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 3 144
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 1 83 0 0 4 344
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 1 1 86 2 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 0 2 3 161
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 0 1 3 31
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 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 9 11 11 4 10 13 13
Codependence and convergence in the EC economies 0 0 0 0 0 1 3 32
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 0 1 1 126
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 250 0 0 1 647
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 2 3 3 272
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 2 4 6 386
Common intraday periodicity 1 1 1 52 1 1 2 218
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 1 2 2 66
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 29 29 29 29 5 5 5 5
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 1 1 1 182
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 1 21 21 0 1 13 13
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 0 1 69 4 4 11 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 0 1 3 37
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 1 15 5 7 8 32
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 3 4 5 69
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 1 3 4 106
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 4 249 0 1 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 2 2 72
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 1 1 104 1 2 3 135
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 1 28 2 2 6 72
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 0 0 5 131
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 2 3 5 60
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 0 2 2 33
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 1 1 2 34
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 2 7 167
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 1 1 1 89 2 2 3 138
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 0 1 1 58
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 2 2 7 31
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 1 68 2 4 7 118
Identification of Noncausal Models by Quantile Autoregressions 0 1 1 43 1 3 7 58
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 5 7 26
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 0 1 34
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 1 1 23 1 2 3 37
Is climate change time reversible? 0 0 0 7 1 2 4 20
Is climate change time reversible? 0 0 0 151 2 4 9 979
Is climate change time-reversible? 0 0 0 10 1 1 5 21
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 1 2 454
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 0 1 1 141
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 0 1 2 71
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 32 1 1 2 68
Macro-panels and reality 0 0 0 66 1 2 4 234
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 1 2 2 416
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 1 200 1 1 5 147
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 0 2 3 73
Multi-regime common cyclical features 0 0 0 203 1 4 4 578
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 1 1 2 46
On the univariate representation of BEKK models with common factors 0 0 1 79 0 0 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 0 1 57 0 1 7 36
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 1 1 4 14
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 0 57 5 6 9 88
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 2 26
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 1 4 5 329
Reduced Rank Regression Models in Economics and Finance 0 0 0 80 5 7 10 70
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 1 2 9 27
Regularized Generalized Covariance (RGCov) Estimator 0 1 8 8 1 2 8 8
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 1 1 1 361
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 1 69 1 1 4 35
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 0 1 13 1 1 4 16
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 2 2 3 216
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 3 4 6 194
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 1 2 2 136
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 0 3 399
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 0 2 3 483
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 1 1 60 1 3 3 104
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 1 1 4 105
Testing for Granger causality in large mixed-frequency VARs 0 0 3 134 1 1 6 186
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 2 3 6 108
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 2 3 3 92
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 1 1 1 69
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 1 1 3 405
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 1 38 0 1 4 107
Total Working Papers 32 47 101 5,766 92 164 353 14,472

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 3 3 5 80
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 1 1 3 1 3 10 18
A vector heterogeneous autoregressive index model for realized volatility measures 0 1 1 20 2 4 4 75
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 0 0 3 5
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 1 2 9 173
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 77
Common Intraday Periodicity 0 0 0 11 1 1 4 125
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 1 3 14
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 0 1 8 58
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 0 0 2 3 4 4
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 1 1 15 1 2 4 69
Does seasonal adjustment induce common cycles? 0 0 0 34 1 2 3 110
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 2 2 4 4 5 6 14 14
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 1 1 4 44 3 3 11 135
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 0 10 0 1 3 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* 1 2 3 6 3 8 21 27
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 1 1 13 1 2 4 45
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 1 1 1 1 3 3 3
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 2 2 3 237
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 0 1 56 1 1 2 130
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 2 4 4 27
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 3 3 0 1 5 5
Is Climate Change Time-Reversible? 0 0 1 9 1 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 3 3 3 166
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 3 89
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 0 0 3 38
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 0 0 0 0 1 5 5
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 0 1 5 154
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 0 1 1 61
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 0 1 2 14
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 1 1 2 234
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 3 4 6 14
Should we really care about building business cycle coincident indexes! 0 0 0 17 1 2 4 117
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 3 3 5 161
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 1 2 4 163
Testing for common autocorrelation in data‐rich environments 0 0 0 21 0 0 0 95
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 3 3 6 55
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 2 115
Total Journal Articles 4 10 22 989 47 80 202 4,429
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 3 14 0 0 10 28
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 1 2 0 0 4 10
Total Chapters 0 0 4 16 0 0 14 38
1 registered items for which data could not be found
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Statistics updated 2025-11-08