Guillaume Chevillon
Title
Cited by
Cited by
Year
Non-parametric direct multi-step estimation for forecasting economic processes
G Chevillon, DF Hendry
International Journal of Forecasting 21 (2), 201-218, 2005
1362005
Direct multi‐step estimation and forecasting
G Chevillon
Journal of Economic Surveys 21 (4), 746-785, 2007
1272007
Physical market determinants of the price of crude oil and the market premium
G Chevillon, C Rifflart
Energy Economics 31 (4), 537-549, 2009
1042009
Inference in models with adaptive learning
G Chevillon, M Massmann, S Mavroeidis
Journal of Monetary Economics 57 (3), 341-351, 2010
372010
Learning can generate long memory
G Chevillon, S Mavroeidis
Journal of econometrics 198 (1), 1-9, 2017
222017
Multi-step forecasting in emerging economies: An investigation of the South African GDP
G Chevillon
International Journal of Forecasting 25 (3), 602-628, 2009
19*2009
L'impact du taux de changé sur le tourisme en France
G Chevillon, X Timbeau
Revue de l'OFCE, 167-181, 2006
182006
Generating Univariate Fractional Integration within a Large VAR(1)
G Chevillon, A Hecq, S Laurent
Journal of Econometrics 204 (1), 54-65, 2018
10*2018
Multistep forecasting in the presence of location shifts
G Chevillon
International Journal of Forecasting 32 (1), 121-137, 2016
10*2016
Stratégies de vote en AG face aux résolutions externes
P Charléty, G Chevillon, M Messaoudi
Revue française de gestion, 277-296, 2009
82009
Pratique des séries temporelles
G Chevillon
OFCE et Université d’Oxford, 2004
82004
Multi-step estimation for forecasting non-stationary processes
GBRJ Chevillon
University of Oxford, 2000
8*2000
Robust inference in structural vector autoregressions with long-run restrictions
G Chevillon, S Mavroeidis, Z Zhan
Econometric Theory 36 (1), 86-121, 2020
6*2020
Learning generates long memory
G Chevillon, S Mavroeidis
Essec Working Paper, 2013
62013
Inference in models with adaptive learning, with an application to the new Keynesian Phillips curve
S Mavroeidis, G Chevillon, M Massmann
Working Paper, 2008
62008
Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
G Chevillon
Econometric Reviews 36 (5), 514-545, 2017
42017
Detecting and Forecasting Bubbles in a Near-Explosive Random Coefficient Model
AN Banerjee, G Chevillon, M Kratz
Working Paper, 2014
42014
Désinflation compétitive: le cas allemand 2007
G Chevillon, E Heyer, P Monperrus-Veroni, X Timbeau
mimeo, 2006
42006
économétrie
G Chevillon
Document de travail, OFCE & Univ of Oxford, 2005
42005
Analyse économétrique et compréhension des erreurs de prévision
G Chevillon
Revue de l'OFCE, 327-356, 2005
42005
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Articles 1–20