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Alain Guay : Citation Profile


Are you Alain Guay?

Université du Québec à Montréal (UQAM) (50% share)
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) (50% share)

11

H index

12

i10 index

396

Citations

RESEARCH PRODUCTION:

10

Articles

27

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 18
   Journals where Alain Guay has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 10 (2.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu8
   Updated: 2018-02-24    RAS profile: 2018-02-07    
   Missing citations? Add them    Incorrect content? Let us know

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)

Rebei, Nooman (7)

Hall, Alastair (7)

Lamarche, Jean-Francois (5)

Cites to:

Watson, Mark (33)

King, Robert (29)

Plosser, Charles (22)

Hall, Alastair (16)

Andrews, Donald (16)

Stock, James (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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

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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.

Full description at Econpapers || Download paper

Works by Alain Guay:


YearTitleTypeCited
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles? In: Technical Reports.
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paper46
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
[Citation analysis]
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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paper5
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: 5
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: 5
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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paper47
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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paper32
2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
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.
[Citation analysis]
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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article36
2014Understanding the effect of technology shocks in SVARs with long-run restrictions In: Journal of Economic Dynamics and Control.
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article0
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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paper13
2016Anticipations, bruits et sentiments In: L'Actualité Economique.
[Citation analysis]
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 January, 12 2018. Contact: CitEc Team