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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

Persistent link: https://www.econbiz.de/10010202176

GDP nowcasting with ragged-edge data : a semi-parametric modeling

Ferrara, Laurent; Guégan, Dominique; Rakotomarolahy, … - In: Journal of forecasting 29 (2010) 1/2, pp. 186-199

Persistent link: https://www.econbiz.de/10003951835

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

Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model

Billio, Monica - 2013

Interactions between the eurozone and US booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model well suitable for a multi-country cyclical analysis. The model accommodates changes in low and high data frequencies and endogenous...

Persistent link: https://www.econbiz.de/10013073106