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Clément Marsilli

Clément Marsilli

http://www.seltenhut.com/clement.marsilli

 

 

 

 

 

 

 

 

clement.marsilli@banque-france.fr

Current Position

Economist Researcher in the International Macroeconomics Division (DGEI DERIE SEMSI)

Previous Position

Research Fellow (PhD student) at Banque de France

Diploma

PhD in Applied Mathematics (Université de Franche-Comté, 2014)

Research Interest

International economics, Macroeconomic forecasting, Nowcasting, Applied econometrics, Times series econometrics, Mixed frequency modeling

Contact

+33 (0)1 42 97 77 1

Banque de France, 49-1374 DGEI - DERIE - SEMSI, 75049 Paris Cedex 01, France

Publications Rue de la Banque no. 23:

Nowcasting global economic growth

  • EN
  • PDF (401.9 KB)
Publications Working Paper Series no. 520:

Variable Selection in Predictive MIDAS Models

  • EN
  • PDF (907.82 KB)
Publications Working Paper Series no. 515:

Nowcasting global economic growth: A factor-augmented mixed-frequency approach

  • EN
  • PDF (664.57 KB)
Publications Working Paper Series no. 454:

Forecasting growth during the Great Recession: is financial volatility the missing ingredient ?

By Ferrara Laurent, Marsilli Clément, Ortega Juan-Pablo
  • EN
  • PDF (929.11 KB)

Articles

  • « Forecasting growth during the Great Recession: is financial volatility the missing ingredient?”  »(2014), avec Laurent Ferrara et Juan-Pablo Ortega. Economic Modelling, 36(C), 44-50.
  • «Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession», (2013), avec Laurent Ferrara. Applied Economics Letters, 20 (3), 233-237.

Updated on: 03/04/2019 09:12