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 4 145
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 1 83 2 2 6 346
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 1 1 86 0 3 6 155
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 0 72 0 0 1 247
A common-feature approach for testing present-value restrictions with financial data 0 0 1 48 5 5 8 166
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 3 4 6 34
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 0 14 1 1 2 20
Are panel unit root tests useful for real-time data? 0 0 0 53 0 0 1 159
Asymmetric shocks inside future EMU 0 0 0 0 0 0 2 52
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 1 7 12 12 2 8 15 15
Codependence and convergence in the EC economies 0 0 0 0 1 1 4 33
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 0 0 1 126
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 3 5 6 275
Common Shocks, Common Dynamics, and the International Business Cycle 1 1 1 251 2 2 3 649
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 1 4 7 387
Common intraday periodicity 1 2 2 53 3 4 5 221
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 2 2 66
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 1 30 30 30 3 8 8 8
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 3 3 4 139
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 1 21 21 2 3 15 15
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 0 4 9 37
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 0 0 0 22
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 1 4 38
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 3 9 11 35
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 1 4 5 70
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 0 2 4 106
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 4 249 4 4 19 686
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 4 4 5 162
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 3 4 5 75
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 1 1 104 0 2 3 135
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 4 4 9 135
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 28 0 2 6 72
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 4 5 6 37
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 1 3 6 61
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 1 2 3 35
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 5 7 12 172
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 1 1 89 4 6 7 142
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 2 2 59
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 3 5 9 34
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 1 68 2 4 9 120
Identification of Noncausal Models by Quantile Autoregressions 0 1 1 43 2 4 9 60
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 3 7 26
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 2 2 3 36
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 1 1 23 0 2 2 37
Is climate change time reversible? 0 0 0 7 1 2 5 21
Is climate change time reversible? 1 1 1 152 1 5 10 980
Is climate change time-reversible? 0 0 0 10 1 2 5 22
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 1 2 3 455
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 2 2 3 143
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 2 2 4 73
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 32 5 6 7 73
Macro-panels and reality 0 0 0 66 3 5 7 237
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 1 3 3 417
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 1 200 1 2 6 148
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 0 1 3 73
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 1 1 183
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 1 2 3 47
On the univariate representation of BEKK models with common factors 0 0 1 79 3 3 6 190
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 3 3 3 108
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 1 8 37
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 1 2 5 15
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 0 57 3 8 11 91
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 1 5 6 330
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 3 9 13 73
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 3 4 12 30
Regularized Generalized Covariance (RGCov) Estimator 0 0 8 8 3 4 11 11
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 1 1 361
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 1 69 1 2 5 36
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 1 13 1 2 5 17
Stability of Okun's Law in a Codependent System 0 0 0 321 0 0 0 1,124
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 2 3 216
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 0 3 6 194
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 2 3 4 138
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 1 1 4 400
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 0 1 3 483
Testing for Deterministic Seasonality in Mixed-Frequency VARs 1 1 2 61 3 5 6 107
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 3 105
Testing for Granger causality in large mixed-frequency VARs 0 0 3 134 1 2 7 187
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 5 8 11 113
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 1 3 4 93
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 0 1 1 69
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 1 3 405
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 0 0 4 107
Total Working Papers 6 48 107 5,772 133 256 476 14,605

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 3 5 80
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 1 1 3 3 6 11 21
A vector heterogeneous autoregressive index model for realized volatility measures 0 1 1 20 0 4 4 75
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 0 0 2 5
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 2 3 9 175
Asymmetric Shocks Inside Future EMU 0 0 0 0 1 1 4 63
Asymmetric business cycle co-movements 0 0 0 12 2 2 3 59
Codependence and Convergence in the EC Economies 0 0 0 15 0 0 0 86
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 1 4 77
Common Intraday Periodicity 0 0 0 11 3 4 7 128
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 2 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 1 2 3 15
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 3 3 11 61
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 0 0 0 2 4 4
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 0 3 16
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 1 1 15 2 4 6 71
Does seasonal adjustment induce common cycles? 0 0 0 34 0 1 3 110
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 0 2 4 4 2 8 16 16
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 4 44 1 4 12 136
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 0 10 0 0 3 37
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 2 2 3 61
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 2 2 2 72
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 2 3 6 0 6 21 27
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 4 5 7 7
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 0 2 3 237
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 0 1 56 0 1 2 130
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 0 2 4 27
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 3 3 1 1 6 6
Is Climate Change Time-Reversible? 0 0 1 9 0 1 4 35
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 1 1 2 83
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 0 0 198
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 2 2 5 40
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 0 0 0 0 5 5
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 2 2 6 156
On non-contemporaneous short-run co-movements 0 0 0 32 0 0 3 154
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 1 1 2 62
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 0 0 2 14
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 1 2 234
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 0 3 5 14
Should we really care about building business cycle coincident indexes! 0 0 0 17 1 3 5 118
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 1 1 1 1
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 6 8 164
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 1 3 5 164
Testing for common autocorrelation in data‐rich environments 0 0 0 21 1 1 1 96
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 4 7 10 59
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 1 1 1 48
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 1 1 1 100
Unit root tests with level shift in the presence of GARCH 0 0 0 23 1 2 3 116
Total Journal Articles 0 8 22 989 51 112 241 4,480
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 2 14 4 4 13 32
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 1 2 0 0 4 10
Total Chapters 0 0 3 16 4 4 17 42
1 registered items for which data could not be found
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Statistics updated 2025-12-06