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 1 1 434 5 9 16 1,849
A simple unit root test consistent against any stationary alternative 0 0 0 42 2 3 7 42
A simple unit root test consistent against any stationary alternative 0 0 0 6 2 3 5 18
A simple unit root test consistent against any stationary alternative 0 0 0 11 4 5 10 48
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 1 2 6 102
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 3 3 7 60
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 0 0 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 2 5 13 67
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 3 3 18 1,523
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 1 3 10 761
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 0 2,091 1 6 30 7,115
Dynamic Identification in VARs 0 2 2 5 4 11 27 43
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 1 3 6 2,580
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 0 524 2 4 6 2,127
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 3 4 6 1,592
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 3 4 8 347
Optimal Predictive Tests and a Simulation Study 0 0 0 88 2 3 10 613
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 6 7 28 363
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 4 5 10 1,127
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 2 4 15 162
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 2 3 13 1,829
Sentiments in SVARs 0 0 0 81 2 3 18 209
Structural Change Tests for Simulated Method of Moments 0 0 0 395 4 6 12 3,250
Structural Change Tests for Simulated Method of Moments 0 0 1 2 0 1 7 31
Structural Change Tests for Simulated Method of Moments 0 0 1 206 1 6 21 1,843
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 1 2 14 119
Structural change tests for GEL criteria 0 0 0 36 1 2 6 116
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 4 5 10 347
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 3 5 17 1,198
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 4 5 21 147
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 1 2 7 83
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 5 9 14 449
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 211 0 10 40 606
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 2 7 20 250
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 1 4 11 385
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 1 12 0 10 22 93
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 5 6 14 280
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 0 313 2 4 13 1,973
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 1 2 16 148
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 4 8 12 85
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 3 5 18 155
Total Working Papers 0 3 7 7,139 97 192 571 34,151
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 2 3 5 91
A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 0 212 3 3 11 464
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 0 1 20 360
Anticipations, bruits et sentiments 0 1 1 4 2 3 7 42
Disaggregation methods based on MIDAS regression 1 1 1 51 4 7 16 167
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 3 76 4 8 25 342
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 0 23 5 6 16 134
Identification of Technology Shocks in Structural Vars 0 0 0 44 0 5 9 179
Identification of structural vector autoregressions through higher unconditional moments 0 0 1 16 0 3 15 43
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 2 6 12 267
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 0 0 167 1 3 6 391
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 1 1 3 103
Optimal Predictive Tests 0 0 2 12 2 2 8 95
Predictive tests for structural change with unknown breakpoint 0 0 0 45 3 4 11 180
Robust adaptive rate-optimal testing for the white noise hypothesis 0 0 0 22 2 2 6 87
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 5 6 9 33
Sentiments in SVARs 0 1 4 22 4 8 33 142
Structural change tests for GEL criteria 0 0 0 1 2 2 7 15
Structural change tests for simulated method of moments 0 0 0 34 3 3 10 300
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 3 3 9 38
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 0 3 10 130
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 0 1 2 3 8 16
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 1 10 27 111
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 1 4 9 33
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 1 2 13 323
When is Nonfundamentalness in SVARs a Real Problem? 0 0 1 72 5 9 22 330
Total Journal Articles 1 3 14 1,150 58 110 327 4,416

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 6 8 19 232
Total Software Items 0 0 1 108 6 8 19 232

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Statistics updated 2026-05-06