← All authors Laurent Ferrara SKEMA Business School (from arXiv:2007.00273, 2020) · ORCID · OpenAlex
54 papers in scope · 53 published · 1 on the econ.EM arXiv · 1,134 citations · h-index 20 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
David J. Kohns Gaétan de Rassenfosse Atin Aboutorabi Arnab Bhattacharjee Tibor Szendrei Idris A. Eckley Luke M. Mosley Alex Gibberd Anna E. C. Simoni Jaime Vera-Jaramillo Henrique F. Pires Glenn D. Rudebusch Katalin Varga Nikolett Vágó Florian Huber Luca Onorante Gary Koop Mark E. Schaffer Yann McLatchie Aki Vehtari 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 54)
Measuring Geoeconomics
published 2026 · Revue d économie financière
with Jamel Saadaoui
Oil jump tail risk as a driver of inflation dynamics
published 2024 · Journal of commodity markets · 7 citations · first circulated 2023
with Aikaterini Karadimitropoulou, Athanasios Triantafyllou
Commodity currencies revisited: The role of global commodity price uncertainty
published 2024 · Journal of International Money and Finance · 9 citations
with Theodora Bermpei, Aikaterini Karadimitropoulou, Athanasios Triantafyllou
Les cycles économiques de la France : une datation de référence
published 2023 · Revue économique · 3 citations
with Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, Denis Ferrand, Éric Heyer, Valérie Mignon, Pierre-Alain Pionnier
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
published 2022 · Journal of Business and Economic Statistics · 27 citations
The New Fama Puzzle
published 2022 · IMF Economic Review · 16 citations · first circulated 2018
with Matthieu Bussière, Menzie Chinn, Jonas Heipertz
Measuring exchange rate risks during periods of uncertainty
published 2022 · International Economics · 9 citations · first circulated 2020
with Joseph Yapi
Commodity Price Uncertainty Comovement: Does it Matter for Global Economic Growth?
published 2022 · European Economic Review · 10 citations
with Aikaterini Karadimitropoulou, Athanasios Triantafyllou
Guest editorial: Economic forecasting in times of COVID-19
published 2021 · International Journal of Forecasting · 8 citations
with Xuguang Simon Sheng
Common factors of commodity prices
published 2021 · Journal of Applied Econometrics · 73 citations · first circulated 2017
Questioning the puzzle: Fiscal policy, real exchange rate and inflation
published 2021 · Journal of International Economics · 33 citations · first circulated 2020
with Luca Metelli, Filippo Natoli, Daniele Siena
working paper 2020 · arXiv · 41 citations · first circulated 2019
High-Frequency Monitoring of Growth-at-Risk
published 2020 · International Journal of Forecasting · 4 citations
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach
published 2018 · World Economy · 45 citations · first circulated 2014
with Clément Marsilli, Cllment Marsilli
What are the macroeconomic effects of high‐frequency uncertainty shocks?
published 2018 · Journal of Applied Econometrics · 48 citations
with Pierre Guérin
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE
published 2018 · Economic Inquiry · 15 citations
with Amélie Charles, Olivier Darné
Global Financial Interconnectedness: A Non-Linear Assessment of the Uncertainty Channel
published 2018 · Applied Economics · 4 citations
with Bertrand Candelon, Marc Joëts
Global imbalances: build-up, unwinding and financial aspects
published 2018 · Quarterly selection of articles - Bulletin de la Banque de France · 1 citations
with Antoine Berthou, Matthieu Bussière, Sophie Haincourt, Francesco Pappadà, Julia Schmidt
no link
Impact of uncertainty shocks on the global economy
published 2017 · Journal of International Money and Finance · 19 citations
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space
published 2017 · Quarterly selection of articles - Bulletin de la Banque de France
with Geneviève Gauthier, Francesco Pappadà
no link
Forecasting euro area recessions by combining financial information
published 2016 · International Journal of Computational Economics and Econometrics · 2 citations
Understanding the weakness in global trade - What is the new normal?
published 2016 · Occasional paper series · 52 citations
with Bruno Cabrillac, Alexander Al-Haschimi, Oxana Babecká Kucharčuková, Alessandro Borin, Matthieu Bussière, Raphael Cezar, Alexis Derviz, Dimitra Dimitropoulou, Martin Gächter, Guillaume Gaulier, Juhana Hukkinen, Mary Keeney, …
Macroeconomic forecasting during the Great Recession: The return of non-linearity?
