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 2 4 6 147
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 1 83 4 6 9 350
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 5 7 8 160
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 2 2 3 249
A common-feature approach for testing present-value restrictions with financial data 0 0 1 48 3 8 11 169
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 4 7 10 38
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 0 14 2 3 3 22
Are panel unit root tests useful for real-time data? 0 0 0 53 3 3 4 162
Asymmetric shocks inside future EMU 0 0 0 0 1 1 3 53
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 0 2 12 12 1 7 16 16
Codependence and convergence in the EC economies 0 0 0 0 4 5 8 37
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 1 1 2 127
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 5 6 275
Common Shocks, Common Dynamics, and the International Business Cycle 0 1 1 251 4 6 7 653
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 2 5 9 389
Common intraday periodicity 0 2 2 53 1 5 6 222
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 1 2 66
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 1 31 31 31 1 9 9 9
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 3 6 6 142
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 1 1 182
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 0 10 21 0 2 12 15
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 1 5 10 38
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 1 1 1 23
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 1 3 38
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 2 10 13 37
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 4 5 70
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 3 4 7 109
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 4 249 1 5 20 687
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 2 6 7 164
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 0 4 5 75
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 1 104 0 1 3 135
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 28 0 2 6 72
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 4 9 135
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 0 4 6 37
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 1 4 7 62
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 1 3 4 36
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 8 14 174
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 1 1 89 1 7 8 143
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 2 3 4 61
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 1 6 9 35
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 1 68 1 5 10 121
Identification of Noncausal Models by Quantile Autoregressions 0 0 1 43 1 4 9 61
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 2 3 9 28
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 1 3 4 37
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 23 0 1 2 37
Is climate change time reversible? 0 0 0 7 4 6 8 25
Is climate change time reversible? 0 1 1 152 3 6 12 983
Is climate change time-reversible? 0 0 0 10 1 3 6 23
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 1 3 455
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 2 4 5 75
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 1 3 4 144
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 32 3 9 10 76
Macro-panels and reality 0 0 0 66 2 6 9 239
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 3 5 6 420
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 1 200 1 3 7 149
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 1 1 4 74
Multi-regime common cyclical features 0 0 0 203 0 1 4 578
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 1 2 2 184
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 1 3 4 48
On the univariate representation of BEKK models with common factors 0 0 1 79 0 3 6 190
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 1 4 4 109
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 2 8 38
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 1 3 6 16
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 0 57 2 10 13 93
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 2 26
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 0 2 6 330
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 3 11 15 76
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 2 6 12 32
Regularized Generalized Covariance (RGCov) Estimator 0 0 8 8 3 7 14 14
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 3 4 4 364
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 1 69 1 3 6 37
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 1 13 1 3 6 18
Stability of Okun's Law in a Codependent System 0 0 0 321 2 2 2 1,126
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 1 3 4 217
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 4 7 195
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 3 4 138
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 2 3 6 402
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 2 2 5 485
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 1 2 61 4 8 10 111
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 2 105
Testing for Granger causality in large mixed-frequency VARs 0 0 2 134 1 3 7 188
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 7 11 113
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 2 5 6 95
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 0 3 257
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 1 2 2 70
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 3 4 6 408
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 1 1 5 108
Total Working Papers 1 39 96 5,773 127 352 582 14,732

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 2 5 6 82
A short term credibility index for central banks under inflation targeting: An application to Brazil 1 1 2 4 2 6 13 23
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 0 2 4 75
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 2 2 4 7
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 3 6 175
Asymmetric Shocks Inside Future EMU 0 0 0 0 4 5 8 67
Asymmetric business cycle co-movements 0 0 0 12 1 3 4 60
Codependence and Convergence in the EC Economies 0 0 0 15 1 1 1 87
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 0 4 77
Common Intraday Periodicity 0 0 0 11 5 9 12 133
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 0 2 2 174
Common shocks, common dynamics, and the international business cycle 0 0 0 45 0 0 0 222
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 2 3 5 17
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 3 6 13 64
Detecting cointegrating relations in non-stationary matrix-valued time series 1 1 1 1 7 9 11 11
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 1 1 4 17
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 1 15 0 3 6 71
Does seasonal adjustment induce common cycles? 0 0 0 34 3 4 6 113
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 0 2 4 4 10 17 26 26
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 3 44 2 6 12 138
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 0 10 4 4 7 41
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 2 3 61
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 0 2 2 72
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 1 3 6 2 5 23 29
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 13 0 1 4 45
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 1 1 6 8 8
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 2 4 5 239
Identification of Mixed Causal-Noncausal Models in Finite Samples 1 1 2 57 3 4 5 133
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 2 4 6 29
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 3 3 2 3 8 8
Is Climate Change Time-Reversible? 1 1 2 10 1 2 4 36
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 0 3 3 166
Macro-panels and reality 0 0 0 19 0 1 2 83
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 1 1 1 199
Misspecification tests, unit roots and level shifts 0 0 0 24 0 1 3 89
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 3 5 8 43
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 0 0 2 2 7 7
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 2 4 8 158
On non-contemporaneous short-run co-movements 0 0 0 32 1 1 4 155
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 0 1 2 62
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 1 1 3 15
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 1 2 3 235
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 2 5 7 16
Should we really care about building business cycle coincident indexes! 0 0 0 17 1 3 6 119
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 1 2 2 2
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 0 121
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 3 9 11 167
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 5 7 10 169
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 1 1 96
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 2 9 12 61
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 2 3 3 50
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 1 1 100
Unit root tests with level shift in the presence of GARCH 0 0 0 23 3 4 6 119
Total Journal Articles 4 8 25 993 92 190 325 4,572
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 1 1 3 15 1 5 13 33
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 1 2 1 1 4 11
Total Chapters 1 1 4 17 2 6 17 44
1 registered items for which data could not be found
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Statistics updated 2026-01-08