Alain Guay : Citation Profile


Are you Alain Guay?

Université du Québec à Montréal (UQAM)

14

H index

21

i10 index

687

Citations

RESEARCH PRODUCTION:

26

Articles

41

Papers

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 26
   Journals where Alain Guay has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 24 (3.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu8
   Updated: 2023-04-01    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Bec, Frédérique (3)

Fève, Patrick (2)

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 (22)

Misas, Martha (22)

Fève, Patrick (19)

Matheron, Julien (14)

van Norden, Simon (14)

López, Enrique (14)

Meenagh, David (11)

Bec, Frédérique (11)

Hall, Alastair (10)

Rebei, Nooman (9)

Inoue, Atsushi (9)

Cites to:

Watson, Mark (48)

King, Robert (34)

Plosser, Charles (28)

Andrews, Donald (26)

Reichlin, Lucrezia (26)

Stock, James (24)

Blanchard, Olivier (21)

Newey, Whitney (18)

Lippi, Marco (18)

Quah, Danny (17)

Hansen, Lars (16)

Main data


Where Alain Guay has published?


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

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

Recent works citing Alain Guay (2022 and 2021)


YearTitle of citing document
2021Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen. In: Papers. RePEc:arx:papers:2203.10683.

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

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2021Popularity of Unit Root Tests - A Review. (2021). Akram, Vaseem ; Rath, Badri Narayan. In: Asian Economics Letters. RePEc:ayb:jrnael:46.

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2021Monetary policy strategy and inflation in Japan. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo. In: Occasional Papers. RePEc:bde:opaper:2116e.

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2022Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1358.

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2022Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367.

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2022Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks. (2022). Ivashchenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:46-72.

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2021Can 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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2022Split Personalities: The Changing Nature of Technology Shocks*. (2022). Lubik, Thomas ; Gunn, Christopher ; Grtz, Christoph. In: Carleton Economic Papers. RePEc:car:carecp:22-06.

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2022Targeting moments for calibration compared with indirect inference. (2022). Minford, Patrick ; Meenagh, David ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/12.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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2022Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study. (2022). Pallante, Gianluca ; Moneta, Alessio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002342.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2021Indirect inference for locally stationary models. (2021). Koo, Bonsoo ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:1-27.

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2022Approximate maximum likelihood for complex structural models. (2022). Renault, Eric ; Frazier, David T ; Czellar, Veronika. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:432-456.

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2021Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression. (2021). Khoo, Joye ; Cheung, Adrian. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028320300053.

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2022Labor market effects of technology shocks biased toward the traded sector. (2022). Restout, Romain ; Cardi, Olivier ; Bertinelli, Luisito. In: Journal of International Economics. RePEc:eee:inecon:v:138:y:2022:i:c:s0022199622000770.

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2021Switching volatility in a nonlinear open economy. (2021). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302436.

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2021Are global spillovers complementary or competitive? Need for international policy coordination. (2021). Mallick, Sushanta ; Bhattarai, Keshab ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302473.

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2022Government spending news and surprise shocks: It’s the timing and persistence. (2022). Kim, So Young ; Kang, Ji Hye. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s016407042200043x.

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2021Does demand noise matter? Identification and implications. (2021). Benhima, Kenza ; Poilly, Celine. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:278-295.

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2021Inflation dynamics, the role of inflation at different horizons and inflation uncertainty. (2021). Choi, Yoonseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:649-662.

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2022Power of unit root tests against nonlinear and noncausal alternatives. (2022). Saidi, Sarra ; Nielsen, Heino Bohn ; Guay, Alain ; Bec, Frederique. In: THEMA Working Papers. RePEc:ema:worpap:2022-14.

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2021Refining Set-Identification in VARs through Independence. (2021). Drautzburg, Thorsten ; Wright, Jonathan H. In: Working Papers. RePEc:fip:fedpwp:93062.

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2022.

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2021The Mechanism of Driving Green Growth and Decreasing Energy Security Risks by Innovation in China. (2021). Wang, Ruiqi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4733-:d:541920.

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2021Does demand noise matter? Identification and implications. (2021). Benhima, Kenza ; Poilly, Celine. In: Post-Print. RePEc:hal:journl:hal-03173423.

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2021Refining Set-Identification in VARs through Independence. (2021). Wright, Jonathan ; Drautzburg, Thorsten. In: Economics Working Paper Archive. RePEc:jhu:papers:64575.

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2021Spectral decomposition of the information about latent variables in dynamic macroeconomic models. (2021). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w202105.

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2022Estimating the impact of terms of trade news shocks on the Russian economy. (2022). Sugaipov, Deni. In: Applied Econometrics. RePEc:ris:apltrx:0445.

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2021Asymmetric vector moving average models: estimation and testing. (2021). Gooijer, Jan G.. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01056-1.

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2022A Comparative Evaluation of Some DSP Filters vis-à-vis Commonly Used Economic Filters. (2022). Chaubal, Aditi ; Nachane, Dilip. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-022-00310-1.

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2022Monetary Response to Oil Price Shock in Asian Oil Importing Countries: Evaluation of Inflation Targeting Framework. (2022). Kataruka, Ishika ; Jena, Devasmita. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:4:d:10.1007_s40953-022-00328-5.

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2022Data-driven portmanteau tests for time series. (2022). Cucina, Domenico ; Battaglia, Francesco ; Baragona, Roberto. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:31:y:2022:i:3:d:10.1007_s11749-021-00794-8.

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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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2022Robust Inference for Non-Gaussian SVAR models. (2022). Rott, Christina ; Huber, Stefanie ; Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220080.

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2022Non-independent components analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Economics Working Papers. RePEc:upf:upfgen:1845.

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2022Robust inference for non-Gaussian SVAR models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Economics Working Papers. RePEc:upf:upfgen:1847.

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2021A Model of Scientific Communication. (2021). Shapiro, Jesse ; Andrews, Isaiah. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2117-2142.

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2022Slow Debt, Deep Recessions. (2022). Schott, Immo ; Jungherr, Joachim. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249352.

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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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article66
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: 66
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 another version. Agregated cites: 51
paper
2004The U.S. New Keynesian Phillips Curve: An Empirical Assessment In: Staff Working Papers.
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paper14
2004The New Keynesian Phillips Curve: An empirical assessment.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 14
paper
2004The New Keynesian Phillips Curve: An Empirical Assessment.(2004) In: Computing in Economics and Finance 2004.
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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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article8
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 another 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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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 another version. Agregated cites: 3
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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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This paper has another 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 another version. Agregated cites: 3
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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 another version. Agregated cites: 45
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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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This paper has another version. Agregated cites: 7
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1998Structural Change Tests for Simulated Method of Moments.(1998) In: 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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paper33
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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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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2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
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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 another 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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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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article8
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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article11
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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article98
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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1999A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap In: Journal of Macroeconomics.
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article38
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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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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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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paper3
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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2019Sentiments in SVARs In: The Economic Journal.
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2016Sentiments in SVARs.(2016) In: TSE Working Papers.
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This paper has another version. Agregated cites: 4
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2009Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients In: Working Papers.
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2019When is Nonfundamentalness in SVARs a Real Problem? In: Review of Economic Dynamics.
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article15
2016When is Nonfundamentalness in SVARs A Real Problem?.(2016) In: TSE Working Papers.
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This paper has another version. Agregated cites: 15
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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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paper18

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