Access Statistics for Alain Hecq

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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 5 6 15 157
A General to Specific Approach for Constructing Composite Business Cycle Indicators 0 0 0 83 4 8 17 361
A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures 0 0 1 86 3 6 16 168
A Vector Heterogeneous Autoregressive Index model for realized volatility measures 0 0 1 73 3 6 13 260
A common-feature approach for testing present-value restrictions with financial data 0 0 0 48 2 3 18 177
A short term credibility index for central banks under inflation targeting: an application to Brazil 0 0 1 15 0 1 14 42
Adaptive Random Bandwidth for Inference in CAViaR Models 0 0 2 16 1 3 10 29
Are panel unit root tests useful for real-time data? 0 0 0 53 1 3 11 169
Asymmetric shocks inside future EMU 0 0 0 0 2 3 7 59
Bubble Detection with Application to Green Bubbles: A Noncausal Approach 0 1 14 14 3 11 36 36
Codependence and convergence in the EC economies 0 0 0 0 1 3 15 45
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 1 2 7 132
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 0 82 1 1 15 284
Common Shocks, Common Dynamics, and the International Business Cycle 0 0 1 251 2 6 23 670
Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach 0 0 0 106 2 3 19 400
Common intraday periodicity 0 0 3 54 3 5 12 229
Convergence des groupes en Europe: une analyse sur données régionales 0 0 0 0 3 5 8 72
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach 0 2 33 33 0 3 14 14
Detecting Co-Movements in Noncausal Time Series 0 0 0 157 5 11 20 156
Detecting Co-Movements in Noncausal Time Series 0 0 0 110 1 2 8 189
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 0 2 4 23 0 2 9 20
Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models 0 1 1 70 2 7 16 48
Detecting common bubbles in multivariate mixed causal-noncausal models 0 0 0 20 1 5 9 31
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 2 6 42
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 75 1 2 10 75
Dimension Reduction for High Dimensional Vector Autoregressive Models 0 0 0 15 0 7 27 52
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 0 69 3 6 18 121
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 2 249 10 16 34 712
Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 45 2 7 18 176
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector 0 0 0 67 3 4 13 83
Forecasting bubbles with mixed causal-noncausal autoregressive models 0 0 1 104 6 11 21 154
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 66 4 6 16 146
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions 0 0 0 28 3 3 11 80
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 26 3 4 11 68
Generating Univariate Fractional Integration within a Large VAR(1) 0 0 0 3 1 1 8 39
Generating univariate fractional integration within a large VAR(1) 0 0 0 5 0 1 5 38
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 7 26 187
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 89 1 2 12 148
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 2 3 10 67
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 1 1 11 2 5 16 44
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? 0 0 0 68 2 5 15 129
Identification of Noncausal Models by Quantile Autoregressions 0 0 1 43 2 4 15 67
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 4 17 38
Inference in codependence: some Monte Carlo results and applications 0 0 0 0 0 1 5 39
Inference in mixed causal and noncausal models with generalized Student's t-distributions 0 0 1 23 2 3 8 43
Is climate change time reversible? 0 0 1 152 0 0 11 985
Is climate change time reversible? 1 1 1 8 2 3 14 31
Is climate change time-reversible? 0 1 1 11 0 3 10 28
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 2 2 5 458
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 34 2 3 10 80
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence 0 0 0 64 1 4 9 149
Long memory through marginalization of large systems and hidden cross-section dependence 0 0 0 32 2 2 11 78
Macro-panels and reality 0 0 0 66 1 2 11 242
Measuring the Sources of Cyclical Fluctuations in the G7 Economies 0 0 0 100 3 8 20 434
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors 0 0 0 200 0 1 23 168
Mixed causal-noncausal autoregressions with exogenous regressors 0 0 0 48 4 14 23 94
Multi-regime common cyclical features 0 0 0 203 1 1 9 583
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 2 5 10 192
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 0 8 23 68
On the univariate representation of BEKK models with common factors 0 0 0 79 0 1 7 193
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 0 1 15 120
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 57 1 4 10 44
Optimization of the Generalized Covariance Estimator in Noncausal Processes 0 0 1 15 3 6 13 24
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models 0 0 1 58 3 7 28 110
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 2 3 6 31
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 0 96 6 12 22 347
Reduced Rank Regression Models in Economics and Finance 1 2 3 83 7 13 35 98
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 2 6 22 44
Regularized Generalized Covariance (RGCov) Estimator 0 2 10 10 2 6 25 25
Seasonality in Mixed Causal-Noncausal Processes 7 7 7 7 7 7 7 7
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 4 4 9 369
Shrinkage Regularization for (Non)Linear Serial Dependence Test 5 16 16 16 3 9 9 9
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 69 1 5 14 47
