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 1 3 17 161
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 0 83 2 2 21 365
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 86 1 2 17 172
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 1 73 2 3 18 265
A common-feature approach for testing present-value restrictions with financial data 0 0 0 48 0 0 17 178
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 0 15 3 4 15 46
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 2 16 2 4 14 33
Are panel unit root tests useful for real-time data? 0 0 0 53 1 1 11 170
Asymmetric shocks inside future EMU 0 0 0 0 0 1 8 60
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 2 2 6 17 6 8 34 47
Codependence and convergence in the EC economies 0 0 0 0 1 1 14 46
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 2 3 11 137
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 3 3 15 287
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 0 2 27 674
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 1 2 18 404
Common intraday periodicity 0 0 2 54 2 3 15 233
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 1 1 7 73
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 1 1 5 34 10 10 19 24
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 2 2 9 191
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 3 5 25 161
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 0 2 23 0 1 8 21
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 2 71 0 0 13 50
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 1 2 14 36
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 1 6 43
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 4 4 10 79
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 0 0 20 52
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 1 1 1 70 8 10 26 132
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 0 249 2 3 37 719
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 0 1 20 178
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 1 68 2 2 14 86
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 0 104 2 4 23 158
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 1 2 17 148
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 6 6 14 86
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 4 7 17 77
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 2 2 8 41
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 0 1 5 39
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 4 26 193
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 1 1 90 4 6 17 155
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 2 12 70
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 11 1 1 16 47
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 0 68 0 2 14 132
Identification of Noncausal Models by Quantile Autoregressions 0 0 0 43 3 3 12 70
Impulse Response Inference for Matrix Autoregressions 16 16 16 16 4 4 4 4
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 1 14 40
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 1 2 7 41
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 0 23 1 3 9 46
Is climate change time reversible? 0 0 1 152 2 2 10 989
Is climate change time reversible? 0 0 1 8 1 1 12 32
Is climate change time-reversible? 0 0 1 11 2 2 12 33
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 1 2 7 461
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 0 1 11 152
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 4 6 16 87
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 1 33 6 6 18 86
Macro-panels and reality 0 0 0 66 2 2 11 245
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 2 3 22 438
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 0 200 1 2 24 171
Mixed causal-noncausal autoregressions with exogenous regressors 0 1 1 49 4 5 28 101
Multi-regime common cyclical features 0 0 0 203 2 3 9 587
Nonfundamentalness or missing information ? Evidence from causal-noncausal VARs in macro-finance 1 5 5 5 3 9 9 9
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 3 4 14 196
On the Univariate Representation of BEKK Models with Common Factors 1 1 1 1 2 3 27 73
On the univariate representation of BEKK models with common factors 0 0 0 79 3 4 10 197
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 2 3 18 123
Optimization of the Generalized Covariance Estimator in Noncausal Processes 1 2 2 59 2 4 15 51
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 1 1 16 2 4 15 29
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 1 58 2 3 27 115
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 4 5 10 36
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 0 96 4 5 26 355
Reduced Rank Regression Models in Economics and Finance 1 1 5 85 3 4 33 103
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 22 1 2 21 48
Regularized Generalized Covariance (RGCov) Estimator 0 0 3 11 2 4 24 32
Seasonality in Mixed Causal-Noncausal Processes 1 1 13 13 7 8 18 18
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 4 4 14 375
Shrinkage Regularization for (Non)Linear Serial Dependence Test 0 0 17 17 1 3 14 14
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 69 2 3 15 50
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 1 14 1 3 13 29
Stability of Okun's Law in a Codependent System 0 0 0 321 0 1 9 1,133
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 2 2 27 243
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 51 1 1 4 198
Testing for Common Autocorrelation in Data Rich Environments 0 1 1 51 1 3 12 148
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 5 6 15 414
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 1 1 18 501
Testing for Deterministic Seasonality in Mixed-Frequency VARs 1 1 2 62 4 4 20 124
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 3 5 12 117
Testing for Granger causality in large mixed-frequency VARs 0 0 0 134 4 5 16 202
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 3 6 27 135
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 1 2 15 107
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 0 188 1 2 11 268
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 2 2 9 78
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 3 4 18 423
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 1 1 1 39 5 6 13 120
Total Working Papers 27 36 100 5,866 205 294 1,444 15,916

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 0 1 10 90
A short term credibility index for central banks under inflation targeting: An application to Brazil 1 2 3 6 2 4 17 35
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 0 20 2 6 18 93
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 1 1 1 1 3 3 11 16
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 1 8 181
Asymmetric Shocks Inside Future EMU 0 0 0 0 4 4 17 79
Asymmetric business cycle co-movements 0 0 0 12 2 2 9 66
Bubble detection with application to green bubbles: A noncausal approach 0 0 0 0 0 0 0 0
Codependence and Convergence in the EC Economies 0 0 0 15 0 0 5 91
Combining forecasts from successive data vintages: An application to U.S. growth 1 1 1 26 3 4 12 89
Common Intraday Periodicity 0 0 0 11 2 2 19 144
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 1 2 25 197
Common shocks, common dynamics, and the international business cycle 0 0 0 45 3 4 14 236
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 5 5 23 37
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 2 3 19 77
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 2 2 2 3 25 29
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 1 9 0 0 18 34
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 15 1 1 11 80
Does seasonal adjustment induce common cycles? 0 0 0 34 0 0 11 121
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 0 1 2 6 1 3 41 55
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 4 48 0 1 22 157
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 5 15 1 1 29 66
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 1 2 12 71
Generating univariate fractional integration within a large VAR(1) 0 0 1 16 0 0 8 78
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 1 1 7 4 6 28 55
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 0 13 1 1 9 54
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 1 1 2 3 1 2 16 19
IGARCH effect on autoregressive lag length selection and causality tests 1 1 1 68 2 5 9 246
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 0 2 58 5 5 17 147
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 2 3 10 37
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 0 3 1 3 19 24
Is Climate Change Time-Reversible? 0 1 2 11 1 3 13 48
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 3 3 11 177
Macro-panels and reality 0 0 0 19 0 2 14 96
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 1 1 8 206
Misspecification tests, unit roots and level shifts 1 1 1 25 3 3 8 97
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 1 3 17 55
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 1 1 0 0 10 15
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 2 3 19 173
On non-contemporaneous short-run co-movements 0 0 0 32 1 1 7 161
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 0 2 11 72
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 5 5 16 30
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 3 4 17 251
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 1 2 15 29
Should we really care about building business cycle coincident indexes! 0 0 1 18 2 4 16 133
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 1 2 13 13
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 3 4 12 133
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 3 3 17 178
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 1 2 24 187
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 0 12 107
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 4 4 17 72
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 1 1 4 2 6 18 65
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 3 4 13 112
Unit root tests with level shift in the presence of GARCH 0 0 0 23 1 1 9 124
Total Journal Articles 6 11 32 1,021 92 139 809 5,238
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 0 4 18 3 3 27 55
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 0 2 1 1 8 18
Total Chapters 0 0 4 20 4 4 35 73
1 registered items for which data could not be found
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Statistics updated 2026-11-12