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Economists and researchers

Laurent Ferrara

Diploma:
Research Habilitation in Economics (University Paris 1, Panthéon Sorbonne, 2007), PhD in Econometrics (University Paris 13, 2000),

Current Position:
Head of International Macroeconomics Division (DGEI-DCPM-SEMSI), Adjunct Professor of Economics at University Paris Ouest Nanterre.

Previous Position: Deputy Head of International Macroeconomics Division (DGEI-DCPM-SEMSI), Forecaster and short-term analyst for France and Euro area (DGEI-DCPM-DIACONJ), Research Fellow CES - University Paris 1 (2007-2009), Adjunct Professor Ecole Normale Supérieure in Cachan (2005-2007), Economist at the Centre d'Observation Économique, Forecaster at RATP (Public transportation company in the Paris area, 1998-2000).

Research Interest: : International economics, Macroeconomic forecasting, Non-linear time series, International eEconomic cycles, Non-linear processes, Conjunctural analysis.

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    • “Forecasting euro area recessions by combining financial information” (2016), avec C. Bellégo, à paraître dans International Journal of Computational Economics and Econometrics.
    • “Macroeconomic forecasting during the Great Recession: the return of non-linearity? ” (2015), avec M. Marcellino et M. Mogliani, International Journal of Forecasting, 31, pp. 664-679.
    • “A new monthly chronology of the US industrial cycles in the prewar economy” (2015), avec A. Charles, O. Darné, et C. Diebolt , Journal of Financial Stability, 17, 3-9.
    • “Comparing the shapes of recoveries: France, the UK and the US” (2015), avec F. Bec et O. Bouabdallah, Economic Modelling, 44, pp. 327-335.
    • “Explaining US Employment Growth after the Great Recession: The role of Output-Employment Non-linearities” (2014), avec M.D. Chinn et V. Mignon , Journal of Macroeconomics, 42, pp. 118-129.
    • "Forecasting the business cycle” (2014), avec D. van Dijk, International Journal of Forecasting, 30, 3, pp. 517-519.
    • “US labor market and monetary policy : current debates and challenges” (2014), avec G. Sestieri, Quarterly Selection of Articles, Issue 36, pp. 111-129.
    • “Forecasting Business Cycles” (2014), avec D. van Dijk, à paraître dans International Journal of Forecasting.
    • “The way out of recessions: Evidence from a bounce-back augmented threshold regression”, International Journal of Forecasting, 30, 3, 539-549 (avec F. Bec and O. Bouabdallah, 2014)
    • “Forecasting growth during the Great Recession: is financial volatility the missing ingredient?” Economic Modelling, 36 (C), 44-50 (avec J.-P. Ortega and C. Marsilli, 2014)
    • “Dynamic factor models: A review of the literature” (2013), avec K. Barhoumi and O. Darné, Journal of Business Cycle Management and Analysis, 2, pp. 73-107.
    • “Comments on: Examining the quality of early GDP component estimates” (2013), International Journal of Forecasting, 29, pp. 751-753.
    •  “Testing the number of factors: An empirical assessment for forecasting purposes” (2013), avec K. Barhoumi et O. Darné, Oxford Bulletin of Economics and Statistics, 75, 1, 64-79.
    • «Une revue de la littérature des modèles à facteurs dynamiques » (2012), avec K. Barhoumi et O. Darné,  Economie et Prévision 2012/1 (n° 199), pp. 51-77.
    • “Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy” (2012), avec K. Barhoumi, O. Darné et B. Pluyaud, Bulletin of Economic Research, 64, s53- s70.
    • “Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession” (2013), avec C. Marsilli, Applied Economics Letters, 20, 3, 233-237.
    • “Macro-financial linkages and business cycles: A factor-probit approach” (2012), avec C. Bellégo, Economic Modelling, Vol. 29, pp. 1793-1797.
    • « Identification of slowdowns and accelerations for the euro area economy » (2011), avec O. Darné, Oxford Bulletin of Economics and Statistics, Vol. 73, No. 3, pp. 335-364.
    • “Testing fractional order of long memory processes: a Monte Carlo study”, (2010), avec D. Guégan et Z. Lu, Communications in Statistics – Simulation and Computation, Vol. 39, No. 4, pp. 795-806.
    • « Les variables financières sont-elles utiles pour anticiper la croissance économique ? Quelques évidences économétriques » (2010), Revue Economique, Vol. 61, No. 3, pp.645-656. • « Nowcasting Euro area GDP with ragged-edge data: A semi-parametric approach » (2010), avec D. Guégan et P. Rakotomarolahy, Journal of Forecasting, Vol. 29, No. 1-2, pp. 186-199.
    • « Nowcasting Euro area GDP with ragged-edge data: A semi-parametric approach » (2010), avec D. Guégan et P. Rakotomarolahy, Journal of Forecasting, Vol. 29, No. 1-2, pp. 186-199.
    •  « Are disaggregate data useful for forecasting French GDP with dynamic factor models ? » (2010), avec K. Barhoumi et O. Darné, Journal of Forecasting, Vol. 29, No. 1-2, pp. 132-144.
    • « Un indicateur du cycle d’accélération pour la France » (2009), avec M. Adanero-Donderis et O. Darné, Economie et Prévision, No. °189, pp. 93-114.
    • « Caractérisation et datation des cycles économiques en zone euro » (2009), Revue Economique, Vol. 60, No. 3, pp. 703-712.
    • « A system for dating and detecting turning points in the euro area » (2008), avec J. Anas, M. Billio et G.L. Mazzi, The Manchester School, Vol. 76; No. °5, pp. 549-577.
    • « Point and interval nowcasts of the euro area IPI » (2007), Applied Economics Letters, Vol. 14, No. 2, pp. 115-120.
    • « A turning point chronology for the Euro-zone classical and growth cycle » (2007), avec M. Billio, J. Anas et M. LoDuca, in Growth and Cycle in the Euro-zone, G.L. Mazzi and G. Savio (eds.), Palgrave-MacMillan, New-York, November.
    • « Detection of the industrial business cycle using SETAR models » (2005), avec D. Guégan, Journal of Business Cycle Measurement and Analysis , Vol. 2, No. 3, pp. 353-372.
    • « Turning points detection : The ABCD approach and two probabilistic indicators » (2004), avec J. Anas, Journal of Business Cycle Measurement and Analysis , Vol. 1, No. 2, pp. 1-36.
    • « A three-regime real-time indicator for the US economy » (2003), Economics Letters, Vol. 81, 3, pp. 373-378.
    • « Forecasting with k-factor Gegenbauer processes : Theory and applications » (2001), avec D. Guégan, Journal of Forecasting, Vol. 20, pp. 581-601.
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