IDEAS home Printed from https://ideas.repec.org/e/pch128.html
   My authors  Follow this author

Guillaume Chevillon

Personal Details

First Name:Guillaume
Middle Name:
Last Name:Chevillon
Suffix:
RePEc Short-ID:pch128
[This author has chosen not to make the email address public]
http://guillaume-chevillon.faculty.essec.edu/
ESSEC Business School Avenue Bernard Hirsch BP 50105 F-95021 Cergy-Pontoise cedex FRANCE
Terminal Degree:2004 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

(1%) Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France
http://crest.science/
RePEc:edi:crestfr (more details at EDIRC)

(99%) ESSEC Business School

Cergy-Pontoise, France
http://www.essec.fr/
RePEc:edi:essecfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Guillaume Chevillon & Takamitsu Kurita, 2023. "What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate," Papers 2307.05818, arXiv.org, revised Jul 2024.
  2. Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2022. "We modeled long memory with just one lag!," LIDAM Discussion Papers CORE 2022016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating Univariate Fractional Integration within a Large VAR(1)," AMSE Working Papers 1844, Aix-Marseille School of Economics, France.
  4. Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
  5. Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016. "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers WP1702, ESSEC Research Center, ESSEC Business School.
  6. Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers WP1507, ESSEC Research Center, ESSEC Business School.
  7. Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers WP1314, ESSEC Research Center, ESSEC Business School.
  8. Chevillon, Guillaume, 2013. "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers WP1320, ESSEC Research Center, ESSEC Business School.
  9. Chevillon, Guillaume, 2012. "Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area," ESSEC Working Papers WP1210, ESSEC Research Center, ESSEC Business School.
  10. Chevillon, Guillaume & Mavroeidis, Sophocles, 2011. "Learning generates Long Memory," ESSEC Working Papers WP1113, ESSEC Research Center, ESSEC Business School.
  11. Chevillon, Guillaume, 2007. "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers DR 07021, ESSEC Research Center, ESSEC Business School.
  12. Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
  13. Guillaume Chevillon, 2006. "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers 257, University of Oxford, Department of Economics.
  14. Guillaume Chevillon & Xavier Timbeau, 2006. "L’impact du taux de change sur le tourisme en France," Post-Print hal-03459195, HAL.
  15. Guillaume Chevillon & Catherine Mathieu & Christine Rifflart & Hervé Péléraux & Mathieu Plane & Xavier Timbeau & Christophe Blot & Eric Heyer & Marion Cochard & Matthieu Lemoine & Paola Veroni & Amel , 2006. "Croissance sans châtiment. Perspectives 2006-2007 pour l'économie mondiale," SciencePo Working papers Main hal-01021176, HAL.
  16. Guillaume Chevillon & Hervé Péléraux & Mathieu Plane & Eric Heyer & Marion Cochard & Matthieu Lemoine, 2006. "France : le coût d’outre-Rhin," Post-Print hal-03462153, HAL.
  17. Guillaume Chevillon, 2005. "Direct multi-step estimation and forecasting," Documents de Travail de l'OFCE 2005-10, Observatoire Francais des Conjonctures Economiques (OFCE).
  18. Guillaume Chevillon & Xavier Timbeau, 2005. "Impact de l’appréciation de l’euro sur le secteur du tourisme," Documents de Travail de l'OFCE 2005-18, Observatoire Francais des Conjonctures Economiques (OFCE).
  19. Guillaume Chevillon & Gael Dupont & Hervé Péléraux & Mathieu Plane & Eric Heyer & Matthieu Lemoine, 2005. "France : croissance entravée," Post-Print hal-03476022, HAL.
  20. Guillaume Chevillon, 2005. "Économétrie de la prévision," Documents de Travail de l'OFCE 2005-11, Observatoire Francais des Conjonctures Economiques (OFCE).
  21. Guillaume Chevillon & Xavier Timbeau, 2005. "Impact de l'appréciation de l'euro sur le secteur du tourisme," SciencePo Working papers Main hal-00972770, HAL.
  22. Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Documents de Travail de l'OFCE 2004-13, Observatoire Francais des Conjonctures Economiques (OFCE).
  23. Valerie Chauvin & Guillaume Chevillon & Gael Dupont & Mathieu Plane & Eric Heyer & Matthieu Lemoine, 2004. "Méprise sur la reprise," Post-Print hal-03458749, HAL.
  24. Elena Stancanelli & Valerie Chauvin & Guillaume Chevillon & Odile Chagny & Hélène Baudchon & Gael Dupont & Catherine Mathieu & Christine Rifflart & Danielle Schweisguth & Hervé Péléraux & Mathieu Plan, 2004. "Politiques monétaires : l’immobilisme en mouvement," SciencePo Working papers Main hal-03458741, HAL.
  25. Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
  26. Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  27. Guillaume Chevillon & Christine Rifflart, 2004. "Brouillard autour des puits de pétrole," Post-Print hal-01020545, HAL.
  28. Hélène Baudchon & Odile Chagny & Guillaume Chevillon & Gael Dupont & Eric Heyer & Sabine Le Bayon & Christine Rifflart & Danielle Schweisguth, 2004. "Les tribulations de la parité euro/dollar," Post-Print hal-03458774, HAL.
  29. Valerie Chauvin & Guillaume Chevillon & Gael Dupont & Hervé Péléraux & Mathieu Plane & Eric Heyer & Matthieu Lemoine, 2004. "France : reprise à bas régime !," Post-Print hal-03462273, HAL.

