Follow
Guillaume Chevillon
Title
Cited by
Cited by
Year
Direct multi‐step estimation and forecasting
G Chevillon
Journal of Economic Surveys 21 (4), 746-785, 2007
1472007
Non-parametric direct multi-step estimation for forecasting economic processes
G Chevillon, DF Hendry
International Journal of Forecasting 21 (2), 201-218, 2005
1442005
Physical market determinants of the price of crude oil and the market premium
G Chevillon, C Rifflart
Energy Economics 31 (4), 537-549, 2009
1122009
Inference in models with adaptive learning
G Chevillon, M Massmann, S Mavroeidis
Journal of Monetary Economics 57 (3), 341-351, 2010
442010
Learning can generate long memory
G Chevillon, S Mavroeidis
Journal of econometrics 198 (1), 1-9, 2017
282017
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
162006
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
102018
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
92004
Stratégies de vote en AG face aux résolutions externes
P Charléty, G Chevillon, M Messaoudi
Revue française de gestion, 277-296, 2009
82009
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
72013
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
52017
Robustness of multistep forecasts and predictive regressions at intermediate and long horizons
G Chevillon
ESSEC Working Paper, 2017
42017
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
42013
Désinflation compétitive: le cas allemand 2007
G Chevillon, E Heyer, P Monperrus-Veroni, X Timbeau
mimeo, 2006
42006
The system can't perform the operation now. Try again later.
Articles 1–20