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Laurent Ferrara

Global rank #7937 91%

Institution: Australian National University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://laurent-ferrara.org

First Publication: 2003

Most Recent: 2024

RePEc ID: pfe27 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.51 2.85 0.00 6.20
Last 10 Years 0.00 1.51 3.85 0.00 7.88
All Time 0.00 1.51 6.87 0.00 13.07

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 14.81

Publications (18)

Year Article Journal Tier Authors
2024 Commodity currencies revisited: The role of global commodity price uncertainty Journal of International Money and Finance B 4
2023 When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage Journal of Business & Economic Statistics A 2
2022 Common factors of commodity prices Journal of Applied Econometrics B 3
2022 Guest editorial: Economic forecasting in times of COVID-19 International Journal of Forecasting B 2
2022 High-frequency monitoring of growth at risk International Journal of Forecasting B 3
2021 Global financial interconnectedness: a non-linear assessment of the uncertainty channel Applied Economics C 3
2021 Questioning the puzzle: Fiscal policy, real exchange rate and inflation Journal of International Economics A 4
2018 DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE Economic Inquiry C 3
2018 What are the macroeconomic effects of high‐frequency uncertainty shocks? Journal of Applied Econometrics B 2
2016 A World Trade Leading Index (WTLI) Economics Letters C 3
2015 Comparing the shape of recoveries: France, the UK and the US Economic Modeling C 3
2015 Macroeconomic forecasting during the Great Recession: The return of non-linearity? International Journal of Forecasting B 3
2014 The way out of recessions: A forecasting analysis for some Euro area countries International Journal of Forecasting B 3
2014 Forecasting growth during the Great Recession: is financial volatility the missing ingredient? Economic Modeling C 3
2013 Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose Oxford Bulletin of Economics and Statistics B 3
2012 Macro-financial linkages and business cycles: A factor-augmented probit approach Economic Modeling C 2
2011 Identification of Slowdowns and Accelerations for the Euro Area Economy Oxford Bulletin of Economics and Statistics B 2
2003 A three-regime real-time indicator for the US economy Economics Letters C 1