Alain Guay : Citation Profile


Are you Alain Guay?

Université du Québec à Montréal (UQAM)

12

H index

17

i10 index

591

Citations

RESEARCH PRODUCTION:

24

Articles

38

Papers

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 24
   Journals where Alain Guay has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 18 (2.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu8
   Updated: 2021-06-07    RAS profile: 2019-07-05    
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Relations with other researchers


Works with:

Fève, Patrick (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 (20)

St-Amant, Pierre (18)

Fève, Patrick (16)

López, Enrique (14)

van Norden, Simon (13)

Matheron, Julien (11)

Bec, Frédérique (11)

Hall, Alastair (9)

Rebei, Nooman (9)

Meenagh, David (9)

Collard, Fabrice (8)

Cites to:

Watson, Mark (41)

King, Robert (34)

Plosser, Charles (28)

Reichlin, Lucrezia (24)

Andrews, Donald (23)

Stock, James (22)

Newey, Whitney (17)

Blanchard, Olivier (17)

Lippi, Marco (16)

Quah, Danny (15)

Hall, Alastair (14)

Main data


Where Alain Guay has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Reviews3
Econometric Theory3
Journal of Economic Dynamics and Control3
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
TSE Working Papers / Toulouse School of Economics (TSE)2
Working Papers / Center for Research in Economics and Statistics2

Recent works citing Alain Guay (2021 and 2020)


YearTitle of citing document
2020Unit-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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2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Working Papers. RePEc:bro:econwp:2020-06.

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2020A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric. In: Working Papers. RePEc:crs:wpaper:2020-28.

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2020Effects of public health policies on the health status and medical service utilization of Chinese internal migrants. (2020). Yang, Mian ; Liu, Chuanjiang ; Fu, Minghui. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300614.

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2020Forecasting the Consumer Confidence Index with tree-based MIDAS regressions. (2020). Qiu, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:247-256.

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2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

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2020Estimating nonlinear dynamic equilibrium models by matching impulse responses. (2020). Ruge-Murcia, Francisco. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303840.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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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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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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2020The cyclically-adjusted primary balance: A novel approach for the euro area. (2020). Sacchi, Agnese ; Carnazza, Giovanni ; Liberati, Paolo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:5:p:1123-1145.

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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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2020A simple unit root test consistent against any stationary alternative. (2020). Bec, Frédérique ; Guay, Alain. In: THEMA Working Papers. RePEc:ema:worpap:2020-10.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Ivashchenko, Sergey ; Benchimol, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88093.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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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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2020A simple unit root test consistent against any stationary alternative. (2020). Bec, Frédérique ; Guay, Alain. In: Working Papers. RePEc:hal:wpaper:halshs-03010256.

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2020Supply-Side Policy and Economic Growth: A Case Study of the UK. (2020). Minford, Lucy ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09536-8.

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2020Common Components Structural VARs. (2020). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:147.

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2020Indirect Inference for Locally Stationary Models. (2020). Koo, Bonsoo ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-30.

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2020Transparency in Structural Research. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:26631.

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2020Long-term growth sources for sectors of Russian economy. (2020). Ivashchenko, S. In: Journal of the New Economic Association. RePEc:nea:journl:y:2020:i:48:p:86-112.

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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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2020News and noise bubbles in the housing market. (). Gazzani, Andrea Giovanni. In: Review of Economic Dynamics. RePEc:red:issued:18-262.

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2020.

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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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2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:6:p:2231-2258.

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2020On the international dissemination of technology news shocks. (2020). von Schweinitz, Gregor ; Claudio, Joo C. In: IWH Discussion Papers. RePEc:zbw:iwhdps:252020.

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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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article53
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: 53
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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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article10
1996Do Mechanical Filters Provide a Good Approximation of Business Cycles? In: Technical Reports.
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paper46
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: 46
paper
2004The U.S. New Keynesian Phillips Curve: An Empirical Assessment In: Staff Working Papers.
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paper11
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: 11
paper
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: 11
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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paper46
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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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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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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paper43
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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This paper has another version. Agregated cites: 43
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
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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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paper26
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 another version. Agregated cites: 26
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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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paper6
2002Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers.
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paper38
2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
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article
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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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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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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article10
2014Understanding the effect of technology shocks in SVARs with long-run restrictions In: Journal of Economic Dynamics and Control.
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article9
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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article4
2007Indirect inference and calibration of dynamic stochastic general equilibrium models In: Journal of Econometrics.
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article74
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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article34
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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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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2019When is Nonfundamentalness in SVARs a Real Problem? In: Review of Economic Dynamics.
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article8
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
2016Sentiments in SVARs In: TSE Working Papers.
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1995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions In: Econometrics.
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paper20
1995Estimating and Projecting Potential Output Using Structural VAR Methodology In: Macroeconomics.
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