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
A Common-feature approach for testing present-value restrictions with financial data 0 0 0 53 0 1 1 142
A General to Specific Approach for Constructing Composite Business Cycle Indicators 1 1 2 83 2 3 5 344
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 85 0 0 4 152
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 0 1 1 247
A common-feature approach for testing present-value restrictions with financial data 0 0 1 48 0 0 1 159
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 0 14 0 0 4 28
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 0 14 0 0 2 19
Are panel unit root tests useful for real-time data? 0 0 0 53 0 0 0 158
Asymmetric shocks inside future EMU 0 0 0 0 0 2 2 52
Codependence and convergence in the EC economies 0 0 0 0 0 1 1 30
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 0 0 0 125
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 1 269
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 250 0 0 1 647
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 0 0 1 381
Common intraday periodicity 0 0 1 51 0 0 3 217
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 0 0 64
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 0 1 181
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 0 0 1 136
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 0 19 19 1 1 11 11
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 1 1 1 69 2 4 7 32
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 0 0 0 22
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 1 3 36
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 0 2 65
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 0 0 1 25
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 0 1 2 103
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 1 4 247 0 10 14 678
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 0 0 2 158
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 0 0 0 70
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 1 103 1 1 2 133
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 2 28 0 1 4 69
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 1 2 4 130
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 1 1 2 57
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 0 0 0 31
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 0 1 1 33
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 0 0 1 161
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 88 0 0 3 136
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 1 47 0 0 1 57
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 10 1 2 5 28
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 1 1 68 1 3 4 114
Identification of Noncausal Models by Quantile Autoregressions 0 0 0 42 0 0 1 52
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 1 3 21
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 1 2 34
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 22 0 0 3 35
Is climate change time reversible? 0 0 0 7 0 0 4 17
Is climate change time reversible? 0 0 1 151 1 2 9 974
Is climate change time-reversible? 0 0 0 10 0 1 2 18
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 0 1 453
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 0 0 1 70
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 0 0 0 140
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 1 32 0 1 2 67
Macro-panels and reality 0 0 0 66 0 1 1 231
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 0 0 0 414
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 1 1 200 1 2 5 145
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 0 0 1 71
Multi-regime common cyclical features 0 0 0 203 0 0 0 574
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 0 0 1 182
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 0 1 1 45
On the univariate representation of BEKK models with common factors 0 0 1 79 0 1 2 186
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 0 0 0 105
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 3 56 2 4 12 34
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 13 14 0 1 10 11
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 3 57 1 2 8 82
Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes 0 0 0 0 0 1 1 25
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 0 0 1 325
Reduced Rank Regression Models in Economics and Finance 0 0 3 80 0 2 8 63
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 20 20 1 1 22 22
Regularized Generalized Covariance (RGCov) Estimator 0 0 0 0 0 0 0 0
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 0 1 360
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 3 69 1 1 7 33
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 1 1 4 13 1 2 7 15
Stability of Okun's Law in a Codependent System 0 0 0 321 0 0 0 1,124
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 0 1 213
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 50 0 0 0 188
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 0 1 134
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 0 1 397
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 0 1 1 481
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 0 59 0 0 1 101
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 1 37 0 0 5 104
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 1 2 3 105
Testing for Granger causality in large mixed-frequency VARs 0 1 2 133 0 2 5 183
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 0 0 1 89
Testing for common cycles in non-stationary VARs with varied frecquency data 0 1 1 188 0 1 2 256
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 0 0 0 68
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 0 1 402
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 1 1 1 38 1 2 4 106
Total Working Papers 4 9 96 5,701 21 69 240 14,255

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general to specific approach for constructing composite business cycle indicators 0 0 0 16 0 1 2 77
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 0 2 2 0 0 11 11
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 19 0 0 1 71
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 0 1 2 4
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 1 9 171
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 1 3 62
Asymmetric business cycle co-movements 0 0 0 12 0 0 1 57
Codependence and Convergence in the EC Economies 0 0 0 15 0 0 0 86
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 1 2 5 75
Common Intraday Periodicity 0 0 1 11 0 3 7 124
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 0 0 0 172
Common shocks, common dynamics, and the international business cycle 0 0 0 45 0 0 0 222
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 0 1 4 13
Detecting Co‐Movements in Non‐Causal Time Series 0 0 1 16 0 1 6 54
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 0 0 0 1 1 1
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 2 4 16
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 14 0 2 2 67
Does seasonal adjustment induce common cycles? 0 0 0 34 0 1 1 108
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 1 1 1 1 1 1 1 1
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 3 42 0 1 11 128
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 2 10 0 0 6 34
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 1 15 0 0 1 58
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 0 0 1 70
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 1 3 4 1 3 8 10
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 12 0 1 2 42
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 0 0 1 234
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 0 1 55 0 0 3 128
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 0 0 1 23
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 2 2 0 1 3 3
Is Climate Change Time-Reversible? 0 0 0 8 1 1 2 33
L'impact du changement de définition de l'indice des prix de gros en Belgique sur la causalité prix de gros/prix de détail 0 0 0 9 0 0 0 163
Macro-panels and reality 0 0 0 19 0 1 1 82
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 0 1 198
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 0 86
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 0 0 1 36
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 0 0 1 3 3 3
Nowcasting causality in mixed frequency vector autoregressive models 0 0 1 46 1 1 4 151
On non-contemporaneous short-run co-movements 0 0 0 32 0 1 2 153
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 0 0 0 60
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 0 0 0 12
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 0 0 232
Selecting between causal and noncausal models with quantile autoregressions 0 0 2 5 0 1 4 10
Should we really care about building business cycle coincident indexes! 0 0 0 17 0 1 2 115
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 0 121
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 0 2 156
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 0 0 3 160
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 0 2 95
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 0 1 3 50
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 0 0 0 47
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 0 0 99
Unit root tests with level shift in the presence of GARCH 0 0 0 23 0 0 1 113
Total Journal Articles 1 2 23 974 6 34 128 4,297
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models 0 1 8 13 0 3 15 24
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 1 1 2 0 1 2 8
Total Chapters 0 2 9 15 0 4 17 32
1 registered items for which data could not be found
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Statistics updated 2025-05-12