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models 0 1 1 14 1 4 9 24
Stability of Okun's Law in a Codependent System 0 0 0 321 1 3 8 1,132
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 1 4 27 240
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 1 2 9 197
Testing for Common Autocorrelation in Data Rich Environments 0 0 0 50 2 5 10 144
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 3 4 11 408
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 4 6 16 497
Testing for Deterministic Seasonality in Mixed-Frequency VARs 0 0 2 61 0 3 19 120
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 5 6 8 112
Testing for Granger causality in large mixed-frequency VARs 0 0 1 134 2 7 14 197
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 2 9 23 128
Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions 0 0 0 61 5 5 15 104
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 0 188 3 6 9 265
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 39 0 2 7 75
The Role of Common Cyclical Features for Coincident and Leading Indexes Building 0 0 0 87 6 9 17 419
Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions 0 0 0 38 3 4 8 114
Total Working Papers 14 37 116 5,817 197 428 1,275 15,530

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 1 2 11 88
A short term credibility index for central banks under inflation targeting: An application to Brazil 0 0 2 4 2 3 19 30
A vector heterogeneous autoregressive index model for realized volatility measures 0 0 1 20 5 8 14 85
An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic 0 0 0 0 2 3 8 12
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 2 2 9 180
Asymmetric Shocks Inside Future EMU 0 0 0 0 0 1 13 75
Asymmetric business cycle co-movements 0 0 0 12 0 0 6 63
Codependence and Convergence in the EC Economies 0 0 0 15 0 1 4 90
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 1 4 9 84
Common Intraday Periodicity 0 0 0 11 6 6 17 141
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 1 3 23 195
Common shocks, common dynamics, and the international business cycle 0 0 0 45 2 3 9 231
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models 0 0 0 1 1 5 19 32
Detecting Co‐Movements in Non‐Causal Time Series 0 0 0 16 6 7 20 74
Detecting cointegrating relations in non-stationary matrix-valued time series 0 0 1 1 4 5 21 22
Dimension Reduction for High‐Dimensional Vector Autoregressive Models 0 0 0 8 4 4 17 33
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? 0 0 1 15 3 3 10 77
Does seasonal adjustment induce common cycles? 0 0 0 34 2 3 11 119
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies 0 1 4 5 4 18 48 49
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 2 5 47 6 8 21 149
Forecasting bubbles with mixed causal-noncausal autoregressive models 2 3 4 14 9 13 27 61
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions 0 0 0 15 1 2 10 68
Generating univariate fractional integration within a large VAR(1) 0 0 0 15 1 1 4 74
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 2 14 39 49
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 13 2 4 11 53
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 1 1 4 15 15
IGARCH effect on autoregressive lag length selection and causality tests 0 0 0 67 0 0 7 241
Identification of Mixed Causal-Noncausal Models in Finite Samples 0 0 2 57 3 4 13 141
Inference in Codependence: Some Monte Carlo Results and Applications 0 0 0 8 1 1 10 33
Inference in mixed causal and noncausal models with generalized Student’s t-distributions 0 0 1 3 2 5 16 19
Is Climate Change Time-Reversible? 0 0 2 10 3 4 12 45
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 1 4 9 172
Macro-panels and reality 0 0 0 19 4 7 10 92
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 1 2 7 205
Misspecification tests, unit roots and level shifts 0 0 0 24 3 3 7 93
Mixed causal–noncausal autoregressions with exogenous regressors 0 0 0 6 1 2 14 50
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios 0 1 1 1 0 3 11 14
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 1 4 16 167
On non-contemporaneous short-run co-movements 0 0 0 32 1 2 6 159
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 3 4 8 68
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 2 5 12 24
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 1 1 8 240
Selecting between causal and noncausal models with quantile autoregressions 0 0 0 5 4 6 15 25
Should we really care about building business cycle coincident indexes! 0 1 1 18 2 5 13 128
Spectral estimation for mixed causal-noncausal autoregressive models 0 0 0 0 2 7 11 11
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 1 2 8 129
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 3 4 18 174
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 4 7 22 182
Testing for common autocorrelation in data‐rich environments 0 0 0 21 2 6 10 105
Testing for deterministic seasonality in mixed-frequency VARs 0 0 0 16 2 6 18 68
Testing for news and noise in non-stationary time series subject to multiple historical revisions 0 0 0 3 3 5 10 57
Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests 0 0 0 17 1 3 8 107
Unit root tests with level shift in the presence of GARCH 0 0 0 23 2 3 10 123
Total Journal Articles 2 8 29 1,003 121 232 724 5,021
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 1 1 4 17 1 10 24 48
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 0 2 1 3 9 17
Total Chapters 1 1 4 19 2 13 33 65
1 registered items for which data could not be found
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Statistics updated 2026-05-06