L
Laurent Ferrara
Researcher at Skema Business School
Publications - 140
Citations - 1990
Laurent Ferrara is an academic researcher from Skema Business School. The author has contributed to research in topics: Business cycle & Recession. The author has an hindex of 24, co-authored 139 publications receiving 1778 citations. Previous affiliations of Laurent Ferrara include Banque de France & Council of Europe.
Papers
More filters
Journal ArticleDOI
Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP
TL;DR: In this paper, the authors compared the performance of alternative factor models based on static and dynamic principal components for the French economy, and evaluated the forecasting accuracy in two ways for GDP growth: aggregate or disaggregate data (with three disaggregating levels) to extract the factors.
Journal ArticleDOI
Housing Cycles in the Major Euro Area Countries
TL;DR: In this paper, the authors investigated the relationship between housing cycles among the four major euro area countries (Germany, France, Italy and Spain) over the sample 1980Q1-2008Q4.
Journal ArticleDOI
Forecasting with k‐factor Gegenbauer Processes: Theory and Applications
Laurent Ferrara,Dominique Guegan +1 more
TL;DR: The analytic expression of the prediction function derived from this long memory Gegenbauer process is given and the h-step-ahead prediction error when parameters are either known or estimated is provided.
Journal ArticleDOI
A System for Dating and Detecting Turning Points in the Euro Area
TL;DR: The proposed approach considerably improves the relevance of information delivered to users in comparison with a standard analysis based only on classical or growth cycle components.
Journal ArticleDOI
A three-regime real-time indicator for the US economy
TL;DR: In this paper, the authors proposed a monthly real-time cyclical indicator for the US economy computed through a three-regime multivariate Markov-Switching model, based on the reconciliation of the concepts of growth and business cycles.