Alain Guay : Citation Profile


Are you Alain Guay?

Université du Québec à Montréal (UQAM)

13

H index

14

i10 index

556

Citations

RESEARCH PRODUCTION:

24

Articles

38

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 24
   Journals where Alain Guay has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 12 (2.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu8
   Updated: 2019-07-14    RAS profile: 2019-07-05    
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Relations with other researchers


Works with:

Fève, Patrick (5)

Portier, Franck (3)

Beaudry, Paul (3)

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 (20)

St-Amant, Pierre (20)

Fève, Patrick (15)

López, Enrique (14)

van Norden, Simon (14)

Matheron, Julien (10)

Rebei, Nooman (9)

Hall, Alastair (9)

Bec, Frédérique (8)

Collard, Fabrice (8)

Posada, Carlos (6)

Cites to:

Watson, Mark (40)

King, Robert (34)

Plosser, Charles (28)

Reichlin, Lucrezia (24)

Andrews, Donald (23)

Stock, James (21)

Hall, Alastair (19)

Blanchard, Olivier (17)

Hansen, Lars (16)

Lippi, Marco (16)

Gali, Jordi (16)

Main data


Where Alain Guay has published?


Journals with more than one article published# docs
Journal of Econometrics5
Journal of Economic Dynamics and Control3
Econometric Theory3
Econometric Reviews3
L'Actualit Economique2

Working Papers Series with more than one paper published# docs
Working Papers / Brock University, Department of Economics3
Staff Working Papers / Bank of Canada3
Working Papers / Center for Research in Economics and Statistics2
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Alain Guay (2018 and 2017)


YearTitle of citing document
2019The Trend Unemployment Rate in Canada: Searching for the Unobservable. (2019). St-Amant, Pierre ; Brouillette, Dany ; Martin, Elise ; Gueye, Bassirou ; Savoie-Chabot, Laurence ; Robitaille, Marie-Noelle. In: Staff Working Papers. RePEc:bca:bocawp:19-13.

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2018THE TFP CHANNEL OF CREDIT SUPPLY SHOCKS. (2018). ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1802.

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2018Temporal disaggregation of economic time series: The view from the trenches. (2018). Quilis, Enrique M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:447-470.

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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Hacioglu Hoke, Sinem ; Bluwstein, Kristina ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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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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2019The Shifts in Lead-Lag Properties of the US Business Cycle. (2018). Khan, Hashmat ; Brault, Joshua ; Ca, Joshuabraultcmail Carleton. In: Carleton Economic Papers. RePEc:car:carecp:18-03.

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2018Testing DSGE Models by indirect inference: a survey of recent findings. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/14.

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2018The small sample properties of Indirect Inference in testing and estimating DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/7.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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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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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

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2018Penalized indirect inference. (2018). Blasques, Francisco ; Duplinskiy, Artem . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:34-54.

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2018Indirect Inference with endogenously missing exogenous variables. (2018). Chaudhuri, Saraswata ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:55-75.

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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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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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2019Robust analysis of the martingale hypothesis. (2019). Gourieroux, Christian ; Jasiak, Joann. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:17-41.

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2019International trade and intertemporal substitution. (2019). Waugh, Michael E ; Leibovici, Fernando. In: Journal of International Economics. RePEc:eee:inecon:v:117:y:2019:i:c:p:158-174.

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2018Investment specific technology, news, sentiment, and fluctuations: Evidence from nowcast data. (2018). Ma, Xiaohan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:55-70.

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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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2017Immigration policies and mental health morbidity among Latinos: A state-level analysis. (2017). Hirsch, Jennifer ; Hagen, Daniel ; Flake, Morgan ; Philbin, Morgan ; Hatzenbuehler, Mark L ; Frazer, Somjen M ; Prins, Seth J. In: Social Science & Medicine. RePEc:eee:socmed:v:174:y:2017:i:c:p:169-178.

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2017Do restrictive omnibus immigration laws reduce enrollment in public health insurance by Latino citizen children? A comparative interrupted time series study. (2017). Allen, Chenoa D ; McNeely, Clea A. In: Social Science & Medicine. RePEc:eee:socmed:v:191:y:2017:i:c:p:19-29.

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2018State-level immigration and immigrant-focused policies as drivers of Latino health disparities in the United States. (2018). Philbin, Morgan M ; Hirsch, Jennifer S ; Hatzenbuehler, Mark L ; Flake, Morgan . In: Social Science & Medicine. RePEc:eee:socmed:v:199:y:2018:i:c:p:29-38.

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2018Are you better off? Perceptions of social mobility and satisfaction with care among Latina immigrants in the U.S.. (2018). Mendoza, Sonia ; Abraido-Lanza, Ana F ; Armbrister, Adria N. In: Social Science & Medicine. RePEc:eee:socmed:v:219:y:2018:i:c:p:54-60.

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2019Navigating a fragmented health care landscape: DACA recipients shifting access to health care. (2019). Ortez-Rivera, Ana ; Burdette, Alaska ; Rapport, Kaelin ; Getrich, Christina M ; Umanzor, Delmis. In: Social Science & Medicine. RePEc:eee:socmed:v:223:y:2019:i:c:p:8-15.

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2018When creativity strikes: news shocks and business cycle fluctuations. (2018). Hacioglu Hoke, Sinem ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90381.

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2018International Trade and Intertemporal Substitution. (2018). Waugh, Michael ; Leibovici, Fernando. In: Working Papers. RePEc:fip:fedlwp:2017-004.

