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 7 10 152
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 1 83 4 11 15 357
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 2 9 12 164
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 1 1 73 1 8 8 255
A common-feature approach for testing present-value restrictions with financial data 0 0 0 48 1 9 16 175
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 0 7 13 41
Adaptive Random Bandwidth for Inference in CAViaR Models 0 2 2 16 1 7 8 27
Are panel unit root tests useful for real-time data? 0 0 0 53 2 9 10 168
Asymmetric shocks inside future EMU 0 0 0 0 1 5 5 57
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 0 1 13 13 5 15 30 30
Codependence and convergence in the EC economies 0 0 0 0 2 11 14 44
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 0 4 5 130
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 4 19 21 668
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 0 8 14 283
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 1 11 17 398
Common intraday periodicity 0 1 3 54 2 5 9 226
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 1 2 4 68
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 1 2 32 32 1 4 12 12
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 1 6 7 188
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 5 11 14 150
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 0 2 21 0 3 8 18
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 4 8 15 45
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 3 7 7 29
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 3 6 41
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 3 13 23 48
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 0 3 8 73
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 2 11 14 117
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 3 249 3 13 31 699
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 4 11 15 173
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 0 4 9 79
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 1 104 2 10 13 145
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 0 5 9 77
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 1 6 13 141
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 0 1 7 38
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 0 3 8 64
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 1 3 5 38
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 3 11 22 183
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 89 1 5 11 147
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 6 8 65
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 2 7 14 41
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 1 68 1 5 14 125
Identification of Noncausal Models by Quantile Autoregressions 0 0 1 43 0 3 11 63
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 9 15 35
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 1 3 6 39
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 23 0 3 5 40
Is climate change time reversible? 0 0 1 152 0 5 13 985
Is climate change time reversible? 0 0 0 7 1 8 12 29
Is climate change time-reversible? 0 0 0 10 1 4 9 26
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 1 3 456
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 0 4 7 77
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 2 4 7 147
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 32 0 3 9 76
Macro-panels and reality 0 0 0 66 1 4 10 241
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 3 12 15 429
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 1 200 0 19 24 167
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 6 13 15 86
Multi-regime common cyclical features 0 0 0 203 0 4 8 582
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 3 7 8 190
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 6 19 21 66
On the univariate representation of BEKK models with common factors 0 0 0 79 0 2 6 192
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 1 12 15 120
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 3 6 11 21
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 2 5 11 42
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 1 1 58 0 12 22 103
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 2 3 28
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 0 96 3 8 13 338
Reduced Rank Regression Models in Economics and Finance 1 2 2 82 4 16 26 89
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 1 9 18 39
Regularized Generalized Covariance (RGCov) Estimator 1 1 9 9 3 11 22 22
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 4 5 365
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 69 1 7 11 43
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 1 13 2 5 8 22
Stability of Okun's Law in a Codependent System 0 0 0 321 0 5 5 1,129
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 2 22 25 238
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 2 8 196
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 0 1 5 139
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 1 5 8 405
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 1 9 11 492
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 2 61 3 13 19 120
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 2 106
Testing for Granger causality in large mixed-frequency VARs 0 0 2 134 1 4 9 191
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 5 11 20 124
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 0 6 10 99
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 0 188 3 5 6 262
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 1 5 6 74
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 3 8 11 413
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 1 4 6 111
Total Working Papers 3 11 90 5,783 134 631 1,024 15,236

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 6 10 86
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 1 2 4 0 6 16 27
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 1 3 7 78
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 1 5 6 10
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 3 7 178
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 11 12 74
Asymmetric business cycle co-movements 0 0 0 12 0 4 6 63
Codependence and Convergence in the EC Economies 0 0 0 15 1 4 4 90
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 1 4 8 81
Common Intraday Periodicity 0 0 0 11 0 7 12 135
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 1 19 21 193
Common shocks, common dynamics, and the international business cycle 0 0 0 45 1 7 7 229
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 3 15 17 30
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 1 7 14 68
Detecting cointegrating relations in non-stationary matrix-valued time series 0 1 1 1 1 14 18 18
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 0 13 14 29
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 1 15 0 3 7 74
Does seasonal adjustment induce common cycles? 0 0 0 34 1 7 10 117
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 1 1 5 5 6 21 37 37
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 1 2 4 46 1 6 14 142
Forecasting bubbles with mixed causal-noncausal autoregressive models 1 2 2 12 3 14 17 51
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 0 5 8 66
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 0 1 3 73
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 7 15 34 42
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 13 1 5 8 50
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 1 1 5 12 12
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 0 4 7 241
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 1 2 57 0 7 9 137
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 0 5 9 32
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 1 3 1 9 12 15
Is Climate Change Time-Reversible? 0 1 2 10 1 7 10 42
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 2 4 7 170
Macro-panels and reality 0 0 0 19 1 3 4 86
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 5 5 203
Misspecification tests, unit roots and level shifts 0 0 0 24 0 1 4 90
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 1 9 13 49
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 0 0 2 8 11 13
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 2 9 15 165
On non-contemporaneous short-run co-movements 0 0 0 32 0 3 4 157
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 0 2 4 64
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 3 8 10 22
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 5 7 239
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 2 7 12 21
Should we really care about building business cycle coincident indexes! 0 0 0 17 2 7 11 125
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 4 7 8 8
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 6 6 127
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 0 6 14 170
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 1 12 16 176
Testing for common autocorrelation in data‐rich environments 0 0 0 21 2 5 6 101
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 3 6 15 65
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 2 6 7 54
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 0 4 5 104
Unit root tests with level shift in the presence of GARCH 0 0 0 23 1 5 8 121
Total Journal Articles 3 9 25 998 61 370 568 4,850
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 2 4 16 6 12 23 44
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 0 2 1 5 7 15
Total Chapters 0 2 4 18 7 17 30 59
1 registered items for which data could not be found
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Statistics updated 2026-03-04