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 0 1 142
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 2 83 0 0 5 344
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 0 85 0 0 3 152
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 2 2 3 161
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 0 1 5 30
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 0 14 0 0 1 19
Are panel unit root tests useful for real-time data? 0 0 0 53 0 1 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 3 4 5 5 4 6 7 7
Codependence and convergence in the EC economies 0 0 0 0 1 2 3 32
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 1 1 1 126
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 1 1 1 270
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 250 0 0 1 647
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 1 2 3 383
Common intraday periodicity 0 0 1 51 0 0 3 217
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 0 0 64
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 0 0 1 136
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 0 1 181
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 1 20 20 0 1 12 12
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 0 1 7 33
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 3 37
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 1 1 2 26
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 1 1 3 66
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 1 1 3 104
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 1 4 249 1 3 15 682
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 0 0 2 158
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 1 1 1 71
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 0 103 0 0 1 133
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 0 5 131
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 28 0 0 4 70
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 1 1 3 58
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 1 1 1 32
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 0 0 1 33
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 0 4 5 165
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 88 0 0 2 136
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 0 0 0 57
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 10 0 1 6 29
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 1 68 2 2 6 116
Identification of Noncausal Models by Quantile Autoregressions 0 0 0 42 1 3 5 56
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 2 2 5 23
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 0 2 34
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 22 0 0 3 35
Is climate change time reversible? 0 0 0 7 1 1 4 19
Is climate change time reversible? 0 0 1 151 0 1 6 975
Is climate change time-reversible? 0 0 0 10 0 2 4 20
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 0 1 453
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 1 1 1 141
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 1 1 2 71
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 1 32 0 0 2 67
Macro-panels and reality 0 0 0 66 0 1 2 232
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 0 0 0 414
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 1 200 0 1 4 146
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 1 1 2 72
Multi-regime common cyclical features 0 0 0 203 3 3 3 577
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 0 0 1 182
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 0 0 1 45
On the univariate representation of BEKK models with common factors 0 0 1 79 0 1 3 187
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 0 0 0 105
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 1 2 57 1 2 9 36
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 0 1 3 13
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 0 57 1 1 5 83
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 25
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 0 0 1 325
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 1 1 4 64
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 1 19 21 1 4 23 26
Regularized Generalized Covariance (RGCov) Estimator 1 6 8 8 1 4 7 7
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 0 0 360
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 3 69 0 0 8 34
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 3 13 0 0 6 15
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 1 2 214
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 2 3 191
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 1 1 2 135
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 2 3 399
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 1 1 2 482
Testing for Deterministic Seasonality in Mixed-Frequency VARs 1 1 1 60 1 1 2 102
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 0 4 104
Testing for Granger causality in large mixed-frequency VARs 0 0 3 134 0 1 5 185
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 0 3 105
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 1 1 1 90
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 1 3 257
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 0 0 0 68
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 0 1 2 404
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 1 1 4 107
Total Working Papers 5 15 89 5,724 41 79 279 14,349

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 0 2 77
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 0 1 2 0 2 13 15
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 19 0 0 1 71
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 0 1 3 5
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 1 1 9 172
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 0 3 62
Asymmetric business cycle co-movements 0 0 0 12 0 0 1 57
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 6 76
Common Intraday Periodicity 0 0 1 11 0 0 7 124
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 0 0 0 172
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 0 0 3 13
Detecting Co‐Movements in Non‐Causal Time Series 0 0 1 16 1 3 9 58
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 0 0 1 1 2 2
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 0 4 16
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 14 0 0 2 67
Does seasonal adjustment induce common cycles? 0 0 0 34 1 1 2 109
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 0 1 2 2 0 4 8 8
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 4 43 0 3 11 132
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 0 10 1 3 4 37
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 0 1 59
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 0 0 1 70
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 3 4 2 5 17 21
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 1 1 1 13 1 1 3 44
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 1 1 1 1 2 2 2 2
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 0 1 2 235
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 1 1 56 0 1 2 129
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 2 2 3 25
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 3 3 1 1 5 5
Is Climate Change Time-Reversible? 0 0 1 9 0 0 3 34
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 0 0 163
Macro-panels and reality 0 0 0 19 0 0 1 82
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 1 2 2 88
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 0 2 3 38
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 0 0 1 2 5 5
Nowcasting causality in mixed frequency vector autoregressive models 0 0 1 46 1 3 7 154
On non-contemporaneous short-run co-movements 0 0 0 32 0 1 3 154
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 1 1 1 61
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 1 2 2 14
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 1 1 233
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 1 1 3 11
Should we really care about building business cycle coincident indexes! 0 0 0 17 0 0 2 115
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 0 0 0 0
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 0 2 3 158
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 0 1 2 161
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 0 2 95
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 0 2 4 52
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 0 0 0 47
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 0 0 99
Unit root tests with level shift in the presence of GARCH 0 0 0 23 0 1 2 114
Total Journal Articles 2 5 22 981 19 54 172 4,368
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 1 5 14 0 3 12 28
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 1 2 0 2 4 10
Total Chapters 0 1 6 16 0 5 16 38
1 registered items for which data could not be found
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Statistics updated 2025-09-05