    repec:spo:wpmain:info:hdl:2441/1743 is not listed on IDEAS
    repec:spo:wpmain:info:hdl:2441/2478 is not listed on IDEAS

Articles

  1. Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2023. "We modeled long memory with just one lag!," Journal of Econometrics, Elsevier, vol. 236(1).
  2. Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2020. "Robust Inference In Structural Vector Autoregressions With Long-Run Restrictions," Econometric Theory, Cambridge University Press, vol. 36(1), pages 86-121, February.
  3. Anurag Banerjee & Guillaume Chevillon & Marie Kratz, 2020. "Probabilistic forecasting of bubbles and flash crashes," The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 297-315.
  4. Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien, 2018. "Generating univariate fractional integration within a large VAR(1)," Journal of Econometrics, Elsevier, vol. 204(1), pages 54-65.
  5. Chevillon, Guillaume & Mavroeidis, Sophocles, 2018. "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.
  6. Guillaume Chevillon, 2017. "Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming," Econometric Reviews, Taylor & Francis Journals, vol. 36(5), pages 514-545, May.
  7. Chevillon, Guillaume & Mavroeidis, Sophocles, 2017. "Learning can generate long memory," Journal of Econometrics, Elsevier, vol. 198(1), pages 1-9.
  8. Chevillon, Guillaume, 2016. "Multistep forecasting in the presence of location shifts," International Journal of Forecasting, Elsevier, vol. 32(1), pages 121-137.
  9. Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
  10. Chevillon, Guillaume, 2009. "Multi-step forecasting in emerging economies: An investigation of the South African GDP," International Journal of Forecasting, Elsevier, vol. 25(3), pages 602-628, July.
  11. Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
  12. Patricia Charléty & Guillaume Chevillon & Mouna Messaoudi, 2009. "Stratégies de vote en AG face aux résolutions externes," Revue française de gestion, Lavoisier, vol. 0(8), pages 277-296.
  13. Guillaume Chevillon, 2007. "Direct Multi‐Step Estimation And Forecasting," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 746-785, September.
  14. Guillaume Chevillon & Xavier Timbeau, 2006. "L'impact du taux de change sur le tourisme en France," Revue de l'OFCE, Presses de Sciences-Po, vol. 98(3), pages 167-181.
  15. Edmund S. Phelps & Guillaume Chevillon, 2005. "Savoir, information et anticipations en macroéconomie," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 7-34.
  16. Guillaume Chevillon, 2005. "Analyse économétrique et compréhension des erreurs de prévision," Revue de l'OFCE, Presses de Sciences-Po, vol. 95(4), pages 327-356.
  17. Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.

    RePEc:fce:ofcrev:y:2006:i:98:p:167-81 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (14) 2004-07-11 2004-12-20 2007-12-15 2013-10-18 2014-01-17 2015-06-13 2015-08-19 2015-08-25 2015-08-25 2015-09-26 2018-09-03 2018-09-10 2019-01-07 2022-06-27. Author is listed
  2. NEP-ECM: Econometrics (10) 2004-07-17 2006-03-18 2007-12-15 2013-10-18 2015-06-13 2015-08-19 2018-09-03 2018-09-10 2019-01-07 2022-06-27. Author is listed
  3. NEP-ORE: Operations Research (5) 2015-06-13 2015-09-26 2018-09-10 2019-01-07 2019-05-20. Author is listed
  4. NEP-FOR: Forecasting (4) 2006-03-18 2013-10-18 2015-08-25 2018-09-10
  5. NEP-MAC: Macroeconomics (3) 2004-12-20 2006-03-18 2018-09-03
  6. NEP-BEC: Business Economics (2) 2007-12-08 2019-05-20
  7. NEP-CBA: Central Banking (2) 2012-02-01 2012-02-27
  8. NEP-DGE: Dynamic General Equilibrium (2) 2012-02-01 2012-02-27
  9. NEP-ENV: Environmental Economics (2) 2014-01-17 2023-08-21
  10. NEP-MIC: Microeconomics (2) 2007-12-08 2012-02-27
  11. NEP-URE: Urban and Real Estate Economics (2) 2013-10-18 2015-08-25
  12. NEP-AFR: Africa (1) 2004-12-20
  13. NEP-AGR: Agricultural Economics (1) 2023-08-21
  14. NEP-CMP: Computational Economics (1) 2012-02-01
  15. NEP-CSE: Economics of Strategic Management (1) 2006-01-29
  16. NEP-EEC: European Economics (1) 2006-01-29
  17. NEP-ENE: Energy Economics (1) 2007-12-08

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Guillaume Chevillon should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.