Access Statistics for Alain Hecq

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
Common Shocks, Common Dynamics, and the International Business Cycle 0 1 11 226 2 7 33 505
Common Shocks, Common Dynamics, and the International Business Cycle 0 2 13 55 1 3 56 138
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 1 15 75 2 9 42 232
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 2 7 30 359
Macro-panels and Reality 0 3 6 49 2 10 27 140
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 1 2 9 79 4 9 32 302
Multi-Regime Common Cyclical Features 0 0 1 18 0 0 4 71
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 1 5 14 55 3 15 40 182
Stability of Okun's Law in a Codependent System 2 6 19 264 5 12 45 960
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 2 3 30 58 3 5 52 84
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 2 3 10 36 2 3 19 115
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 3 10 54 2 10 26 244
Testing for Common Cyclical Features in Var Models with Cointegration 2 5 15 76 6 15 38 262
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 2 3 9 75 6 13 34 318
Total Working Papers 12 37 162 1,120 40 118 478 3,912

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 1 1 4 8 2 4 20 44
Asymmetric business cycle co-movements 0 0 3 3 2 4 10 10
Codependence and Convergence in the EC Economies 0 0 2 10 0 1 5 52
Common cyclical features analysis in VAR models with cointegration 0 1 3 22 0 1 7 61
Common shocks, common dynamics, and the international business cycle 0 0 3 24 0 2 18 89
Does seasonal adjustment induce common cycles? 0 1 1 18 0 1 2 47
IGARCH Effect on Autoregressive Lag Length Selection and Causality Tests 0 1 3 54 0 2 11 153
Inference in Codependence: Some Monte Carlo Results and Applications 0 2 2 2 1 5 7 7
Macro-panels and reality 0 1 4 7 0 2 10 31
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 6 27 0 0 11 88
Misspecification tests, unit roots and level shifts 0 1 2 18 0 1 4 53
On non-contemporaneous short-run co-movements 0 0 2 18 0 0 8 85
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles 0 2 16 103 4 7 62 285
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 1 2 7 37 1 3 24 153
Should we really care about building business cycle coincident indexes! 0 1 2 14 0 2 12 71
Stability of Activity-Unemployment Relationship in a Codependent System 0 1 1 5 0 1 4 82
Studying co-movements in large multivariate data prior to multivariate modelling 1 2 6 6 5 8 28 28
Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 1 14 0 0 10 60
Unit root tests with level shift in the presence of GARCH 0 1 3 18 0 2 5 71
Total Journal Articles 3 17 71 408 15 46 258 1,470

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Statistics updated 2009-11-04