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 7 12 1,843
A simple unit root test consistent against any stationary alternative 0 0 1 11 1 5 7 44
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 2 2 15
A simple unit root test consistent against any stationary alternative 0 0 0 42 1 3 5 40
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 1 5 5 101
Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients 0 0 0 15 0 3 4 57
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients 0 0 0 0 0 6 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 8 10 64
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 0 2 4 9 760
Do Mechanical Filters Provide a Good Approximation of Business Cycles? 0 0 0 158 0 8 15 1,520
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 0 0 2,091 4 20 28 7,113
Dynamic Identification in VARs 2 2 2 5 5 20 22 37
Estimating and Projecting Potential Output Using Structural VAR Methodology 0 0 0 698 2 4 5 2,579
Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy 0 0 0 524 1 2 3 2,124
Indirect Inference, Nuisance Parameter and Threshold Moving Average 0 0 0 188 1 3 3 1,589
Labor Market Imperfections and the Dynamics of Postwar Business Cycles 0 0 0 122 0 3 4 343
Optimal Predictive Tests and a Simulation Study 0 0 0 88 1 6 8 611
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 1 11 12 159
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 1 6 6 1,123
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 1 19 22 357
Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions 0 0 0 446 1 5 11 1,827
Sentiments in SVARs 0 0 0 81 0 10 15 206
Structural Change Tests for Simulated Method of Moments 0 0 1 2 0 5 6 30
Structural Change Tests for Simulated Method of Moments 0 0 0 395 0 4 6 3,244
Structural Change Tests for Simulated Method of Moments 0 0 1 206 2 9 17 1,839
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 10 13 117
Structural change tests for GEL criteria 0 0 0 36 0 3 4 114
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 191 1 9 13 1,194
Testing for Structural Change in the Presence of Auxiliary Models 0 0 0 57 1 3 6 343
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 0 3 5 81
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 1 17 17 143
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 2 5 7 442
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 211 7 31 38 603
The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach 0 0 0 70 2 12 15 245
The U.S. New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 171 1 6 8 382
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions 0 0 1 12 7 10 19 90
Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions 0 0 0 51 0 5 8 274
Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms 0 0 0 313 1 5 10 1,970
When is Nonfundamentalness in SVARs A Real Problem? 0 0 0 87 0 7 14 146
When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks 0 0 0 47 2 5 6 79
When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks 0 0 0 76 1 7 14 151
Total Working Papers 2 2 7 7,138 56 316 441 34,015
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 3 8 461
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 1 12 20 360
Anticipations, bruits et sentiments 1 1 1 4 1 3 5 40
Disaggregation methods based on MIDAS regression 0 0 0 50 1 6 11 161
Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? 0 1 3 76 3 11 20 337
Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions 0 0 0 23 0 7 10 128
Identification of Technology Shocks in Structural Vars 0 0 0 44 4 7 18 178
Identification of structural vector autoregressions through higher unconditional moments 0 0 1 16 2 7 14 42
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models 0 0 0 0 4 10 10 265
Indirect inference and calibration of dynamic stochastic general equilibrium models 0 0 1 167 2 4 6 390
Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?* 0 0 0 15 0 1 2 102
Optimal Predictive Tests 0 2 2 12 0 4 6 93
Predictive tests for structural change with unknown breakpoint 0 0 0 45 1 5 8 177
Robust adaptive rate-optimal testing for the white noise hypothesis 0 0 0 22 0 2 4 85
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 0 2 3 27
Sentiments in SVARs 1 1 4 22 4 17 29 138
Structural change tests for GEL criteria 0 0 0 1 0 3 5 13
Structural change tests for simulated method of moments 0 0 0 34 0 2 7 297
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS 0 0 0 3 0 3 6 35
The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach 0 0 0 29 2 6 9 129
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach 0 0 0 1 1 4 6 14
Understanding the effect of technology shocks in SVARs with long-run restrictions 0 0 0 11 9 15 26 110
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data 0 0 0 4 3 6 8 32
What do interest rates reveal about the functioning of real business cycle models? 0 0 0 120 0 8 12 321
When is Nonfundamentalness in SVARs a Real Problem? 0 0 1 72 3 10 16 324
Total Journal Articles 2 5 14 1,149 41 159 271 4,347

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 2 8 14 226
Total Software Items 0 1 1 108 2 8 14 226

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Statistics updated 2026-03-04