Concepedia

Pierre Guérin

PG

Statistics

Publications

13

Citations

699

H-Index

13

Active since

2012

Affiliations

Bank of Canada(Current)

Bocconi University

Centre for Economic Policy Research

Organisation de Coopération et de Développement Economiques

Pierre Guérin is an author at Bank of Canada specializing in economics, time series analysis, and time series forecasting.

Publications per year

2012–2021

13

Publications

13

Do high-frequency financial data help forecast oil prices? The MIDAS touch at work

Christiane Baumeister, Pierre Guérin, Lutz Kilian · International Journal of Forecasting · 2015 · 137 citations

Business, Economics, Finance +16

Markov-Switching MIDAS Models

Pierre Guérin, Massimiliano Marcellino · Journal of Business and Economic Statistics · 2012 · 110 citations

Business, Business Economics, Economics +11

Regime switches in the risk–return trade-off

Éric Ghysels, Pierre Guérin, Massimiliano Marcellino · Journal of Empirical Finance · 2014 · 66 citations

Business, Economics, Finance +14

Firms’ environmental performance and the COVID-19 crisis

Pierre Guérin, Felix Suntheim · Economics Letters · 2021 · 56 citations · Full text

Management, Environmental Management, Strategic Management +14

Markov-Switching Three-Pass Regression Filter

Pierre Guérin, Danilo Leiva‐León, Massimiliano Marcellino · Journal of Business and Economic Statistics · 2018 · 54 citations · Full text

Business, Economics, Econometrics +12

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