| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work C Baumeister, P Guérin, L Kilian International Journal of Forecasting 31 (2), 238-252, 2015 | 161 | 2015 |
| Markov-switching MIDAS models P Guérin, M Marcellino Journal of Business & Economic Statistics 31 (1), 45-56, 2013 | 139 | 2013 |
| Using low frequency information for predicting high frequency variables C Foroni, P Guérin, M Marcellino International Journal of Forecasting 34 (4), 774-787, 2018 | 92 | 2018 |
| Regime switches in the risk–return trade-off E Ghysels, P Guérin, M Marcellino Journal of Empirical Finance 28, 118-138, 2014 | 82 | 2014 |
| What are the macroeconomic effects of high‐frequency uncertainty shocks? L Ferrara, P Guérin Journal of Applied Econometrics 33 (5), 662-679, 2018 | 69 | 2018 |
| Firms’ environmental performance and the COVID-19 crisis P Guérin, F Suntheim Economics Letters 205, 109956, 2021 | 59 | 2021 |
| A comparison of monthly global indicators for forecasting growth C Baumeister, P Guérin International Journal of Forecasting 37 (3), 1276-1295, 2021 | 49 | 2021 |
| Characterizing very high uncertainty episodes M Bijsterbosch, P Guérin Economics Letters 121 (2), 239-243, 2013 | 49 | 2013 |
| Markov-switching mixed-frequency VAR models C Foroni, P Guérin, M Marcellino International Journal of Forecasting 31 (3), 692-711, 2015 | 42 | 2015 |
| Explaining the time-varying effects of oil market shocks on US stock returns C Foroni, P Guérin, M Marcellino Economics letters 155, 84-88, 2017 | 41 | 2017 |
| The dynamics of capital flow episodes C Friedrich, P Guérin Journal of Money, Credit and Banking 52 (5), 969-1003, 2020 | 36 | 2020 |
| Markov-switching three-pass regression filter P Guérin, D Leiva-Leon, M Marcellino Journal of Business & Economic Statistics 38 (2), 285-302, 2020 | 20 | 2020 |
| Loose financial conditions, rising leverage, and risks to macro-financial stability MA Barajas, WG Choi, KZ Gan, P Guérin, S Mann, M Wang, Y Xu International Monetary Fund, 2021 | 14 | 2021 |
| Model averaging in Markov-switching models: Predicting national recessions with regional data P Guérin, D Leiva-Leon Economics Letters 157, 45-49, 2017 | 14 | 2017 |
| Financing innovative business investment in Poland A Goujard, P Guérin OECD Economic Department Working Papers, 0_1-39, 2018 | 13 | 2018 |
| Trend-cycle decomposition of output and euro area inflation forecasts: A real-time approach based on model combination P Guérin, L Maurin, M Mohr Macroeconomic Dynamics 19 (2), 363-393, 2015 | 13 | 2015 |
| Monetary policy independence and the strength of the global financial cycle C Friedrich, P Guérin, D Leiva-Leon Bank of Canada Staff Working Paper, 2020 | 7 | 2020 |
| Monetary policy, stock market and sectoral comovement P Guérin, D Leiva-Leon Banco de España, 2017 | 6 | 2017 |
| Améliorer l’efficience de l’investissement public en France P Guérin OECD, 2019 | 5 | 2019 |
| Predictive ability of commodity prices for the Canadian dollar K Berg, P Guérin, Y Imura Bank of Canada, 2016 | 5 | 2016 |
Massimiliano MarcellinoUniversità Bocconiunibocconi.it의 이메일 확인됨
