Access Statistics for Alain Hecq

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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 53 0 5 10 152
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 1 83 0 7 15 357
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 1 5 13 165
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 1 1 73 2 8 10 257
A common-feature approach for testing present-value restrictions with financial data 0 0 0 48 0 6 16 175
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 1 4 14 42
Adaptive Random Bandwidth for Inference in CAViaR Models 0 2 2 16 1 6 9 28
Are panel unit root tests useful for real-time data? 0 0 0 53 0 6 10 168
Asymmetric shocks inside future EMU 0 0 0 0 0 4 5 57
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 1 2 14 14 3 17 33 33
Codependence and convergence in the EC economies 0 0 0 0 0 7 14 44
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 1 4 6 131
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 0 15 21 668
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 8 14 283
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 0 9 17 398
Common intraday periodicity 0 1 3 54 0 4 9 226
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 1 3 5 69
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 1 2 33 33 2 5 14 14
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 6 7 188
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 1 9 15 151
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 2 2 4 23 2 5 10 20
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 1 1 2 70 1 8 16 46
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 1 7 8 30
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 3 5 41
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 1 4 9 74
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 4 15 27 52
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 1 9 15 118
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 2 249 3 15 24 702
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 1 10 16 174
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 1 5 10 80
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 1 104 3 13 16 148
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 5 8 77
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 1 7 13 142
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 0 1 7 38
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 1 3 9 65
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 0 2 5 38
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 11 24 185
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 89 0 4 11 147
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 0 4 8 65
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 1 1 1 11 1 7 15 42
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 0 68 2 6 14 127
Identification of Noncausal Models by Quantile Autoregressions 0 0 1 43 2 4 13 65
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 2 9 17 37
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 2 5 39
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 23 1 4 6 41
Is climate change time reversible? 0 0 0 7 0 4 12 29
Is climate change time reversible? 0 0 1 152 0 2 12 985
Is climate change time-reversible? 1 1 1 11 2 5 10 28
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 1 3 456
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 1 4 8 148
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 1 3 8 78
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 32 0 0 9 76
Macro-panels and reality 0 0 0 66 0 2 10 241
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 2 11 17 431
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 0 200 1 19 24 168
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 4 16 19 90
Multi-regime common cyclical features 0 0 0 203 0 4 8 582
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 0 6 8 190
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 2 20 23 68
On the univariate representation of BEKK models with common factors 0 0 0 79 1 3 7 193
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 0 11 15 120
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 5 11 43
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 0 5 10 21
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 1 1 58 4 14 26 107
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 1 3 4 29
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 0 96 3 11 16 341
Reduced Rank Regression Models in Economics and Finance 0 2 2 82 2 15 28 91
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 3 10 21 42
Regularized Generalized Covariance (RGCov) Estimator 1 2 10 10 1 9 23 23
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 1 5 365
Shrinkage Regularization for (Non)Linear Serial Dependence Test 11 11 11 11 6 6 6 6
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 69 3 9 14 46
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 1 1 2 14 1 5 9 23
Stability of Okun's Law in a Codependent System 0 0 0 321 2 5 7 1,131
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 1 22 26 239
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 0 1 8 196
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 3 4 8 142
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 3 8 405
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 1 8 12 493
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 2 61 0 9 19 120
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 1 2 3 107
Testing for Granger causality in large mixed-frequency VARs 0 0 1 134 4 7 12 195
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 2 13 22 126
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 0 4 10 99
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 0 188 0 5 6 262
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 1 5 7 75
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 5 11 413
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 0 3 6 111
Total Working Papers 20 30 106 5,803 97 601 1,099 15,333

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 16 1 5 10 87
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 0 2 4 1 5 17 28
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 2 5 9 80
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 0 3 6 10
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 3 7 178
Asymmetric Shocks Inside Future EMU 0 0 0 0 1 8 13 75
Asymmetric business cycle co-movements 0 0 0 12 0 3 6 63
Codependence and Convergence in the EC Economies 0 0 0 15 0 3 4 90
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 2 6 9 83
Common Intraday Periodicity 0 0 0 11 0 2 11 135
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 1 20 22 194
Common shocks, common dynamics, and the international business cycle 0 0 0 45 0 7 7 229
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 1 14 18 31
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 0 4 14 68
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 1 1 0 7 17 18
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 12 13 29
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 1 15 0 3 7 74
Does seasonal adjustment induce common cycles? 0 0 0 34 0 4 9 117
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 0 1 5 5 8 19 45 45
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 1 3 5 47 1 5 15 143
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 2 2 12 1 11 18 52
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 1 6 9 67
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 0 1 3 73
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 5 18 38 47
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 13 1 6 9 51
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 1 2 6 14 14
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 0 2 7 241
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 0 2 57 1 5 10 138
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 0 3 9 32
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 1 3 2 9 14 17
Is Climate Change Time-Reversible? 0 0 2 10 0 6 10 42
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 9 1 5 8 171
Macro-panels and reality 0 0 0 19 2 5 6 88
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 1 5 6 204
Misspecification tests, unit roots and level shifts 0 0 0 24 0 1 4 90
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 0 6 13 49
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 1 1 1 1 1 7 12 14
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 1 8 16 166
On non-contemporaneous short-run co-movements 0 0 0 32 1 3 5 158
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 1 3 5 65
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 0 7 10 22
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 4 7 239
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 0 5 11 21
Should we really care about building business cycle coincident indexes! 1 1 1 18 1 7 11 126
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 1 7 9 9
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 1 7 7 128
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 1 4 15 171
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 2 9 18 178
Testing for common autocorrelation in data‐rich environments 0 0 0 21 2 7 8 103
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 1 5 16 66
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 0 4 7 54
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 2 6 7 106
Unit root tests with level shift in the presence of GARCH 0 0 0 23 0 2 8 121
Total Journal Articles 3 8 28 1,001 50 328 609 4,900
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models 0 1 3 16 3 14 23 47
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 0 2 1 5 8 16
Total Chapters 0 1 3 18 4 19 31 63
1 registered items for which data could not be found
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Statistics updated 2026-04-09