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Detection of the industrial business cycle using SETAR models
Ferrara, Laurent; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 353-371
Persistent link: https://www.econbiz.de/10003317049
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Business surveys modelling with seasonal-cyclical long memory models
Ferrara, Laurent (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797014
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Real-time detection of the business cycle using SETAR models
Ferrara, Laurent; Guégan, Dominique - In: Growth and cycle in the Euro-zone, (pp. 221-232). 2006
Persistent link: https://www.econbiz.de/10003412187
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Business cycle analysis with multivariate Markov switching models
Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - In: Growth and cycle in the Euro-zone, (pp. 249-260). 2006
Persistent link: https://www.econbiz.de/10003412214
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Business cycle analysis with multivariate Markov switching models
Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - 2007
Persistent link: https://www.econbiz.de/10003912305
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The way out of recessions : a forecasting analysis for some Euro area countries
Bec, Frédérique; Bouabdallah, Othman; Ferrara, Laurent - In: International journal of forecasting 30 (2014) 3, pp. 539-549
Persistent link: https://www.econbiz.de/10010513623
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Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586
Persistent link: https://www.econbiz.de/10010202176
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Comparison of parameter estimation methods in cyclical long memory time series
Ferrara, Laurent; Guégan, Dominique - In: Developments in forecast combination and portfolio choice, (pp. 179-195). 2001
Persistent link: https://www.econbiz.de/10001719136
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Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent; Guégan, Dominique - In: Journal of forecasting 20 (2001) 8, pp. 581-601
Persistent link: https://www.econbiz.de/10001635754
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Estimation and applications of Gegenbauer processes
Ferrara, Laurent; Guégan, Dominique - 1999
Persistent link: https://www.econbiz.de/10001391170