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 0 2 7 142
A Common-feature approach for testing present-value restrictions with financial data 0 0 0 53 1 3 4 118
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 1 2 79 13 29 57 260
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 4 82 0 4 14 102
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 1 3 68 0 7 14 138
Are Panel Unit Root Tests Useful for Real-Time Data? 0 0 0 52 0 2 8 147
Asymmetric shocks inside future EMU 0 0 0 0 2 2 2 43
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 1 2 74 0 2 11 98
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 249 0 0 2 633
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 2 82 0 1 3 251
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 105 0 0 4 365
Common intraday periodicity 0 0 0 49 0 5 14 168
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 0 7 51
Detecting Co-Movements in Noncausal Time Series 2 6 42 96 6 15 91 115
Detecting Co-Movements in Noncausal Time Series 1 2 7 156 1 3 23 120
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 1 4 22
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 1 2 6 68 1 2 10 82
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 1 1 5 220 3 5 19 507
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 3 38 1 3 17 91
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 2 5 59 59 2 7 33 33
Forecasting bubbles with mixed causal-noncausal autoregressive models 2 14 70 70 3 18 40 40
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 62 0 0 1 99
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 1 1 23 0 1 2 38
Generating Univariate Fractional Integration within a Large VAR(1) 1 1 3 3 1 3 9 9
Generating Univariate Fractional Integration within a Large VAR(1) 1 2 24 24 1 9 19 19
Generating univariate fractional integration within a large VAR(1) 0 3 3 3 2 5 6 6
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 1 12 55 55 2 20 48 48
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 3 14 68 68 4 21 80 80
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 1 3 6 63 1 3 15 92
Identification of Noncausal Models by Quantile Autoregressions 1 31 31 31 2 23 23 23
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 0 1 22
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 1 1 60 1 6 11 95
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 0 0 1 54
Long memory through marginalization of large systems and hidden cross-section dependence 0 1 1 30 0 2 5 45
Macro-panels and Reality 0 0 0 65 0 2 6 222
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 1 1 2 97 2 2 4 377
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 2 6 11 188 4 9 27 94
Multi-Regime Common Cyclical Features 0 0 0 26 0 0 5 117
Nowcasting causality in mixed frequency vector autoregressive models 0 1 5 163 0 4 11 147
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 2 2 9 22
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 76 1 7 16 167
On the Univariate Representation of Multivariate Volatility Models with Common Factors 0 0 1 33 0 2 7 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 0 1 92 0 3 16 283
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 98 0 0 1 339
Stability of Okun's Law in a Codependent System 0 0 1 319 1 4 8 1,101
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 86 0 1 3 201
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 0 1 50 0 1 4 172
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 0 0 0 89 1 1 1 379
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 1 127 0 1 10 437
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 1 2 49 0 2 12 76
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 34 1 5 14 67
Testing for Granger causality in large mixed-frequency VARs 0 1 1 30 1 6 16 52
Testing for Granger causality in large mixed-frequency VARs 0 1 2 128 2 4 13 145
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 1 58 0 0 8 67
Testing for common cycles in non-stationary VARs with varied frecquency data 0 1 6 173 0 1 11 217
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 1 2 8 39
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 1 36 0 1 6 88
Total Working Papers 20 114 436 4,293 63 264 830 10,049


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 0 0 1 42
A vector heterogeneous autoregressive index model for realized volatility measures 1 1 4 12 1 3 11 43
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 1 3 5 38
Asymmetric business cycle co-movements 0 0 0 12 0 0 1 46
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 1 23 0 1 4 61
Common Intraday Periodicity 0 0 0 9 0 0 1 41
Common cyclical features analysis in VAR models with cointegration 0 0 0 45 0 0 1 147
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 4 4 2 6 6 6
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 5 9 2 6 21 32
Does seasonal adjustment induce common cycles? 0 0 1 31 0 0 2 93
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 2 28 1 1 11 81
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 1 1 1 11 1 3 4 36
Generating univariate fractional integration within a large VAR(1) 0 1 11 12 0 6 28 36
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 3 5 14 31 4 10 25 67
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 6 0 0 1 11
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 1 50 0 0 4 177
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 1 79
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 41 0 3 6 118
On non-contemporaneous short-run co-movements 0 0 0 28 0 0 3 137
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 10 1 1 7 38
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles 0 1 1 145 0 1 2 399
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 0 0 1 104
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 0 114
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 31 0 0 0 145
Testing for Granger causality in large mixed-frequency VARs 0 2 5 25 2 8 24 102
Testing for common autocorrelation in data‐rich environments 0 0 0 19 0 1 8 78
Testing for deterministic seasonality in mixed-frequency VARs 1 2 4 10 1 2 9 26
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 0 0 0 104
Total Journal Articles 7 17 55 915 16 55 199 3,550


Statistics updated 2019-07-03