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 0 16 1,849
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 1 6 19
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 0 7 42
A simple unit root test consistent against any stationary alternative 0 0 0 11 0 1 11 49
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 0 6 102
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 0 1 8 61
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 0 1 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 1 2 15 69
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 0 1 11 762
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 0 2 20 1,525
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 0 2,091 0 1 27 7,116
Dynamic Identification in VARs 0 0 2 5 1 2 29 45
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 0 1 7 2,581
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 0 524 0 3 8 2,130
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 0 0 6 1,592
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 0 0 8 347
Optimal Predictive Tests and a Simulation Study 0 0 0 88 0 0 9 613
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 3 31 366
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 1 11 1,128
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 1 4 16 1,833
Sentiments in SVARs 0 0 0 81 0 0 18 209
Structural Change Tests for Simulated Method of Moments 0 0 0 395 0 1 13 3,251
Structural Change Tests for Simulated Method of Moments 0 0 1 2 0 1 8 32
Structural Change Tests for Simulated Method of Moments 0 0 1 206 0 1 21 1,844
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 0 14 119
Structural change tests for GEL criteria 0 0 0 36 0 0 5 116
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 1 1 18 1,199
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 1 2 11 349
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 0 1 22 148
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 1 1 8 84
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 0 2 16 451
The New Keynesian Phillips Curve: An empirical assessment 0 0 0 211 0 1 40 607
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 1 1 21 251
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 0 0 11 385
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 1 12 0 1 23 94
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 1 2 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 0 0 15 148
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 0 1 13 86
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 0 0 18 155
Total Working Papers 0 0 6 7,139 8 40 597 34,191
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 0 5 91
A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap 0 0 0 212 0 0 10 464
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 2 2 19 362
Anticipations, bruits et sentiments 0 0 1 4 1 2 9 44
Disaggregation methods based on MIDAS regression 0 0 1 51 0 2 15 169
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 2 76 1 4 23 346
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 0 23 1 1 17 135
Identification of Technology Shocks in Structural Vars 0 0 0 44 0 2 11 181
Identification of structural vector autoregressions through higher unconditional moments 0 0 0 16 0 0 14 43
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 1 3 15 270
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 0 0 167 2 3 9 394
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 0 0 3 103
Optimal Predictive Tests 0 0 2 12 0 0 8 95
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 1 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 1 1 9 34
Sentiments in SVARs 1 1 3 23 1 2 32 144
Structural change tests for GEL criteria 0 0 0 1 0 2 8 17
Structural change tests for simulated method of moments 0 0 0 34 0 1 10 301
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 1 1 9 39
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 1 2 10 132
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 0 1 0 1 8 17
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 1 1 25 112
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 1 2 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 0 1 20 331
Total Journal Articles 1 1 10 1,151 14 34 326 4,450


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 2 21 234
Total Software Items 0 0 1 108 0 2 21 234


Statistics updated 2026-08-07