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 2 3 6 1,836
A simple unit root test consistent against any stationary alternative 0 0 1 11 0 1 3 39
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 2 3 37
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 0 1 13
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 0 2 96
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 1 1 2 54
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 1 1 1 10
An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP: Application to the Case of Guadeloupe 0 0 0 18 2 2 2 56
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 2 7 7 1,512
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 3 4 5 756
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 0 2,091 2 4 10 7,093
Dynamic Identification in VARs 0 0 0 3 0 1 4 17
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 1 1 1 2,575
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 1 524 0 0 3 2,122
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 0 0 0 1,586
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 1 1 2 340
Optimal Predictive Tests and a Simulation Study 0 0 0 88 0 0 2 605
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 0 1 1,117
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 1 1 4 338
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 1 1 2 148
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 2 5 6 1,822
Sentiments in SVARs 0 0 1 81 2 4 7 196
Structural Change Tests for Simulated Method of Moments 0 0 1 2 0 0 1 25
Structural Change Tests for Simulated Method of Moments 0 0 1 206 4 6 10 1,830
Structural Change Tests for Simulated Method of Moments 0 0 0 395 1 2 2 3,240
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 2 3 107
Structural change tests for GEL criteria 0 0 0 36 0 0 1 111
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 1 1 4 1,185
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 1 2 3 340
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 0 0 3 126
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 1 2 4 78
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 1 2 4 437
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 211 4 4 8 572
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 3 3 3 233
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 1 2 3 376
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 1 12 4 8 9 80
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 2 2 3 269
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 1 313 4 4 6 1,965
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 3 6 9 139
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 1 1 3 74
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 5 7 7 144
Total Working Papers 0 0 8 7,136 57 93 160 33,699
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 87
A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 0 212 1 3 8 458
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 4 5 9 348
Anticipations, bruits et sentiments 0 0 0 3 1 2 2 37
Disaggregation methods based on MIDAS regression 0 0 0 50 0 0 7 155
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 2 75 1 1 10 326
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 0 23 2 3 5 121
Identification of Technology Shocks in Structural Vars 0 0 0 44 0 1 13 171
Identification of structural vector autoregressions through higher unconditional moments 0 0 1 16 1 5 7 35
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 0 0 0 255
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 0 2 167 0 0 3 386
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 1 1 2 101
Optimal Predictive Tests 0 0 1 10 0 2 3 89
Predictive tests for structural change with unknown breakpoint 0 0 0 45 1 2 4 172
Robust adaptive rate-optimal testing for the white noise hypothesis 0 0 0 22 0 0 2 83
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 0 0 1 25
Sentiments in SVARs 0 0 4 21 1 7 14 121
Structural change tests for GEL criteria 0 0 0 1 1 1 3 10
Structural change tests for simulated method of moments 0 0 0 34 1 4 5 295
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 1 2 4 32
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 1 1 3 123
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 0 1 0 0 2 10
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 5 7 11 95
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 1 1 3 26
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 1 2 5 313
When is Nonfundamentalness in SVARs a Real Problem? 1 1 3 72 3 3 13 314
Total Journal Articles 1 1 14 1,144 27 54 141 4,188


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 0 107 1 5 7 218
Total Software Items 0 0 0 107 1 5 7 218


Statistics updated 2025-12-06