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2019DSGE Models: Problem of Trends. (2019). Ivashchenko, Sergey M. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190206:p:81-95.

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2017Do Misperceptions about Demand Matter? Theory and Evidence. (2017). Poilly, Céline ; Benhima, Kenza. In: Working Papers. RePEc:hal:wpaper:halshs-01518467.

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2017Estimating the Output Gap for Saudi Arabia. (2017). Barnett, William ; Alsadoun, nayef ; Alkhareif, Ryadh M. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:3:p:81-90.

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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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2018More Inclusive States, Less Poverty Among Immigrants? An Examination of Poverty, Citizenship Stratification, and State Immigrant Policies. (2018). Young, Maria-Elena Trinidad ; Wallace, Steven P ; Wells, Christine R ; Leon-Perez, Gabriela. In: Population Research and Policy Review. RePEc:kap:poprpr:v:37:y:2018:i:2:d:10.1007_s11113-018-9459-3.

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2017Információ és tudás. A big data egyes hatásai a közgazdaságtanra. (2017). Vincze, Janos. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1733.

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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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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w201802.

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2017Testing Identification Strength. (2017). Renault, Eric ; Antoine, Bertille. In: Discussion Papers. RePEc:sfu:sfudps:dp12-17.

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2018Testing Identification Strength. (2018). Antoine, Bertille ; Renault, Eric. In: Discussion Papers. RePEc:sfu:sfudps:dp18-07.

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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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2018Effects of Technological Shock on Employment: Application of Structural Approach VECM. (2018). Mnif, Sirine ; Abdelkafi, Ines ; Feki, Chiraz . In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:9:y:2018:i:4:d:10.1007_s13132-016-0405-5.

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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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2018Technology shocks and hours worked: a cross-country analysis. (2018). Jacqueline, Philipp Wegmuller. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1819.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Grammig, Joachim ; Kuchlin, Eva-Maria. In: CFR Working Papers. RePEc:zbw:cfrwps:1701.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Grammig, Joachim ; Kuchlin, Eva-Maria. In: CFS Working Paper Series. RePEc:zbw:cfswop:572.

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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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2019What are the effects of technology shocks on international labor markets?. (2019). Rujin, Svetlana. In: Ruhr Economic Papers. RePEc:zbw:rwirep:806.

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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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article50
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 another version. Agregated cites: 50
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2012A call for further research on the impact of state-level immigration policies on public health In: American Journal of Public Health.
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article8
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles? In: Technical Reports.
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paper47
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles?.(1996) In: Working Papers-Department of Finance Canada.
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paper
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
2003Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models. In: Journal of Business & Economic Statistics.
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article6
2008The Information Content of Implied Probabilities to Detect Structural Change In: Working Papers.
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2008The Information Content of Implied Probabilities to Detect Structural Change.(2008) In: Cahiers de recherche.
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2011Structural change tests based on implied probabilities for GEL criteria In: Working Papers.
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2012STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA.(2012) In: Econometric Theory.
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2010Structural change tests for GEL criteria In: Working Papers.
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2001Testing for Structural Change in the Presence of Auxiliary Models In: CIRANO Working Papers.
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2001Testing for Structural Change in the Presence of Auxiliary Models.(2001) In: Cahiers de recherche CREFE / CREFE Working Papers.
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1995Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers.
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1998Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics.
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1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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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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2003Structural change tests for simulated method of moments.(2003) In: Journal of Econometrics.
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2015When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks. In: CEPR Discussion Papers.
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2015When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks.(2015) In: NBER Working Papers.
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2001Optimal Predictive Tests and a Simulation Study In: Cahiers de recherche CREFE / CREFE Working Papers.
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1999Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper24
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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1998Structural Change Tests for Simulated Method of Moments In: Working Papers.
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paper0
2004TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS In: Econometric Theory.
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article3
2006A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS In: Econometric Theory.
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article8
2010Identification of Technology Shocks in Structural Vars In: Economic Journal.
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article7
2004The New Keynesian Phillips Curve: An empirical assessment In: Econometric Society 2004 North American Summer Meetings.
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2004The New Keynesian Phillips Curve: An Empirical Assessment.(2004) In: Computing in Economics and Finance 2004.
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1996What do interest rates reveal about the functioning of real business cycle models? In: Journal of Economic Dynamics and Control.
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article39
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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article8
2014Understanding the effect of technology shocks in SVARs with long-run restrictions In: Journal of Economic Dynamics and Control.
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article5
2012Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions.(2012) In: IDEI Working Papers.
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2015Disaggregation methods based on MIDAS regression In: Economic Modelling.
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2007Indirect inference and calibration of dynamic stochastic general equilibrium models In: Journal of Econometrics.
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article63
2013Robust adaptive rate-optimal testing for the white noise hypothesis In: Journal of Econometrics.
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article1
1999A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap In: Journal of Macroeconomics.
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article31
2002An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe In: EcoMod2008.
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2003Labor Market Imperfections and the Dynamics of Postwar Business Cycles In: Cahiers de recherche.
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2007The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach In: Cahiers de recherche.
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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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2007Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions In: Cahiers de recherche.
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2009Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients In: Cahiers de recherche.
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2009Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients.(2009) In: Working Papers.
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2009Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients.(2009) In: Working Papers.
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When is Nonfundamentalness in SVARs a Real Problem? In: Review of Economic Dynamics.
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2016When is Nonfundamentalness in SVARs A Real Problem?.(2016) In: TSE Working Papers.
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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
2018Structural change tests for GEL criteria In: Econometric Reviews.
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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

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