Access Statistics for Alain Guay

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 1 433 0 1 4 1,833
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 0 3 13
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 0 1 35
A simple unit root test consistent against any stationary alternative 0 0 1 11 0 0 3 38
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 0 2 96
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 0 0 1 53
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 0 0 0 9
An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP: Application to the Case of Guadeloupe 0 0 0 18 0 0 0 54
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 0 0 0 751
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 0 0 1 1,505
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 2 2,091 1 2 6 7,087
Dynamic Identification in VARs 0 0 3 3 0 1 12 16
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 0 0 1 2,574
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 1 524 1 1 3 2,122
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 0 0 0 1,586
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 0 0 1 339
Optimal Predictive Tests and a Simulation Study 0 0 0 88 1 1 1 604
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 0 1 335
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 0 1 1,117
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 0 1 147
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 1 1 3 1,817
Sentiments in SVARs 0 0 1 81 0 0 4 191
Structural Change Tests for Simulated Method of Moments 0 0 0 395 0 0 0 3,238
Structural Change Tests for Simulated Method of Moments 0 0 0 205 1 1 4 1,823
Structural Change Tests for Simulated Method of Moments 0 0 0 1 0 0 1 24
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 0 1 105
Structural change tests for GEL criteria 0 0 0 36 0 0 0 110
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 0 0 0 1,181
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 1 1 1 338
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 0 0 3 126
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 0 0 2 76
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 0 0 2 435
The New Keynesian Phillips Curve: An empirical assessment 1 1 2 211 1 1 7 567
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 0 0 0 230
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 0 0 2 374
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 0 11 0 0 1 71
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 0 1 2 267
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 1 313 1 1 2 1,961
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 1 1 3 133
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 0 0 2 73
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 0 0 0 137
Total Working Papers 1 1 12 7,133 9 13 82 33,591
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS 0 0 0 25 0 0 1 86
A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 1 212 0 0 6 453
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 1 136 1 2 4 342
Anticipations, bruits et sentiments 0 0 0 3 0 0 0 35
Disaggregation methods based on MIDAS regression 0 0 2 50 3 3 8 154
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 1 73 0 1 6 318
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 1 23 0 0 5 118
Identification of Technology Shocks in Structural Vars 0 0 0 44 0 0 12 170
Identification of structural vector autoregressions through higher unconditional moments 0 0 0 15 0 0 2 28
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 0 0 0 255
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 1 3 167 0 1 5 385
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 0 0 1 100
Optimal Predictive Tests 0 0 1 10 0 0 1 87
Predictive tests for structural change with unknown breakpoint 0 0 0 45 1 1 3 170
Robust adaptive rate-optimal testing for the white noise hypothesis 0 0 0 22 0 0 2 81
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 1 1 1 5 1 1 1 25
Sentiments in SVARs 1 1 2 19 2 2 10 111
Structural change tests for GEL criteria 0 0 0 1 0 0 1 8
Structural change tests for simulated method of moments 0 0 0 34 0 1 3 291
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 0 0 1 29
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 0 0 0 120
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 1 1 1 1 2 9
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 0 0 3 84
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 0 0 1 24
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 0 1 3 310
When is Nonfundamentalness in SVARs a Real Problem? 0 0 3 71 1 1 11 309
Total Journal Articles 2 3 17 1,138 10 15 92 4,102


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?" 0 0 0 107 0 0 2 213
Total Software Items 0 0 0 107 0 0 2 213


Statistics updated 2025-07-04