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 1 2 4 1,833
A simple unit root test consistent against any stationary alternative 0 1 1 11 0 1 3 38
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 0 6 0 1 3 13
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 1 54
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 0 0 1 1,505
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 0 0 0 751
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 2 2,091 0 0 5 7,085
Dynamic Identification in VARs 0 0 3 3 1 3 16 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 0 0 2 2,121
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 1 1 339
Optimal Predictive Tests and a Simulation Study 0 0 0 88 0 0 0 603
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 1 1 147
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 1 1 335
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 1 1 1,117
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 0 0 2 1,816
Sentiments in SVARs 0 1 1 81 0 1 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 1 1 0 0 2 24
Structural Change Tests for Simulated Method of Moments 0 0 0 205 0 1 4 1,822
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 1 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 0 0 0 337
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 0 1 2 76
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 0 1 3 126
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 0 1 2 435
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 210 0 2 6 566
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 0 1 266
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 1 313 0 0 1 1,960
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 0 1 2 132
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 0 2 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 0 2 12 7,132 2 22 79 33,580
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 2 212 0 2 7 453
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 1 136 0 0 3 340
Anticipations, bruits et sentiments 0 0 0 3 0 0 0 35
Disaggregation methods based on MIDAS regression 0 0 2 50 0 3 6 151
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 1 73 0 0 5 317
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 10 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 1 2 4 167 1 2 7 385
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 0 1 1 100
Optimal Predictive Tests 0 1 1 10 0 1 1 87
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 1 2 169
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 0 0 0 4 0 0 0 24
Sentiments in SVARs 0 1 1 18 0 2 8 109
Structural change tests for GEL criteria 0 0 1 1 0 1 2 8
Structural change tests for simulated method of moments 0 0 0 34 0 0 2 290
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 0 1 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 0 0 1 8
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 0 0 4 84
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 0 1 1 24
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 1 1 3 310
When is Nonfundamentalness in SVARs a Real Problem? 0 2 3 71 0 4 11 308
Total Journal Articles 1 6 18 1,136 2 30 87 4,089


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 2 2 213
Total Software Items 0 0 0 107 0 2 2 213


Statistics updated 2025-05-12