Alain Guay : Citation Profile


Are you Alain Guay?

Université du Québec à Montréal (UQAM)

15

H index

22

i10 index

722

Citations

RESEARCH PRODUCTION:

25

Articles

42

Papers

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 24
   Journals where Alain Guay has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 24 (3.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu8
   Updated: 2024-11-08    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Fève, Patrick (3)

Bec, Frédérique (3)

Portier, Franck (2)

Beaudry, Paul (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Guay.

Is cited by:

Misas, Martha (22)

St-Amant, Pierre (22)

Fève, Patrick (21)

López, Enrique (14)

van Norden, Simon (14)

Matheron, Julien (14)

Meenagh, David (13)

Bec, Frédérique (12)

Hall, Alastair (10)

Minford, A. Patrick (10)

Inoue, Atsushi (9)

Cites to:

Watson, Mark (48)

King, Robert (34)

Plosser, Charles (28)

Reichlin, Lucrezia (26)

Andrews, Donald (26)

Stock, James (24)

Blanchard, Olivier (21)

Lippi, Marco (18)

Newey, Whitney (18)

Quah, Danny (17)

Christiano, Lawrence (16)

Main data


Where Alain Guay has published?


Journals with more than one article published# docs
Journal of Econometrics6
Econometric Reviews3
Journal of Economic Dynamics and Control3
Econometric Theory3
L'Actualité Economique2

Working Papers Series with more than one paper published# docs
Working Papers / Brock University, Department of Economics3
Working Papers / Center for Research in Economics and Statistics3
Staff Working Papers / Bank of Canada3
TSE Working Papers / Toulouse School of Economics (TSE)2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Alain Guay (2024 and 2023)


YearTitle of citing document
2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Extracting business cycles with three filters: A comparative study and application in the case of China. (2023). Li, Naiqian ; Sun, Chentong. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:254-269.

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2023Can changes in sentiments influence consumer behavior? Evidence from the Trump?Russia investigation. (2021). Biolsi, Christopher ; Lebedinsky, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1569-1592.

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2023Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2023Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847.

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2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2024Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins. (2024). Rujin, Svetlana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300071x.

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2023Effects of oil market sentiment on macroeconomic variables. (2023). da Nobrega, Cassio ; da Silva, Edilean Kleber ; de Medeiros, Rennan Kertlly. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003537.

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2023Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix. (2023). Gobbi, Alessandro ; Florio, Anna ; Beck-Friis, Peder ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:1-15.

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2023.

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2024Indirect Inference and Small Sample Bias — Some Recent Results. (2024). Meenagh, David ; Minford, Patrick ; Xu, Yongdeng. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09731-8.

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2023Expectation-Driven Boom-Bust Cycles. (2023). Cormun, Vito ; Brianti, Marco. In: Working Papers. RePEc:ris:albaec:2023_004.

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2023Currency Crisis or Overproduction? A Marxian Analysis of the Exchange Rate Peg Collapse in Brazil. (2023). de Almeida, Antonio Carneiro. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:55:y:2023:i:3:p:466-489.

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2023Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. (2023). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/07.

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2023WHY HOURS WORKED DECLINE LESS AFTER TECHNOLOGY SHOCKS?. (2023). Restout, Romain ; Cardi, Olivier. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-30.

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Works by Alain Guay:


