10
H index
12
i10 index
449
Citations
Alain Hecq : Citation Profile
Maastricht University | RESEARCH PRODUCTION: 41 Articles 83 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1992 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Hecq. | Is cited by:
| Cites to:
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Main data
Where Alain Hecq has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 7 |
| Journal of Econometrics | 4 |
| Applied Economics Letters | 4 |
| Econometrics | 3 |
| International Journal of Forecasting | 3 |
| Economic Modelling | 2 |
| Journal of International Money and Finance | 2 |
| Journal of Financial Econometrics | 2 |
Recent works citing Alain Hecq (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937. Full description at Econpapers || Download paper |
| 2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper |
| 2024 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper |
| 2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper |
| 2023 | Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper |
| 2023 | High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183. Full description at Econpapers || Download paper |
| 2023 | Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143. Full description at Econpapers || Download paper |
| 2023 | We modeled long memory with just one lag!. (2023). Chevillon, Guillaume ; Bauwens, Luc ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616. Full description at Econpapers || Download paper |
| 2023 | Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (2023). Park, Hyeonseok ; Han, Fang ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002294. Full description at Econpapers || Download paper |
| 2023 | Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794. Full description at Econpapers || Download paper |
| 2023 | Could Cryptocurrency Policy Uncertainty Facilitate U.S. Carbon Neutrality?. (2023). Zhang, Weike ; Chang, Hsu-Ling ; Song, Yuru ; Su, Chi-Wei ; Qin, Meng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7479-:d:1138222. Full description at Econpapers || Download paper |
| 2023 | We modeled long memory with just one lag!. (2023). Laurent, Sebastien ; Chevillon, Guillaume ; Bauwens, Luc. In: Post-Print. RePEc:hal:journl:hal-04185755. Full description at Econpapers || Download paper |
| 2023 | The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556. Full description at Econpapers || Download paper |
| 2024 | Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics. (2023). Koopman, Siem Jan ; Mingoli, Gabriele ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230065. Full description at Econpapers || Download paper |
| 2023 | Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023. Full description at Econpapers || Download paper |
| 2024 | Convolution?based filtering and forecasting: An application to WTI crude oil prices. (2021). Tong, Michelle ; Jasiak, Joann ; Gourieroux, Christian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1230-1244. Full description at Econpapers || Download paper |
Works by Alain Hecq:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Inference in Codependence : Some Monte Carlo Results and Applications In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1999 | Inference in codependence: some Monte Carlo results and applications.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2023 | Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*.(2023) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2019 | Identification of Noncausal Models by Quantile Autoregressions In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models.(2023) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models.(2022) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Inference in mixed causal and noncausal models with generalized Students t-distributions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Adaptive Random Bandwidth for Inference in CAViaR Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | A short term credibility index for central banks under inflation targeting: an application to Brazil In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A short term credibility index for central banks under inflation targeting: An application to Brazil.(2024) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Is climate change time reversible? In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Is Climate Change Time-Reversible?.(2022) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2022 | Is climate change time-reversible?.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Is climate change time reversible?.(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Detecting common bubbles in multivariate mixed causal-noncausal models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models.(2023) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models.(2023) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Spectral estimation for mixed causal-noncausal autoregressive models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Inference in Non-stationary High-Dimensional VARs In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Optimization of the Generalized Covariance Estimator in Noncausal Processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Optimization of the Generalized Covariance Estimator in Noncausal Processes.(2024) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2018 | Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2000 | Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 43 |
| 2016 | On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2016 | On the Univariate Representation of BEKK Models with Common Factors.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | On the univariate representation of BEKK models with common factors.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Selecting between causal and noncausal models with quantile autoregressions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1992 | Limpact du changement de définition de lindice des prix de gros en Belgique sur la causalité prix de gros/prix de détail In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2000 | Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2001 | Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2002 | Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2002 | SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2016 | Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Testing for news and noise in non-stationary time series subject to multiple historical revisions.(2019) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | Testing for news and noise in non-stationary time series subject to multiple historical revisions.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1998 | Stability of Okuns Law in a Codependent System In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 2 |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Common shocks, common dynamics, and the international business cycle In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2003 | Common Shocks, Common Dynamics, and the International Business Cycle.(2003) In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2008 | Common Shocks, Common Dynamics, and the International Business Cycle.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | A general to specific approach for constructing composite business cycle indicators In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2012 | A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2013 | Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2016 | Testing for deterministic seasonality in mixed-frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Testing for Deterministic Seasonality in Mixed-Frequency VARs.(2016) In: DEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1993 | Misspecification tests, unit roots and level shifts In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1995 | Unit root tests with level shift in the presence of GARCH In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1998 | Does seasonal adjustment induce common cycles? In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2001 | On non-contemporaneous short-run co-movements In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2008 | Macro-panels and reality In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | Macro-panels and reality.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2006 | Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
| 2009 | Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2008 | Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2016 | Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2014 | Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2015 | Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2015 | Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2019 | Forecasting bubbles with mixed causal-noncausal autoregressive models.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2015 | Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2013 | Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2017 | A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2016 | A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2005 | Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 34 |
| 1998 | