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Turning point chronology for the euro area : a distance plot approach

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … (2014) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10011922977

Evaluation of regime switching models for real-time business cycle analysis of the euro area

Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586

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Une mesure de la persistance dans les indices boursiers

Avouyi-Dovi, Sanvi (contributor); … - 2002 - [Elektronische Ressource]

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Business Surveys Modelling with Seasonal-Cyclical Long Memory Models

Ferrara, Laurent - 2010

Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...

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Risk assessment for a structured product specific to the CO2 emission permits market

Frunza, Marius-Christian; Guégan, Dominique - In: The journal of alternative investments 15 (2012/13) 3, pp. 72-91

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Detection of the industrial business cycle using SETAR models

Ferrara, Laurent; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 353-371

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Business surveys modelling with seasonal-cyclical long memory models

Ferrara, Laurent (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003797014

Real-time detection of the business cycle using SETAR models

Ferrara, Laurent; Guégan, Dominique - In: Growth and cycle in the Euro-zone, (pp. 221-232). 2006

Persistent link: https://www.econbiz.de/10003412187

Estimating lower tail dependence between pairs of poverty dimensions in Europe

D'Agostino, Antonella; De Luca, Giovanni; Guégan, Dominique - In: Review of income and wealth 69 (2023) 2, pp. 419-442

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Volatility and shocks spillover before and after EMU in European stock markets

Billio, Monica; Pelizzon, Loriana - In: Journal of multinational financial management 13 (2003) 4/5, pp. 323-340

Persistent link: https://www.econbiz.de/10001782062