Pierre Guérin
(Pierre Guerin)
Personal Details
First Name: | Pierre |
Middle Name: | |
Last Name: | Guerin |
Suffix: | |
RePEc Short-ID: | pgu370 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/pierreguerineconomics/home | |
Twitter: | @pierreconomics |
Terminal Degree: | 2011 Department of Economics; European University Institute (from RePEc Genealogy) |
Affiliation
International Monetary Fund (IMF)
Washington, District of Columbia (United States)http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Mr. Adolfo Barajas & Woon Gyu Choi & Ken Zhi Gan & Pierre Guérin & Samuel Mann & Manchun Wang & Yizhi Xu, 2021. "Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability," IMF Working Papers 2021/222, International Monetary Fund.
- Pierre Guérin & Felix Suntheim, 2021.
"Firms’ Environmental Performance and the COVID-19 Crisis,"
IMF Working Papers
2021/089, International Monetary Fund.
- Guérin, Pierre & Suntheim, Felix, 2021. "Firms’ environmental performance and the COVID-19 crisis," Economics Letters, Elsevier, vol. 205(C).
- Antoine Goujard & Pierre Guérin, 2021. "Boosting SMEs’ internationalisation in Poland," OECD Economics Department Working Papers 1654, OECD Publishing.
- Christiane Baumeister & Pierre Guérin, 2020.
"A Comparison of Monthly Global Indicators for Forecasting Growth,"
CESifo Working Paper Series
8656, CESifo.
- Baumeister, Christiane & Guérin, Pierre, 2021. "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Pierre Guérin, 2020. "A comparison of monthly global indicators for forecasting growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
Staff Working Papers
20-25, Bank of Canada.
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021. "Monetary Policy Independence and the Strength of the Global Financial Cycle," CEPR Discussion Papers 16203, C.E.P.R. Discussion Papers.
- Pierre Guérin, 2019. "Améliorer l’efficience de l’investissement public en France," OECD Economics Department Working Papers 1560, OECD Publishing.
- Antoine Goujard & Pierre Guérin, 2018. "Financing innovative business investment in Poland," OECD Economics Department Working Papers 1480, OECD Publishing.
- Narayan Bulusu & Pierre Guérin, 2018.
"What Drives Interbank Loans? Evidence from Canada,"
Staff Working Papers
18-5, Bank of Canada.
- Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017.
"Markov-Switching Three-Pass Regression Filter,"
Staff Working Papers
17-13, Bank of Canada.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-switching three-pass regression filter," Working Papers 1748, Banco de España.
- Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2017.
"Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns,"
Working Papers
597, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2017. "Explaining the time-varying effects of oil market shocks on US stock returns," Economics Letters, Elsevier, vol. 155(C), pages 84-88.
- Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España.
- Laurent Ferrara & Pierre Guérin, 2016.
"What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks,"
Staff Working Papers
16-25, Bank of Canada.
- Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high‐frequency uncertainty shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 662-679, August.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," Working Papers hal-04141416, HAL.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high-frequency uncertainty shocks?," Post-Print hal-02334586, HAL.
- Christian Friedrich & Pierre Guérin, 2016.
"The Dynamics of Capital Flow Episodes,"
Staff Working Papers
16-9, Bank of Canada.
- Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
- Kimberly Berg & Pierre Guérin & Yuko Imura, 2016. "Predictive Ability of Commodity Prices for the Canadian Dollar," Staff Analytical Notes 16-2, Bank of Canada.
- Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015.
"Using low frequency information for predicting high frequency variables,"
Working Paper
2015/13, Norges Bank.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
- Pierre Guérin & Danilo Leiva-Leon, 2015.
"Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data,"
Staff Working Papers
15-24, Bank of Canada.
- Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
- Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
- Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
- Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014.
"Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work,"
Staff Working Papers
14-11, Bank of Canada.
- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
- Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
- Marcellino, Massimiliano & Foroni, Claudia, 2014.
