Alain Guay : Citation Profile


Are you Alain Guay?

Université du Québec à Montréal (UQAM) (50% share)
Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP) (50% share)

11

H index

12

i10 index

407

Citations

RESEARCH PRODUCTION:

10

Articles

27

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 19
   Journals where Alain Guay has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 10 (2.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu8
   Updated: 2018-08-11    RAS profile: 2018-02-07    
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Relations with other researchers


Works with:

Fève, Patrick (3)

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

Is cited by:

St-Amant, Pierre (19)

Misas, Martha (18)

López, Enrique (14)

Fève, Patrick (13)

van Norden, Simon (12)

Bec, Frédérique (8)

Matheron, Julien (8)

Collard, Fabrice (8)

Hall, Alastair (7)

Rebei, Nooman (7)

Lemoine, Matthieu (5)

Cites to:

Watson, Mark (33)

King, Robert (29)

Plosser, Charles (22)

Andrews, Donald (18)

Stock, James (16)

Hall, Alastair (16)

Reichlin, Lucrezia (16)

Blanchard, Olivier (15)

Quah, Danny (14)

Gali, Jordi (13)

Cogley, Timothy (10)

Main data


Where Alain Guay has published?


Journals with more than one article published# docs
Journal of Econometrics4
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada3
Working Papers / Brock University, Department of Economics2

Recent works citing Alain Guay (2018 and 2017)


YearTitle of citing document
2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2017Oil Price Shocks and Economic Performance in Africa’s Oil Exporting Countries. (2017). Rotimi, Mathew Ekundayo ; Ngalawa, Harold. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:5:p:169-188.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Paper Series. RePEc:ecb:ecbwps:20182161.

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2017The dynamics of hours worked and technology. (2017). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:67-82.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Papers REM. RePEc:ise:remwps:wp0332018.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2017The Asymptotic Properties of GMM and Indirect Inference under Second Inference. (2017). Donovon, Prosper ; Hall, Alastair R. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1705.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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2017Evidence on News Shocks under Information Deficiency. (2017). Nelimarkka, Jaakko. In: MPRA Paper. RePEc:pra:mprapa:80850.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2018More powerful threshold cointegration tests. (2018). Oh, Dong-Yop ; Meng, Ming ; Lee, Hyejin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1243-4.

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2017Intertemporal production and intertemporal substitution in output supply and input demand. (2017). Lee, Junsoo ; Kim, Youn H. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:38:p:3797-3814.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Lopes, Artur Silva ; Zsurkis, Gabriel Florin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20175.

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2017partialCI: An R package for the analysis of partially cointegrated time series. (2017). Clegg, Matthew ; Rende, Jonas ; Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052017.

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Works by Alain Guay:


YearTitleTypeCited
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles? In: Technical Reports.
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paper47
2004The U.S. New Keynesian Phillips Curve: An Empirical Assessment In: Staff Working Papers.
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paper4
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
2011Structural change tests based on implied probabilities for GEL criteria In: Working Papers.
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paper0
2010Structural change tests for GEL criteria In: Working Papers.
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paper3
2001Testing for Structural Change in the Presence of Auxiliary Models In: CIRANO Working Papers.
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paper0
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 another version. Agregated cites: 0
paper
1995Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers.
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paper46
1998Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 46
article
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 46
paper
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 46
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 another 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 another version. Agregated cites: 7
article
2001Optimal Predictive Tests and a Simulation Study In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper0
1997Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper49
1999Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper21
1999Indirect Inference, Nuisance Parameter and Threshold Moving Average In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper7
2002Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers.
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paper33
2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 33
article
2006A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS In: Econometric Theory.
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article5
2010Identification of Technology Shocks in Structural Vars In: Economic Journal.
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article4
2004The New Keynesian Phillips Curve: An empirical assessment In: Econometric Society 2004 North American Summer Meetings.
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paper10
2004The New Keynesian Phillips Curve: An Empirical Assessment.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 10
paper
1996What do interest rates reveal about the functioning of real business cycle models? In: Journal of Economic Dynamics and Control.
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article38
2014Understanding the effect of technology shocks in SVARs with long-run restrictions In: Journal of Economic Dynamics and Control.
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article1
2013Robust adaptive rate-optimal testing for the white noise hypothesis In: Journal of Econometrics.
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article0
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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paper6
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 another version. Agregated cites: 6
article
2007Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions In: Cahiers de recherche.
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paper2
2015When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks In: NBER Working Papers.
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paper15
2016Anticipations, bruits et sentiments In: L'Actualité Economique.
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article0
2016Sentiments in SVARs In: TSE Working Papers.
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paper0
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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paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team