Direct multi‐step estimation and forecasting G Chevillon Journal of Economic Surveys 21 (4), 746-785, 2007 | 147 | 2007 |
Non-parametric direct multi-step estimation for forecasting economic processes G Chevillon, DF Hendry International Journal of Forecasting 21 (2), 201-218, 2005 | 144 | 2005 |
Physical market determinants of the price of crude oil and the market premium G Chevillon, C Rifflart Energy Economics 31 (4), 537-549, 2009 | 112 | 2009 |
Inference in models with adaptive learning G Chevillon, M Massmann, S Mavroeidis Journal of Monetary Economics 57 (3), 341-351, 2010 | 44 | 2010 |
Learning can generate long memory G Chevillon, S Mavroeidis Journal of econometrics 198 (1), 1-9, 2017 | 28 | 2017 |
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 change sur le tourisme en France G Chevillon, X Timbeau Revue de l’OFCE 98 (2006), 167-81, 2006 | 16 | 2006 |
Multistep forecasting in the presence of location shifts G Chevillon International Journal of Forecasting 32 (1), 121-137, 2016 | 14* | 2016 |
Generating Univariate Fractional Integration within a Large VAR(1) G Chevillon, A Hecq, S Laurent Journal of Econometrics 204 (1), 54-65, 2018 | 12* | 2018 |
Perpetual learning and apparent long memory G Chevillon, S Mavroeidis Journal of Economic Dynamics and Control 90, 343-365, 2018 | 10 | 2018 |
Robust inference in structural vector autoregressions with long-run restrictions G Chevillon, S Mavroeidis, Z Zhan Econometric Theory 36 (1), 86-121, 2020 | 9* | 2020 |
Pratique des séries temporelles G Chevillon OFCE et Université d’Oxford, 2004 | 9 | 2004 |
Stratégies de vote en AG face aux résolutions externes P Charléty, G Chevillon, M Messaoudi Revue française de gestion, 277-296, 2009 | 8 | 2009 |
Multi-step estimation for forecasting non-stationary processes GBRJ Chevillon University of Oxford, 2000 | 8* | 2000 |
Learning generates long memory G Chevillon, S Mavroeidis Essec Working Paper, 2013 | 7 | 2013 |
Inference in models with adaptive learning, with an application to the new Keynesian Phillips curve S Mavroeidis, G Chevillon, M Massmann Working Paper, 2008 | 6 | 2008 |
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 | 5 | 2017 |
Robustness of multistep forecasts and predictive regressions at intermediate and long horizons G Chevillon ESSEC Working Paper, 2017 | 4 | 2017 |
Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coe fficient Model AN Banerjee, G Chevillon, M Kratz Available at SSRN 2337438, 2013 | 4 | 2013 |
Désinflation compétitive: le cas allemand 2007 G Chevillon, E Heyer, P Monperrus-Veroni, X Timbeau mimeo, 2006 | 4 | 2006 |