"Markov-Switching Mixed-Frequency VAR Models,"
CEPR Discussion Papers
9815, C.E.P.R. Discussion Papers.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
- Bijsterbosch, Martin & Guérin, Pierre, 2014.
"Characterizing very high uncertainty episodes,"
Working Paper Series
1637, European Central Bank.
- Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
- Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013.
"Regime Switches in the Risk-Return Trade-Off,"
Staff Working Papers
13-51, Bank of Canada.
- Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 118-138.
- Ghysels, Eric & Marcellino, Massimiliano, 2013. "Regime Switches in the Risk-Return Trade-off," CEPR Discussion Papers 9698, C.E.P.R. Discussion Papers.
- Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011.
"Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination,"
Working Paper Series
1384, European Central Bank.
- Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015. "Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 363-393, March.
- Marcellino, Massimiliano, 2011.
"Markov-switching MIDAS models,"
CEPR Discussion Papers
8234, C.E.P.R. Discussion Papers.
- Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
Articles
- Guérin, Pierre, 2023. "What are the effects of monetary policy on productivity?," Economics Letters, Elsevier, vol. 233(C).
- Baumeister, Christiane & Guérin, Pierre, 2021.
"A comparison of monthly global indicators for forecasting growth,"
International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Pierre Guérin, 2020. "A comparison of monthly global indicators for forecasting growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Guérin, Pierre & Suntheim, Felix, 2021.
"Firms’ environmental performance and the COVID-19 crisis,"
Economics Letters, Elsevier, vol. 205(C).
- Pierre Guérin & Felix Suntheim, 2021. "Firms’ Environmental Performance and the COVID-19 Crisis," IMF Working Papers 2021/089, International Monetary Fund.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020.
"Markov-Switching Three-Pass Regression Filter,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-switching three-pass regression filter," Working Papers 1748, Banco de España.
- Christian Friedrich & Pierre Guérin, 2020.
"The Dynamics of Capital Flow Episodes,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
- Christian Friedrich & Pierre Guérin, 2016. "The Dynamics of Capital Flow Episodes," Staff Working Papers 16-9, Bank of Canada.
- Bulusu, Narayan & Guérin, Pierre, 2019.
"What drives interbank loans? Evidence from Canada,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
- Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
- Laurent Ferrara & Pierre Guérin, 2018.
"What are the macroeconomic effects of high‐frequency uncertainty shocks?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 662-679, August.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," Working Papers hal-04141416, HAL.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high-frequency uncertainty shocks?," Post-Print hal-02334586, HAL.
- Laurent Ferrara & Pierre Guérin, 2016. "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers 16-25, Bank of Canada.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018.
"Using low frequency information for predicting high frequency variables,"
International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
- Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015. "Using low frequency information for predicting high frequency variables," Working Paper 2015/13, Norges Bank.
- Guérin, Pierre & Leiva-Leon, Danilo, 2017.
"Model averaging in Markov-switching models: Predicting national recessions with regional data,"
Economics Letters, Elsevier, vol. 157(C), pages 45-49.
- Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
- Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
- Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2017.
"Explaining the time-varying effects of oil market shocks on US stock returns,"
Economics Letters, Elsevier, vol. 155(C), pages 84-88.
- Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2017. "Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns," Working Papers 597, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015.
"Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 363-393, March.
- Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011. "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series 1384, European Central Bank.
- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015.
"Do high-frequency financial data help forecast oil prices? The MIDAS touch at work,"
International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
- Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015.
"Markov-switching mixed-frequency VAR models,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
- Marcellino, Massimiliano & Foroni, Claudia, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
- Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014.
"Regime switches in the risk–return trade-off,"
Journal of Empirical Finance, Elsevier, vol. 28(C), pages 118-138.
- Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers 13-51, Bank of Canada.
- Ghysels, Eric & Marcellino, Massimiliano, 2013. "Regime Switches in the Risk-Return Trade-off," CEPR Discussion Papers 9698, C.E.P.R. Discussion Papers.
