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 0 433 3 6 9 1,840
A simple unit root test consistent against any stationary alternative 0 0 0 6 1 2 3 15
A simple unit root test consistent against any stationary alternative 0 0 0 42 2 2 4 39
A simple unit root test consistent against any stationary alternative 0 0 1 11 3 4 6 43
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 3 4 4 100
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 2 4 4 57
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 6 7 7 16
An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP: Application to the Case of Guadeloupe 0 0 0 18 6 8 8 62
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 2 5 7 758
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 7 10 15 1,520
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 0 2,091 11 18 24 7,109
Dynamic Identification in VARs 0 0 0 3 12 15 19 32
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 2 3 3 2,577
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 0 524 1 1 2 2,123
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 1 2 2 1,588
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 2 4 5 343
Optimal Predictive Tests and a Simulation Study 0 0 0 88 3 5 7 610
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 18 19 22 356
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 4 5 6 1,122
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 5 11 12 158
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 4 6 10 1,826
Sentiments in SVARs 0 0 1 81 9 12 16 206
Structural Change Tests for Simulated Method of Moments 0 0 1 206 5 11 16 1,837
Structural Change Tests for Simulated Method of Moments 0 0 0 395 3 5 6 3,244
Structural Change Tests for Simulated Method of Moments 0 0 1 2 2 5 6 30
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 8 10 13 117
Structural change tests for GEL criteria 0 0 0 36 3 3 4 114
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 1 3 5 342
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 3 9 12 1,193
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 2 4 6 81
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 15 16 17 142
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 2 4 6 440
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 211 23 28 32 596
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 10 13 13 243
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 4 6 7 381
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 1 12 2 7 12 83
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 4 7 8 274
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 0 313 1 8 9 1,969
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 4 10 15 146
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 2 4 6 77
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 3 11 13 150
Total Working Papers 0 0 6 7,136 204 317 401 33,959
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 1 2 88
A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 0 212 0 4 10 461
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 6 15 19 359
Anticipations, bruits et sentiments 0 0 0 3 2 3 4 39
Disaggregation methods based on MIDAS regression 0 0 0 50 4 5 12 160
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 1 3 76 5 9 17 334
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 0 23 3 9 10 128
Identification of Technology Shocks in Structural Vars 0 0 0 44 3 3 14 174
Identification of structural vector autoregressions through higher unconditional moments 0 0 1 16 4 6 12 40
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 5 6 6 261
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 0 2 167 2 2 5 388
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 1 2 3 102
Optimal Predictive Tests 2 2 3 12 4 4 7 93
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 5 8 176
Robust adaptive rate-optimal testing for the white noise hypothesis 0 0 0 22 2 2 4 85
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 2 2 3 27
Sentiments in SVARs 0 0 4 21 13 14 27 134
Structural change tests for GEL criteria 0 0 0 1 2 4 6 13
Structural change tests for simulated method of moments 0 0 0 34 2 3 7 297
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 3 4 7 35
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 3 5 7 127
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 0 1 3 3 5 13
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 4 11 17 101
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 3 4 6 29
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 5 9 12 321
When is Nonfundamentalness in SVARs a Real Problem? 0 1 3 72 5 10 17 321
Total Journal Articles 2 4 17 1,147 86 145 247 4,306


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 1 1 108 4 7 13 224
Total Software Items 0 1 1 108 4 7 13 224


Statistics updated 2026-02-12