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Laurent L Pauwels

Personal Details

First Name:Laurent
Middle Name:L
Last Name:Pauwels
Suffix:
RePEc Short-ID:ppa1577
[This author has chosen not to make the email address public]
https://laurentpauwels.github.io

Affiliation

(1%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

(99%) Economics
New York University Abu Dhabi

Abu Dhabi, United Arab Emirates
https://nyuad.nyu.edu/en/academics/divisions/social-science.html
RePEc:edi:ecnyuae (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Imbs, Jean & Pauwels, Laurent, 2023. "An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia," CEPR Discussion Papers 18064, C.E.P.R. Discussion Papers.
  2. Felix Chan & Laurent Pauwels, 2023. "Optimal Forecast Combination with Mean Absolute Error Loss," CAMA Working Papers 2023-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Imbs, Jean & Pauwels, Laurent, 2022. "Measuring Openness," CEPR Discussion Papers 17230, C.E.P.R. Discussion Papers.
    • Jean Imbs & Laurent L. Pauwels, 2020. "Measuring Openness," CAMA Working Papers 2020-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Jan 2023.
  4. Imbs, Jean & Pauwels, Laurent, 2020. "High Order Openness," CEPR Discussion Papers 14653, C.E.P.R. Discussion Papers.
  5. Laurent Pauwels & Peter Radchenko & Andrey L. Vasnev, 2020. "High Moment Constraints for Predictive Density Combination," CAMA Working Papers 2020-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Jun 2023.
  6. Jean Imbs & Laurent L. Pauwels, 2020. "Korea’s Patterns of Trade," Post-Print halshs-03229973, HAL.
  7. Pauwels, Laurent & Radchenko, Peter & Vasnev, Andrey, 2019. "Higher Moment Constraints for Predictive Density Combinations," Working Papers BAWP-2019-01, University of Sydney Business School, Discipline of Business Analytics.
  8. Chan, Felix & Pauwels, Laurent, 2019. "Equivalence of optimal forecast combinations under affine constraints," Working Papers BAWP-2019-02, University of Sydney Business School, Discipline of Business Analytics.
  9. Pauwels, Laurent, 2019. "Predicting China’s Monetary Policy with Forecast Combinations," Working Papers BAWP-2019-07, University of Sydney Business School, Discipline of Business Analytics.
  10. Imbs, Jean & Pauwels, Laurent, 2019. "Fundamental Moments," CEPR Discussion Papers 13662, C.E.P.R. Discussion Papers.
  11. Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L., 2018. "Asymptotic Theory for Rotated Multivariate GARCH Models," Econometric Institute Research Papers EI2018-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Pauwels, Laurent & Vasnev, Andrey, 2013. "Forecast combination for U.S. recessions with real-time data," Working Papers 02/2013, University of Sydney Business School, Discipline of Business Analytics.
  13. Pauwels, Laurent & Vasnev, Andrey, 2013. "Practical considerations for optimal weights in density forecast combi nation," Working Papers 01/2013, University of Sydney Business School, Discipline of Business Analytics.
  14. Pauwels, Laurent & Vasnev, Andrey, 2011. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Working Papers 11/2011, University of Sydney Business School, Discipline of Business Analytics.
  15. Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 0805, Hong Kong Monetary Authority.
  16. Dong He & Laurent Pauwels, 2008. "What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model," Working Papers 0806, Hong Kong Monetary Authority.
  17. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority.
  18. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.
  19. Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers halshs-00589114, HAL.
  20. Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," IHEID Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
  21. Hans Genberg & Laurent L. Pauwels, 2004. "Wage-Price Dynamics and Deflation in Hong Kong," IHEID Working Papers 06-2004, Economics Section, The Graduate Institute of International Studies.
  22. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," IHEID Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies.
  23. Hans Genberg & Laurent Pauwels, 2003. "Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism," Working Papers 012003, Hong Kong Institute for Monetary Research.
  24. Hans Genberg & Laurent L. Pauwels, 2003. "An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong," IHEID Working Papers 03-2003, Economics Section, The Graduate Institute of International Studies.