published 2015 · International Journal of Forecasting · 12 citations
Explaining US employment growth after the great recession: The role of output–employment non-linearities
published 2014 · Journal of Macroeconomics · 15 citations
with Menzie Chinn, Valérie Mignon
A new monthly chronology of the US industrial cycles in the prewar economy
published 2014 · Journal of Financial Stability · 8 citations
with Amélie Charles, Olivier Darné, Claude Diebolt
Comparing the shape of recoveries: France, the UK and the US
published 2014 · Economic Modelling · 15 citations
with Frédérique Bec, Othman Bouabdallah
Forecasting the Business Cycle
published 2014 · International Journal of Forecasting · 7 citations
with Dick van Dijk
US labour market and monetary policy: current debates and challenges
published 2014 · Quarterly selection of articles - Bulletin de la Banque de France
with Giulia Sestieri
no link
Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
published 2013 · Economic Modelling · 41 citations · first circulated 2012
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
published 2013 · Journal of Forecasting · 29 citations
The way out of recessions: A forecasting analysis for some Euro area countries
published 2013 · International Journal of Forecasting · 13 citations
with Frédérique Bec, Othman Bouabdallah
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose*
published 2012 · Oxford Bulletin of Economics and Statistics · 23 citations
with Karim Barhoumi, Olivier Darné
Comments on: “Examining the quality of early GDP component estimates”
published 2012 · International Journal of Forecasting
Macro-financial linkages and business cycles: A factor-augmented probit approach
published 2012 · Economic Modelling · 17 citations
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
published 2012 · Applied Economics Letters · 34 citations
with Clément Marsilli
Une revue de la littérature des modèles à facteurs dynamiques
published 2012 · Économie & prévision · 23 citations
with Karim Barhoumi, Olivier Darné
Forecasting the business cycle Summary of the 8 th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
published 2012 · Quarterly selection of articles - Bulletin de la Banque de France
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
published 2011 · Bulletin of Economic Research · 39 citations
with Karim Barhoumi, Olivier Darné, Bertrand Pluyaud
Identification of Slowdowns and Accelerations for the Euro Area Economy*
published 2011 · Oxford Bulletin of Economics and Statistics · 26 citations · first circulated 2009
with Olivier Darné
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
published 2010 · Communications in Statistics - Simulation and Computation · 4 citations · first circulated 2008
with Dominique Guégan, Zhiping Lu
Housing markets after the crisis: lessons for the macroeconomy
published 2010 · Quarterly selection of articles - Bulletin de la Banque de France
with Olivier de Bandt, Olivier Vigna
no link
GDP nowcasting with ragged‐edge data: a semi‐parametric modeling
published 2009 · Journal of Forecasting · 31 citations · first circulated 2008
with Dominique Guégan, Patrick Rakotomarolahy
Are disaggregate data useful for factor analysis in forecasting French GDP?
published 2009 · Journal of Forecasting · 106 citations
with Karim Barhoumi, Olivier Darné
Un indicateur probabiliste du cycle d'accélération pour l'économie française
published 2009 · Économie & prévision · 1 citations
with Marie Adanero-Donderis, Olivier Darné
A Probabilistic Indicator of the Acceleration Cycle in the French Economy
published 2009 · Economie & prévision
with Marie Adanero-Donderis, Olivier Darné
no link
A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
published 2008 · Manchester School · 56 citations
The contribution of cyclical turning point indicators to business cycle analysis
published 2008 · Quarterly selection of articles - Bulletin de la Banque de France · 2 citations
no link
OPTIM: a quarterly forecasting tool for French GDP
published 2008 · Quarterly selection of articles - Bulletin de la Banque de France
with Karim Barhoumi, V. Brunhes-Lesage, Bertrand Pluyaud, B. Rouvreau, Olivier Darné
no link
Point and interval nowcasts of the Euro area IPI
published 2007 · Applied Economics Letters · 6 citations
Detection of the Industrial Business Cycle using SETAR Models
published 2006 · Journal of Business Cycle Measurement and Analysis · 10 citations · first circulated 2005
with Dominique Guégan
La localisation des entreprises industrielles: comment apprécier l'attractivité des territoires?
published 2004 · Économie internationale · 12 citations
with Alain Henriot
Detecting Cyclical Turning Points
published 2004 · Journal of Business Cycle Measurement and Analysis · 43 citations
with Jacques Anas
A three-regime real-time indicator for the US economy
published 2003 · Economics Letters · 69 citations
Forecasting with k ‐factor Gegenbauer Processes: Theory and Applications
published 2001 · Journal of Forecasting · 66 citations
with Dominique Guégan
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