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 1 434 0 1 17 1,850
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 1 7 20
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 1 8 43
A simple unit root test consistent against any stationary alternative 0 0 0 11 0 1 11 50
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 1 7 103
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 0 0 8 61
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 0 0 8 17
An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP: Application to the Case of Guadeloupe 0 0 0 18 0 3 17 71
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 0 1 10 763
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 0 0 19 1,525
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 1 1 1 2,092 1 1 27 7,117
Dynamic Identification in VARs 0 1 3 6 0 2 30 46
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 0 0 7 2,581
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 0 524 0 1 9 2,131
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 0 1 7 1,593
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 1 1 9 348
Optimal Predictive Tests and a Simulation Study 0 0 0 88 1 1 9 614
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 0 15 162
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 0 11 1,128
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 0 29 366
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 0 1 16 1,833
Sentiments in SVARs 0 0 0 81 1 3 19 212
Structural Change Tests for Simulated Method of Moments 0 0 0 2 0 0 7 32
Structural Change Tests for Simulated Method of Moments 0 0 0 395 0 1 14 3,252
Structural Change Tests for Simulated Method of Moments 0 0 0 206 0 0 20 1,844
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 1 1 14 120
Structural change tests for GEL criteria 0 0 0 36 2 2 7 118
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 0 1 15 1,199
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 1 2 12 350
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 1 2 9 85
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 0 0 22 148
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 0 1 17 452
The New Keynesian Phillips Curve: An empirical assessment 0 0 0 211 0 2 41 609
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 0 1 21 251
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 0 1 12 386
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 0 12 0 0 22 94
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 0 1 15 282
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 0 313 0 0 12 1,973
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 2 3 18 151
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 0 1 14 87
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 0 0 18 155
Total Working Papers 1 2 5 7,141 11 39 610 34,222
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 1 1 6 92
A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 0 212 0 0 9 464
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 0 3 20 363
Anticipations, bruits et sentiments 0 0 1 4 0 1 9 44
Disaggregation methods based on MIDAS regression 0 0 1 51 2 4 18 173
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 1 76 0 2 22 347
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 0 23 1 2 18 136
Identification of Technology Shocks in Structural Vars 0 0 0 44 0 0 11 181
Identification of structural vector autoregressions through higher unconditional moments 0 0 0 16 3 3 16 46
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 0 1 15 270
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 0 0 167 3 6 12 398
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 1 1 4 104
Optimal Predictive Tests 0 0 2 12 0 0 8 95
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 0 11 181
Robust adaptive rate-optimal testing for the white noise hypothesis 0 0 0 22 0 0 4 87
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 0 5 0 1 9 34
Sentiments in SVARs 1 2 3 24 2 3 29 146
Structural change tests for GEL criteria 0 0 0 1 0 0 8 17
Structural change tests for simulated method of moments 0 0 0 34 0 0 10 301
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 0 1 9 39
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 0 1 10 132
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 0 1 0 0 7 17
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 0 1 24 112
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 0 1 10 35
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 0 0 12 323
When is Nonfundamentalness in SVARs a Real Problem? 0 0 1 72 2 3 23 334
Total Journal Articles 1 2 9 1,152 15 35 334 4,471

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 1 108 0 0 21 234
Total Software Items 0 0 1 108 0 0 21 234

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Statistics updated 2026-10-11