- Russell Barnett & Pierre Guérin, 2013. "Monitoring Short-Term Economic Developments in Foreign Economies," Bank of Canada Review, Bank of Canada, vol. 2013(Summer), pages 22-31.
- Pierre Guérin & Massimiliano Marcellino, 2013.
"Markov-Switching MIDAS Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
- Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
- Bijsterbosch, Martin & Guérin, Pierre, 2013.
"Characterizing very high uncertainty episodes,"
Economics Letters, Elsevier, vol. 121(2), pages 239-243.
- Bijsterbosch, Martin & Guérin, Pierre, 2014. "Characterizing very high uncertainty episodes," Working Paper Series 1637, European Central Bank.
Chapters
- Pierre Guérin & Danilo Leiva-León, 2022.
"Heterogeneous Switching in FAVAR Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 65-98,
Emerald Group Publishing Limited.
RePEc:eme:aeco11:s0731-90532022000044b003 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 29 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.- NEP-MAC: Macroeconomics (17) 2011-10-15 2014-06-02 2014-11-17 2015-04-19 2015-11-07 2016-03-06 2016-06-09 2017-07-30 2017-08-27 2018-02-12 2018-07-16 2020-06-22 2020-11-09 2020-11-23 2020-11-30 2021-05-24 2021-11-22. Author is listed
- NEP-FOR: Forecasting (13) 2011-10-15 2013-11-29 2014-05-09 2014-06-02 2014-06-02 2014-11-17 2015-11-07 2016-03-06 2017-07-30 2020-11-09 2020-11-23 2020-11-30 2021-05-24. Author is listed
- NEP-ORE: Operations Research (9) 2014-04-05 2014-06-02 2014-11-17 2015-11-07 2016-03-06 2017-05-07 2017-07-30 2018-01-29 2020-06-22. Author is listed
- NEP-ETS: Econometric Time Series (6) 2014-06-02 2015-11-07 2016-03-06 2017-07-30 2018-01-29 2020-11-09. Author is listed
- NEP-ENE: Energy Economics (5) 2013-11-29 2014-05-09 2014-06-02 2017-03-12 2021-04-05. Author is listed
- NEP-MON: Monetary Economics (5) 2011-10-15 2016-03-29 2017-08-27 2020-06-22 2021-11-22. Author is listed
- NEP-MST: Market Microstructure (5) 2013-11-29 2014-05-09 2014-06-02 2015-04-19 2015-11-07. Author is listed
- NEP-ECM: Econometrics (4) 2011-10-15 2014-06-02 2014-11-17 2015-11-07
- NEP-CBA: Central Banking (3) 2011-10-15 2020-06-22 2021-11-22
- NEP-CSE: Economics of Strategic Management (2) 2018-07-16 2021-02-01
- NEP-ENT: Entrepreneurship (2) 2018-07-16 2021-02-01
- NEP-RMG: Risk Management (2) 2013-12-29 2014-06-02
- NEP-SBM: Small Business Management (2) 2018-07-16 2021-02-01
- NEP-TRA: Transition Economics (2) 2018-07-16 2021-02-01
- NEP-URE: Urban and Real Estate Economics (2) 2016-03-06 2017-07-30
- NEP-BAN: Banking (1) 2018-02-12
- NEP-EEC: European Economics (1) 2011-10-15
- NEP-ENV: Environmental Economics (1) 2021-04-05
- NEP-EUR: Microeconomic European Issues (1) 2018-07-16
- NEP-FDG: Financial Development and Growth (1) 2021-11-22
- NEP-FMK: Financial Markets (1) 2014-06-02
- NEP-IFN: International Finance (1) 2020-06-22
- NEP-INO: Innovation (1) 2018-07-16
- NEP-INT: International Trade (1) 2021-02-01
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2016-06-09
- NEP-OPM: Open Economy Macroeconomics (1) 2020-06-22
- NEP-REG: Regulation (1) 2021-04-05
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