Access Statistics for Alain Hecq

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 Common-Feature Approach for Testing Present-Value Restrictions with Financial Data 0 0 0 47 1 2 8 144
A Common-feature approach for testing present-value restrictions with financial data 0 0 0 53 3 4 7 121
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 2 79 3 20 63 267
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 2 82 2 2 12 104
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 2 68 1 2 13 140
Are Panel Unit Root Tests Useful for Real-Time Data? 0 0 0 52 0 0 6 147
Asymmetric shocks inside future EMU 0 0 0 0 1 3 3 44
Codependence and convergence in the EC economies 0 0 0 0 0 0 2 24
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 1 74 1 1 9 99
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 249 1 1 3 634
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 2 82 3 4 7 255
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 105 0 1 5 366
Common intraday periodicity 0 0 0 49 1 1 13 169
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 0 6 51
Detecting Co-Movements in Noncausal Time Series 1 5 37 99 7 18 91 127
Detecting Co-Movements in Noncausal Time Series 0 1 6 156 2 4 24 123
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 0 4 22
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 1 5 68 0 2 8 83
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 1 4 220 2 5 18 509
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 1 4 39 3 7 22 97
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 3 60 60 3 6 37 37
Forecasting bubbles with mixed causal-noncausal autoregressive models 1 3 71 71 2 5 42 42
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 23 0 2 4 40
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 62 4 6 7 105
Generating Univariate Fractional Integration within a Large VAR(1) 0 1 24 24 3 5 23 23
Generating Univariate Fractional Integration within a Large VAR(1) 0 1 3 3 0 2 10 10
Generating univariate fractional integration within a large VAR(1) 0 0 3 3 1 4 8 8
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 2 5 59 59 3 9 55 55
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 5 36 70 0 6 59 82
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 1 6 63 0 2 16 93
Identification of Noncausal Models by Quantile Autoregressions 0 1 31 31 0 4 25 25
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 1 1 2 23
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 0 2 434
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 1 60 0 1 10 95
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 1 1 2 55
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 1 30 1 2 4 47
Macro-panels and Reality 0 0 0 65 0 1 6 223
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 1 2 97 0 2 4 377
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 3 11 189 3 9 26 99
Multi-Regime Common Cyclical Features 0 0 0 26 1 1 2 118
Nowcasting causality in mixed frequency vector autoregressive models 0 0 5 163 0 1 11 148
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 76 0 1 14 167
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 2 4 9 24
On the Univariate Representation of Multivariate Volatility Models with Common Factors 0 0 0 33 0 0 5 95
Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes 0 0 0 0 0 0 2 19
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data) 0 1 2 93 2 5 18 288
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 98 4 5 6 344
Stability of Okun's Law in a Codependent System 0 0 0 319 1 2 8 1,102
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 86 0 0 3 201
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 0 0 50 0 1 4 173
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 47 0 0 3 118
Testing for Common Cyclical Features in Nonstationary Panel Data Models 1 1 1 90 4 6 6 384
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 127 3 4 11 441
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 2 49 0 0 10 76
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 34 1 4 14 70
Testing for Granger causality in large mixed-frequency VARs 0 0 1 30 4 5 19 56
Testing for Granger causality in large mixed-frequency VARs 0 0 1 128 0 3 12 146
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 58 0 1 4 68
Testing for common cycles in non-stationary VARs with varied frecquency data 1 2 6 175 2 3 11 220
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 1 2 8 40
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 0 0 394
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 36 1 1 4 89
Total Working Papers 6 37 394 4,310 79 194 850 10,180


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general to specific approach for constructing composite business cycle indicators 0 0 0 13 1 1 2 43
A vector heterogeneous autoregressive index model for realized volatility measures 1 2 5 13 2 3 11 45
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 31 0 0 1 132
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 1 5 38
Asymmetric business cycle co-movements 0 0 0 12 1 1 2 47
Codependence and Convergence in the EC Economies 0 0 0 14 0 0 1 77
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 23 0 0 3 61
Common Intraday Periodicity 0 0 0 9 0 1 2 42
Common cyclical features analysis in VAR models with cointegration 1 1 1 46 4 5 6 152
Common shocks, common dynamics, and the international business cycle 0 0 0 43 0 0 2 201
Detecting Co‐Movements in Non‐Causal Time Series 1 4 7 7 3 8 12 12
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 4 9 1 4 19 34
Does seasonal adjustment induce common cycles? 0 0 1 31 0 0 1 93
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 1 1 3 29 4 8 17 88
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 1 1 11 1 2 5 37
Generating univariate fractional integration within a large VAR(1) 0 0 7 12 1 3 26 39
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 65 0 0 1 225
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 4 14 32 1 7 26 70
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 6 1 1 2 12
L'impact du changement de définition de l'indice des prix de gros en Belgique sur la causalité prix de gros/prix de détail 0 0 0 8 0 0 3 142
Macro-panels and reality 0 0 0 16 0 0 1 65
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 50 1 1 4 178
Misspecification tests, unit roots and level shifts 0 0 0 24 2 2 3 81
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 41 0 2 6 120
On non-contemporaneous short-run co-movements 0 0 0 28 2 2 5 139
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 10 1 4 10 41
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles 1 1 2 146 2 2 3 401
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 48 0 0 3 218
Should we really care about building business cycle coincident indexes! 0 0 0 16 1 1 2 105
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 2 2 2 116
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 31 2 2 2 147
Testing for Granger causality in large mixed-frequency VARs 0 0 5 25 0 5 25 105
Testing for common autocorrelation in data‐rich environments 0 0 0 19 0 2 7 80
Testing for deterministic seasonality in mixed-frequency VARs 0 1 4 10 1 4 11 29
Testing for news and noise in non-stationary time series subject to multiple historical revisions 1 2 2 2 3 5 5 5
Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 0 0 89
Unit root tests with level shift in the presence of GARCH 0 0 0 22 1 1 1 105
Total Journal Articles 6 17 57 925 38 80 237 3,614


Statistics updated 2019-09-09