controlled Cointegrated Models
published 2026 · Oxford Bulletin of Economics and Statistics
working paper 2023 · arXiv
We modeled long memory with just one lag!
published 2023 · Journal of Econometrics · 9 citations
Probabilistic forecasting of bubbles and flash crashes
published 2020 · Econometrics Journal · 11 citations
with Anurag Banerjee, Marie Kratz
ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
published 2019 · Econometric Theory · 4 citations
Perpetual learning and apparent long memory
published 2018 · Journal of Economic Dynamics and Control · 7 citations
Generating univariate fractional integration within a large VAR(1)
published 2018 · Journal of Econometrics · 12 citations
Learning can generate long memory
published 2017 · Journal of Econometrics · 25 citations
Multistep forecasting in the presence of location shifts
published 2015 · International Journal of Forecasting · 13 citations
Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
published 2014 · Econometric Reviews · 4 citations · first circulated 2013
Multi-step forecast error corrections: A comment on “Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set” by Barbara Rossi and Tatevik Sekhposyan
published 2014 · International Journal of Forecasting · 2 citations
Inference in models with adaptive learning
published 2010 · Journal of Monetary Economics · 46 citations
Multi-step forecasting in emerging economies: An investigation of the South African GDP
published 2009 · International Journal of Forecasting · 12 citations
Physical market determinants of the price of crude oil and the market premium
published 2009 · Energy Economics · 16 citations · first circulated 2007
with Christine Rifflart
DIRECT MULTI‐STEP ESTIMATION AND FORECASTING
published 2007 · Journal of Economic Surveys · 176 citations · first circulated 2005
L'impact du taux de change sur le tourisme en France
published 2006 · Revue de l'OFCE/La Revue de l'OFCE · 8 citations
with Xavier Timbeau
France : le coût d'outre-Rhin
published 2006 · Revue de l'OFCE/La Revue de l'OFCE · 3 citations
with Hervé Péléraux, Mathieu Plane, Éric Heyer, Marion Cochard, Matthieu Lemoine
Croissance sans châtiment
published 2006 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
with Chantal Mathieu, Christine Rifflart, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Christophe Blot, Éric Heyer, Marion Cochard, Matthieu Lemoine, Paola Veroni, Amel Falah, Sabine Le Bayon, …
Savoir, information et anticipations en macroéconomie
published 2005 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
with Edmund S. Phelps
France : croissance entravée
published 2005 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
with Gaël Dupont, Hervé Péléraux, Mathieu Plane, Éric Heyer, Matthieu Lemoine
Politique monétaire et taux de change : mesure et contre-mesures
published 2005 · Revue de l'OFCE/La Revue de l'OFCE
with Elena Stancanelli, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Éric Heyer, Matthieu Lemoine, Paola Veroni, …
La politique budgétaire ancrée à la rigueur: Perspectives 2004-2005 - Études spéciales
published 2005 · Revue de l'OFCE/La Revue de l'OFCE
with Elena Stancanelli, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Éric Heyer, Matthieu Lemoine, Paola Veroni, …
L'axe de la croissance
published 2005 · Revue de l'OFCE/La Revue de l'OFCE
with Elena Stancanelli, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Éric Heyer, Matthieu Lemoine, Paola Veroni, …
Analyse économétrique et compréhension des erreurs de prévision
published 2005 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
Croissance mondiale : essai transformé
published 2005 · Revue de l'OFCE/La Revue de l'OFCE
with Xavier Timbeau, Hélène Baudchon, Marion Cochard, Amel Falah, Éric Heyer, Sabine Le Bayon, Matthieu Lemoine, Catherine Mathieu, Paola Veroni, Hervé Péléraux, Mathieu Plane, Christine Rifflart, …
Non-parametric direct multi-step estimation for forecasting economic processes
published 2004 · International Journal of Forecasting · 120 citations
with David F. Hendry
Combien nous coûte l'appréciation de l'euro?
published 2004 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
with Elena Stancanelli, Valérie Chauvin, Odile Chagny, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Xavier Timbeau, Éric Heyer, Matthieu Lemoine, …
La politique budgétaire inversée
published 2004 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
with Elena Stancanelli, Valérie Chauvin, Odile Chagny, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Éric Heyer, …
Euro/dollar: l'épreuve des faits
published 2004 · Revue de l'OFCE/La Revue de l'OFCE
with Elena Stancanelli, Valérie Chauvin, Odile Chagny, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Éric Heyer, …
France : reprise à bas régime !
published 2004 · Revue de l'OFCE/La Revue de l'OFCE
with Valérie Chauvin, Gaël Dupont, Hervé Péléraux, Mathieu Plane, Éric Heyer, Matthieu Lemoine
Pétrole : marée noire sur la croissance ?
published 2004 · Revue de l'OFCE/La Revue de l'OFCE
with Elena Stancanelli, Valérie Chauvin, Odile Chagny, Hélène Baudchon, Gaël Dupont, Catherine Mathieu, Christine Rifflart, Danielle Schweisguth, Hervé Péléraux, Mathieu Plane, Xavier Timbeau, Éric Heyer, …
Un monde presque parfait
published 2004 · Revue de l'OFCE/La Revue de l'OFCE
with Xavier Timbeau, Hélène Baudchon, Odile Chagny, Valerie Chauvin, Gaël Dupont, Amel Falah, Éric Heyer, Sabine Le Bayon, Matthieu Lemoine, Catherine Mathieu, Paola Veroni, Hervé Péléraux, …
Méprise sur la reprise
published 2004 · Revue de l'OFCE/La Revue de l'OFCE
with Valérie Chauvin, Gaël Dupont, Mathieu Plane, Éric Heyer, Matthieu Lemoine
La traversée du désert
published 2003 · Revue de l'OFCE/La Revue de l'OFCE · 1 citations
with Xavier Timbeau, Hélène Baudchon, Odile Chagny, Valérie Chauvin, Gaël Dupont, Amel Falah, Sabine Le Bayon, Matthieu Lemoine, Catherine Mathieu, Paola Veroni, Hervé Péléraux, Mathieu Plane, …
La France emmêlée
published 2003 · Revue de l'OFCE/La Revue de l'OFCE
with Éric Heyer, Valérie Chauvin, Gaël Dupont, Matthieu Lemoine, Mathieu Plane
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