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 8 147
A Common-feature approach for testing present-value restrictions with financial data 0 0 0 53 0 1 9 123
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 1 79 0 3 66 271
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 82 0 4 12 108
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 2 68 1 6 18 147
Are Panel Unit Root Tests Useful for Real-Time Data? 0 0 0 52 0 2 5 149
Asymmetric shocks inside future EMU 0 0 0 0 0 0 3 44
Codependence and convergence in the EC economies 0 0 0 0 1 1 1 25
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 2 75 2 6 13 107
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 1 5 11 261
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 249 0 2 4 637
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 105 0 4 5 370
Common intraday periodicity 0 1 1 50 3 5 14 174
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 1 2 4 53
Detecting Co-Movements in Noncausal Time Series 1 2 22 102 1 13 64 144
Detecting Co-Movements in Noncausal Time Series 0 0 2 156 0 4 12 127
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 0 2 22
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 2 68 0 0 3 83
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 2 3 222 1 9 21 520
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 1 5 41 1 5 25 108
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 15 61 2 8 33 49
Forecasting bubbles with mixed causal-noncausal autoregressive models 1 4 75 75 6 10 53 53
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 23 0 2 11 47
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 1 1 1 63 1 1 11 110
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 23 24 2 6 30 32
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 3 3 1 4 14 15
Generating univariate fractional integration within a large VAR(1) 0 0 3 3 3 10 19 19
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 4 4 66 66 4 12 72 72
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 5 30 76 2 9 46 92
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 1 5 64 1 3 12 97
Identification of Noncausal Models by Quantile Autoregressions 0 0 32 32 0 6 32 32
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 0 3 24
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 1 2 435
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 1 2 61 1 11 22 108
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 0 2 4 57
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 1 30 0 1 5 48
Macro-panels and Reality 0 0 0 65 0 3 8 226
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 1 97 2 3 6 380
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 1 2 12 192 4 8 29 111
Mixed causal-noncausal autoregressions with exogenous regressors 1 29 29 29 6 20 20 20
Multi-Regime Common Cyclical Features 0 0 0 26 0 2 3 120
Nowcasting causality in mixed frequency vector autoregressive models 0 0 2 163 2 5 11 153
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 76 1 1 14 172
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 2 6 16 33
On the Univariate Representation of Multivariate Volatility Models with Common Factors 0 0 0 33 1 5 7 100
Predicting bubble bursts in oil prices using mixed causal-noncausal models 25 26 26 26 6 7 7 7
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 1 1 20
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data) 0 0 2 93 2 6 18 294
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 98 0 0 7 346
Stability of Okun's Law in a Codependent System 0 0 0 319 2 4 11 1,107
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 86 1 1 4 204
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 0 0 50 1 2 5 176
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 47 2 6 6 124
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 1 90 0 3 9 387
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 127 0 1 7 442
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 1 49 0 2 7 79
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 34 1 3 15 75
Testing for Granger causality in large mixed-frequency VARs 0 1 2 129 2 4 16 155
Testing for Granger causality in large mixed-frequency VARs 0 0 2 31 1 3 20 62
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 58 1 5 8 75
Testing for common cycles in non-stationary VARs with varied frecquency data 0 1 7 176 1 4 14 226
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 1 5 11 47
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 2 2 2 396
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 36 1 2 5 91
Total Working Papers 34 81 383 4,402 77 274 956 10,538


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 3 4 46
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 4 13 0 2 10 47
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 31 0 0 2 134
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 2 5 40
Asymmetric business cycle co-movements 0 0 0 12 0 1 2 48
Codependence and Convergence in the EC Economies 0 0 0 14 0 0 0 77
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 23 0 0 2 61
Common Intraday Periodicity 0 0 0 9 0 4 5 46
Common cyclical features analysis in VAR models with cointegration 0 0 1 46 0 1 8 155
Common shocks, common dynamics, and the international business cycle 0 0 0 43 1 4 6 207
Detecting Co‐Movements in Non‐Causal Time Series 0 2 11 11 2 7 23 23
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 1 9 0 2 17 38
Does seasonal adjustment induce common cycles? 1 1 1 32 1 3 3 96
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 1 29 0 3 15 92
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 1 11 1 1 8 41
Generating univariate fractional integration within a large VAR(1) 0 0 6 12 0 4 23 44
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 2 2 2 1 8 8 8
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 65 0 0 0 225
Identification of Mixed Causal-Noncausal Models in Finite Samples 2 3 11 36 2 4 21 76
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 6 0 0 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 1 2 5 144
Macro-panels and reality 0 0 0 16 0 1 1 66
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 50 0 1 4 180
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 3 82
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 41 2 3 10 125
On non-contemporaneous short-run co-movements 0 0 0 28 1 2 7 143
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 10 1 4 13 48
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles 0 0 2 146 0 3 8 406
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 48 0 1 2 220
Should we really care about building business cycle coincident indexes! 0 0 0 16 0 1 2 106
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 3 117
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 31 0 1 3 148
Testing for Granger causality in large mixed-frequency VARs 0 0 2 25 1 5 24 115
Testing for common autocorrelation in data‐rich environments 0 0 0 19 0 1 4 81
Testing for deterministic seasonality in mixed-frequency VARs 0 0 2 10 0 2 7 31
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 2 2 1 5 11 11
Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 1 1 2 91
Unit root tests with level shift in the presence of GARCH 0 0 0 22 0 3 6 110
Total Journal Articles 3 8 48 936 17 85 279 3,740


Statistics updated 2020-01-03