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 53 0 3 10 132
A General to Specific Approach for Constructing Composite Business Cycle Indicators 1 1 1 80 1 5 50 318
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 83 1 3 25 131
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 1 1 3 71 1 5 89 233
A common-feature approach for testing present-value restrictions with financial data 0 0 0 47 0 0 7 152
Are panel unit root tests useful for real-time data? 0 0 0 52 0 1 4 152
Asymmetric shocks inside future EMU 0 0 0 0 0 0 1 45
Codependence and convergence in the EC economies 0 0 0 0 0 0 1 25
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 75 0 5 11 116
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 249 1 1 2 639
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 3 262
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 105 1 1 4 373
Common intraday periodicity 0 0 0 50 1 2 11 182
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 0 4 55
Detecting Co-Movements in Noncausal Time Series 1 3 6 107 1 5 26 161
Detecting Co-Movements in Noncausal Time Series 0 0 0 156 0 2 6 131
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 3 3 25
Dimension Reduction for High Dimensional Vector Autoregressive Models 42 60 60 60 10 19 19 19
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 68 2 5 13 96
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 1 2 9 229 7 22 50 565
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 1 3 44 2 9 22 128
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 1 1 62 0 2 11 56
Forecasting bubbles with mixed causal-noncausal autoregressive models 5 5 21 93 8 10 49 93
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 2 64 1 1 8 117
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 23 0 2 8 54
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 2 26 1 3 17 44
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 1 2 12 24
Generating univariate fractional integration within a large VAR(1) 0 0 1 4 2 3 16 27
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 2 17 79 0 6 26 92
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 1 1 10 82 1 3 23 108
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 0 64 0 0 2 97
Identification of Noncausal Models by Quantile Autoregressions 0 0 4 36 0 0 10 39
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 1 2 26
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 2 4 9 443
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 1 1 3 59
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 3 63 0 3 29 131
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 30 1 2 7 54
Macro-panels and reality 0 0 0 65 0 0 2 227
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 1 1 1 98 4 6 19 396
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 3 194 1 4 18 124
Mixed causal-noncausal autoregressions with exogenous regressors 0 2 14 37 2 5 30 37
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 163 0 2 8 158
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 1 1 8 36
On the univariate representation of BEKK models with common factors 0 0 0 76 1 1 2 173
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 0 0 4 102
Predicting bubble bursts in oil prices using mixed causal-noncausal models 0 0 35 35 1 1 23 23
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 1 20
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 94 0 0 14 303
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 1 99 0 1 3 349
Stability of Okun's Law in a Codependent System 0 1 1 320 1 2 9 1,112
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 86 0 0 4 207
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 50 0 1 4 179
Testing for Common Autocorrelation in Data Rich Environments 0 0 1 48 0 2 8 128
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 90 0 1 4 390
Testing for Common Cyclical Features in Var Models with Cointegration 0 1 2 129 0 3 8 450
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 3 52 0 1 6 85
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 34 2 4 14 86
Testing for Granger causality in large mixed-frequency VARs 0 0 2 130 1 1 10 161
Testing for Granger causality in large mixed-frequency VARs 0 0 2 33 2 2 14 75
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 1 59 0 1 10 84
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 176 1 5 10 233
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 0 2 12 54
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 1 5 399
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 36 0 1 4 93
Total Working Papers 53 82 212 4,537 64 182 847 11,088

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 2 10 54
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 0 13 1 1 10 56
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 2 2 2 33 3 3 8 142
Asymmetric Shocks Inside Future EMU 0 0 0 0 1 2 5 44
Asymmetric business cycle co-movements 0 0 0 12 0 1 3 50
Codependence and Convergence in the EC Economies 0 0 0 14 0 0 2 79
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 23 0 0 2 63
Common Intraday Periodicity 0 0 1 10 0 0 13 58
Common cyclical features analysis in VAR models with cointegration 0 0 2 48 0 0 5 160
Common shocks, common dynamics, and the international business cycle 1 1 1 44 1 1 12 217
Detecting Co‐Movements in Non‐Causal Time Series 0 0 3 12 0 0 11 28
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 1 1 1 10 2 4 13 50
Does seasonal adjustment induce common cycles? 0 0 1 32 0 3 5 99
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 2 2 6 35 5 5 10 101
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 1 12 0 3 7 47
Generating univariate fractional integration within a large VAR(1) 0 0 1 13 1 3 13 53
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 4 6 0 2 16 18
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 65 0 0 2 227
Identification of Mixed Causal-Noncausal Models in Finite Samples 1 2 9 43 2 5 20 93
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 6 0 1 3 15
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 1 9 1 3 7 149
Macro-panels and reality 0 0 0 16 1 2 4 69
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 1 1 51 0 1 4 183
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 0 82
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 3 3 1 1 12 12
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 41 0 1 5 127
On non-contemporaneous short-run co-movements 0 0 0 28 0 1 3 144
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 1 1 7 52
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 0 0 0 0 0
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 1 49 0 0 6 226
Should we really care about building business cycle coincident indexes! 0 0 0 16 0 1 3 109
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 0 117
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 31 0 0 1 149
Testing for Granger causality in large mixed-frequency VARs 0 0 0 25 1 1 13 124
Testing for common autocorrelation in data‐rich environments 0 0 0 19 0 0 4 85
Testing for deterministic seasonality in mixed-frequency VARs 0 0 1 11 0 1 6 35
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 2 0 4 12 21
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 0 6 96
Unit root tests with level shift in the presence of GARCH 0 0 0 22 0 0 1 110
Total Journal Articles 7 9 39 824 22 53 264 3,544

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Statistics updated 2020-11-03