Are disaggregate data useful for factor analysis in forecasting French GDP? K Barhoumi, O Darné, L Ferrara Journal of Forecasting 29 (1‐2), 132-144, 2010 | 140 | 2010 |
Common factors of commodity prices S Delle Chiaie, L Ferrara, D Giannone Journal of Applied Econometrics 37 (3), 461-476, 2022 | 136* | 2022 |
Detecting cyclical turning points: the ABCD approach and two probabilistic indicators J Anas, L Ferrara Journal of Business Cycle Measurement and Analysis 2004 (2), 193-225, 2004 | 99 | 2004 |
Forecasting with k‐factor Gegenbauer Processes: Theory and Applications L Ferrara, D Guégan Journal of Forecasting 20 (8), 581-601, 2001 | 92 | 2001 |
When are Google data useful to nowcast GDP? An approach via preselection and shrinkage L Ferrara, A Simoni Journal of Business & Economic Statistics 41 (4), 1188-1202, 2023 | 90 | 2023 |
A system for dating and detecting turning points in the euro area J Anas, M Billio, L Ferrara, GL Mazzi The Manchester School 76 (5), 549-577, 2008 | 86 | 2008 |
A three-regime real-time indicator for the US economy L Ferrara Economics Letters 81 (3), 373-378, 2003 | 80 | 2003 |
Macroeconomic forecasting during the Great Recession: The return of non-linearity? L Ferrara, M Marcellino, M Mogliani International Journal of Forecasting 31 (3), 664-679, 2015 | 74 | 2015 |
The new Fama puzzle M Bussiere, MD Chinn, L Ferrara, J Heipertz National Bureau of Economic Research, 2018 | 73 | 2018 |
High-frequency monitoring of growth at risk L Ferrara, M Mogliani, JG Sahuc International Journal of Forecasting 38 (2), 582-595, 2022 | 72 | 2022 |
Explaining the recent slump in investment: the role of expected demand and uncertainty M Bussiere, L Ferrara, J Milovich Banque de France working paper, 2015 | 72 | 2015 |
What are the macroeconomic effects of high‐frequency uncertainty shocks? L Ferrara, P Guérin Journal of Applied Econometrics 33 (5), 662-679, 2018 | 68 | 2018 |
A turning point chronology for the Euro-zone J Anas, M Billio, L Ferrara, M LoDuca Growth and Cycle in the Euro zone, GL Mazzi and G. Savio (eds.), 261-274, 2007 | 68 | 2007 |
Monthly GDP forecasting using bridge models: Application for the French economy K Barhoumi, O Darné, L Ferrara, B Pluyaud Bulletin of Economic Research 64, s53-s70, 2012 | 66 | 2012 |
Questioning the puzzle: fiscal policy, real exchange rate and inflation L Ferrara, L Metelli, F Natoli, D Siena Journal of International Economics 133, 103524, 2021 | 63 | 2021 |
Dynamic factor models: A review of the literature K Barhoumi, O Darné, L Ferrara Available at SSRN 2291459, 2013 | 61 | 2013 |
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach L Ferrara, C Marsilli The World Economy 42 (3), 846-875, 2019 | 60 | 2019 |
Understanding the weakness in global trade-What is the new normal? B Cabrillac, A Al-Haschimi, O Babecká Kucharčuková, A Borin, ... | 59 | 2016 |
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? L Ferrara, C Marsilli, JP Ortega Economic Modelling 36, 44-50, 2014 | 56 | 2014 |
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession L Ferrara, C Marsilli Applied Economics Letters 20 (3), 233-237, 2013 | 51 | 2013 |