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 2 17 159
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 0 83 0 1 19 363
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 1 1 19 171
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 1 73 1 1 16 263
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 1 1 13 43
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 2 16 1 1 11 30
Are panel unit root tests useful for real-time data? 0 0 0 53 0 0 10 169
Asymmetric shocks inside future EMU 0 0 0 0 0 0 7 59
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 0 0 10 15 2 3 34 41
Codependence and convergence in the EC economies 0 0 0 0 0 0 13 45
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 0 0 8 134
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 2 4 27 674
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 0 14 284
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 0 2 19 402
Common intraday periodicity 0 0 3 54 1 2 14 231
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 0 0 8 72
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 0 0 33 33 0 0 14 14
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 1 1 21 157
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 0 0 8 189
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 0 3 23 1 1 9 21
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 2 71 0 0 17 50
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 1 1 13 35
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 0 5 42
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 0 9 75
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 0 0 26 52
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 2 3 20 124
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 0 249 0 2 34 716
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 0 0 19 177
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 1 1 68 0 1 13 84
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 1 104 1 1 22 155
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 0 10 80
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 1 1 16 147
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 0 0 7 39
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 3 3 15 73
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 1 1 6 39
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 3 26 191
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 89 0 0 13 149
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 1 12 69
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 11 0 1 17 46
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 0 68 1 2 15 131
Identification of Noncausal Models by Quantile Autoregressions 0 0 1 43 0 0 11 67
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 0 16 39
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 1 1 6 40
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 23 1 1 9 44
Is climate change time reversible? 0 0 1 8 0 0 12 31
Is climate change time reversible? 0 0 1 152 0 1 12 987
Is climate change time-reversible? 0 0 1 11 0 0 11 31
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 0 6 459
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 1 1 11 82
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 1 3 11 152
Long memory through marginalization of large systems and hidden cross-section dependence 0 1 1 33 0 2 13 80
Macro-panels and reality 0 0 0 66 0 0 11 243
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 0 1 21 435
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 0 200 1 2 24 170
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 0 1 24 96
Multi-regime common cyclical features 0 0 0 203 1 2 8 585
Nonfundamentalness or missing information ? Evidence from causal-noncausal VARs in macro-finance 0 0 0 0 1 1 1 1
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 0 0 10 192
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 0 1 25 70
On the univariate representation of BEKK models with common factors 0 0 0 79 0 0 6 193
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 0 0 15 120
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 15 0 0 12 25
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 0 57 1 3 12 48
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 1 58 0 1 29 112
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 1 1 7 32
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 0 96 0 1 25 350
Reduced Rank Regression Models in Economics and Finance 0 0 4 84 0 0 35 99
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 1 1 22 0 1 20 46
Regularized Generalized Covariance (RGCov) Estimator 0 1 3 11 2 5 23 30
Seasonality in Mixed Causal-Noncausal Processes 0 0 12 12 1 3 11 11
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 1 11 371
Shrinkage Regularization for (Non)Linear Serial Dependence Test 0 0 17 17 1 1 12 12
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 69 1 1 14 48
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 1 14 2 2 13 28
Stability of Okun's Law in a Codependent System 0 0 0 321 0 0 8 1,132
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 0 27 241
Studying co-movements in large multivariate models without multivariate modelling 0 0 0 51 0 0 6 197
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 0 10 145
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 0 9 408
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 0 2 18 500
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 1 61 0 0 18 120
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 2 2 10 114
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 3 3 27 132
Testing for Granger causality in large mixed-frequency VARs 0 0 0 134 1 1 13 198
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 0 0 15 105
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 0 188 0 1 9 266
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 0 0 8 76
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 1 1 16 420
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 38 1 1 8 115
Total Working Papers 0 4 106 5,830 49 88 1,322 15,671

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 12 89
A short term credibility index for central banks under inflation targeting: An application to Brazil 1 1 3 5 1 1 17 32
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 2 3 18 89
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 0 1 8 13
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 0 8 180
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 0 13 75
Asymmetric business cycle co-movements 0 0 0 12 0 1 7 64
Codependence and Convergence in the EC Economies 0 0 0 15 0 1 5 91
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 1 9 85
Common Intraday Periodicity 0 0 0 11 0 1 18 142
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 0 0 23 195
Common shocks, common dynamics, and the international business cycle 0 0 0 45 0 0 10 232
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 0 0 19 32
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 0 0 16 74
Detecting cointegrating relations in non-stationary matrix-valued time series 0 1 2 2 1 3 25 27
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 1 15 0 1 12 79
Does seasonal adjustment induce common cycles? 0 0 0 34 0 2 12 121
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 1 1 4 6 2 4 46 54
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 5 48 1 5 25 157
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 5 15 0 3 28 65
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 0 10 69
Generating univariate fractional integration within a large VAR(1) 0 1 1 16 0 1 8 78
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 1 3 7 2 2 30 51
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 0 13 0 0 9 53
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 1 1 2 0 1 15 17
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 1 1 7 242
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 1 2 58 0 1 13 142
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 1 2 10 35
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 0 3 1 1 17 22
Is Climate Change Time-Reversible? 0 0 1 10 1 1 12 46
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 2 11 174
Macro-panels and reality 0 0 0 19 1 2 13 95
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 0 7 205
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 6 94
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 1 3 15 53
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 1 1 0 1 10 15
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 1 3 17 171
On non-contemporaneous short-run co-movements 0 0 0 32 0 1 6 160
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 1 2 10 71
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 0 1 11 25
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 6 14 247
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 1 3 17 28
Should we really care about building business cycle coincident indexes! 0 0 1 18 1 2 15 130
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 0 0 11 11
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 1 1 9 130
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 1 17 175
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 0 2 24 185
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 2 12 107
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 0 0 16 68
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 0 2 12 59
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 1 9 108
Unit root tests with level shift in the presence of GARCH 0 0 0 23 0 0 9 123
Total Journal Articles 3 8 32 1,013 20 72 751 5,119
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 4 18 0 2 24 52
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 0 2 0 0 7 17
Total Chapters 0 1 4 20 0 2 31 69
1 registered items for which data could not be found
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Statistics updated 2026-09-10