Articles

  1. Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels, 2021. "Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models," Econometrics, MDPI, vol. 9(2), pages 1-21, May.
  2. Chan, Felix & Pauwels, Laurent L., 2018. "Some theoretical results on forecast combinations," International Journal of Forecasting, Elsevier, vol. 34(1), pages 64-74.
  3. Laurent L. Pauwels & Andrey L. Vasnev, 2017. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Empirical Economics, Springer, vol. 52(1), pages 229-254, February.
  4. Pauwels, Laurent L. & Vasnev, Andrey L., 2016. "A note on the estimation of optimal weights for density forecast combinations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 391-397.
  5. Matsypura, Dmytro & Pauwels, Laurent L., 2016. "Does portfolio margining make borrowing more attractive?," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 128-134.
  6. Pauwels, Laurent & Vasnev, Andrey, 2014. "Forecast combination for U.S. recessions with real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 138-148.
  7. Andrey Vasnev & Margaret Skirtun & Laurent Pauwels, 2013. "Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(2), pages 151-166, March.
  8. Chan, Felix & Pauwels, Laurent L. & Wongsosaputro, Johnathan, 2013. "The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 175-189.
  9. Liu, Li-Gang & Pauwels, Laurent L., 2012. "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
  10. Pauwels Laurent L. & Chan Felix & Mancini Griffoli Tommaso, 2012. "Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November.
  11. Chan, Felix & Pauwels, Laurent, 2011. "Model specification in panel data unit root tests with an unknown break," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1299-1309.
  12. Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L., 2008. "Multivariate volatility in environmental finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 189-199.
  13. Dong He & Laurent L. Pauwels, 2008. "What Prompts the People's Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 1-21, November.
  14. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2007. "Measuring Risk In Environmental Finance," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 970-998, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 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-MAC: Macroeconomics (12) 2004-03-28 2004-09-30 2006-02-19 2008-05-31 2008-05-31 2008-07-30 2013-10-25 2019-04-22 2020-06-15 2020-06-29 2020-07-27 2020-08-10. Author is listed
  2. NEP-FOR: Forecasting (8) 2013-10-25 2013-10-25 2019-04-08 2019-04-08 2019-05-20 2020-06-15 2020-08-17 2023-12-04. Author is listed
  3. NEP-ECM: Econometrics (6) 2008-07-20 2013-10-25 2018-10-22 2019-04-08 2020-06-15 2023-12-04. Author is listed
  4. NEP-INT: International Trade (6) 2006-02-19 2020-06-15 2020-06-29 2020-07-27 2020-08-10 2023-04-03. Author is listed
  5. NEP-CNA: China (5) 2008-05-31 2008-05-31 2008-05-31 2008-07-30 2019-05-20. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (4) 2020-06-15 2020-06-29 2020-07-27 2023-04-03
  7. NEP-CBA: Central Banking (3) 2008-05-31 2008-07-30 2019-05-20
  8. NEP-ETS: Econometric Time Series (3) 2013-10-25 2018-10-22 2023-12-04
  9. NEP-ORE: Operations Research (3) 2018-11-19 2020-06-15 2020-08-17
  10. NEP-BEC: Business Economics (2) 2019-05-20 2019-05-20
  11. NEP-IFN: International Finance (2) 2006-02-19 2008-05-31
  12. NEP-MON: Monetary Economics (2) 2008-07-30 2019-05-20
  13. NEP-SEA: South East Asia (2) 2004-03-28 2004-09-30
  14. NEP-CIS: Confederation of Independent States (1) 2023-04-03
  15. NEP-DCM: Discrete Choice Models (1) 2008-07-30
  16. NEP-EEC: European Economics (1) 2006-02-19
  17. NEP-ENE: Energy Economics (1) 2023-04-03
  18. NEP-LAB: Labour Economics (1) 2004-09-30
  19. NEP-POL: Positive Political Economics (1) 2008-05-31
  20. NEP-TID: Technology and Industrial Dynamics (1) 2020-08-10
  21. NEP-TRA: Transition Economics (1) 2023-04-03

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