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"Une lecture probabiliste du cycle d'affaires américain", April 2004, accepted February 2005, forthcoming in Economie et Prévision, n° 172. Click here for the " Appendix : Une lecture probabiliste du cycle d'affaires américain"
" Les marchés financiers anticipent-ils les retournements conjoncturels? ", June 2005, with E. Gautier and S. Le Coent, Notes d'études et de recherche de la Banque de France, NER n°128, (First draft June 2004, accepted June 2005), forthcoming in Economie et Prévision, n° 172. "Model Uncertainty and Forecasting, a Practioner Point of View", February 2006, (Revised November 2006), with E. Michaux. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib", February 2005, paper and open source GAUSS programs, version 2.0 "Predicting economic downturns with a financial qualitative hidden markov model ", August 2004, with E. Gautier. Updated results in Bulletin de la Banque de France, September 2006, here. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models
" , July 2004, paper and open source GAUSS programs first version 1.1. "Detecting Turning points with Many Predictors through Hidden Markov Models ", December 2003, with David Saint-Martin, Séminaire Fourgeaud, Paris. "Model Uncertainty and Forecasting, a Practioner Point of View", February 2006, (Revised November 2006), with E. Michaux.
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