YearTitleTypeCited
2005Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? In: Annals of Economics and Statistics.
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article70
1997Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?.(1997) In: Cahiers de recherche CREFE / CREFE Working Papers.
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This paper has nother version. Agregated cites: 70
paper
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles? In: Technical Reports.
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paper51
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles?.(1996) In: Working Papers-Department of Finance Canada.
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This paper has nother version. Agregated cites: 51
paper
2004The U.S. New Keynesian Phillips Curve: An Empirical Assessment In: Staff Working Papers.
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paper15
2004The New Keynesian Phillips Curve: An empirical assessment.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has nother version. Agregated cites: 15
paper
2004The New Keynesian Phillips Curve: An Empirical Assessment.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
1995Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy In: Staff Working Papers.
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paper17
1997A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap In: Staff Working Papers.
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paper49
2003Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models. In: Journal of Business & Economic Statistics.
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article9
2008The Information Content of Implied Probabilities to Detect Structural Change In: Working Papers.
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paper0
2008The Information Content of Implied Probabilities to Detect Structural Change.(2008) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
2011Structural change tests based on implied probabilities for GEL criteria In: Working Papers.
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paper0
2012STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA.(2012) In: Econometric Theory.
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This paper has nother version. Agregated cites: 0
article
2010Structural change tests for GEL criteria In: Working Papers.
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paper3
2018Structural change tests for GEL criteria.(2018) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 3
article
2001Testing for Structural Change in the Presence of Auxiliary Models In: CIRANO Working Papers.
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paper3
2001Testing for Structural Change in the Presence of Auxiliary Models.(2001) In: Cahiers de recherche CREFE / CREFE Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2004TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS.(2004) In: Econometric Theory.
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This paper has nother version. Agregated cites: 3
article
1995Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers.
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paper45
1998Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 45
article
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 45
paper
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 45
paper
1998Structural Change Tests for Simulated Method of Moments In: CIRANO Working Papers.
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paper7
1998Structural Change Tests for Simulated Method of Moments.(1998) In: Cahiers de recherche CREFE / CREFE Working Papers.
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This paper has nother version. Agregated cites: 7
paper
1998Structural Change Tests for Simulated Method of Moments.(1998) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2003Structural change tests for simulated method of moments.(2003) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7
article
2015When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks. In: CEPR Discussion Papers.
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paper33
2015When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33
paper
2001Optimal Predictive Tests and a Simulation Study In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper0
1999Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper25
1999Indirect Inference, Nuisance Parameter and Threshold Moving Average In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper6
2002Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers.
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paper44
2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 44
article
2020A simple unit root test consistent against any stationary alternative In: Working Papers.
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paper1
2020A simple unit root test consistent against any stationary alternative.(2020) In: THEMA Working Papers.
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This paper has nother version. Agregated cites: 1
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2020A simple unit root test consistent against any stationary alternative.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2006A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS In: Econometric Theory.
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article10
2010Identification of Technology Shocks in Structural Vars In: Economic Journal.
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article11
1996What do interest rates reveal about the functioning of real business cycle models? In: Journal of Economic Dynamics and Control.
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article40
2012Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions In: Journal of Economic Dynamics and Control.
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article10
2014Understanding the effect of technology shocks in SVARs with long-run restrictions In: Journal of Economic Dynamics and Control.
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article13
2012Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions.(2012) In: IDEI Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2015Disaggregation methods based on MIDAS regression In: Economic Modelling.
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article5
2007Indirect inference and calibration of dynamic stochastic general equilibrium models In: Journal of Econometrics.
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article101
2013Robust adaptive rate-optimal testing for the white noise hypothesis In: Journal of Econometrics.
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article2
2021Identification of structural vector autoregressions through higher unconditional moments In: Journal of Econometrics.
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article17
1999A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap In: Journal of Macroeconomics.
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article39
2008An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe In: EcoMod2008.
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paper0
2003Labor Market Imperfections and the Dynamics of Postwar Business Cycles In: Cahiers de recherche.
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paper13
2007The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach In: Cahiers de recherche.
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paper12
2009The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach.(2009) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 12
article
2007Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions In: Cahiers de recherche.
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paper3
2009Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients In: Cahiers de recherche.
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paper0
2009Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2024Dynamic Identification in VARs In: NBER Working Papers.
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paper0
2019Sentiments in SVARs In: The Economic Journal.
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article7
2016Sentiments in SVARs.(2016) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 7
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2009Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients In: Working Papers.
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paper0
2019When is Nonfundamentalness in SVARs a Real Problem? In: Review of Economic Dynamics.
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article20
2016When is Nonfundamentalness in SVARs A Real Problem?.(2016) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 20
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2016Anticipations, bruits et sentiments In: L'Actualité Economique.
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article0
2005Les neuf vies de la courbe de Phillips américaine : réincarnations ou résilience ?* In: L'Actualité Economique.
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article0
2003Optimal Predictive Tests In: Econometric Reviews.
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article1
2016Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data In: Econometric Reviews.
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article0
1995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions In: Econometrics.
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paper21
1995Estimating and Projecting Potential Output Using Structural VAR Methodology In: Macroeconomics.
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paper19

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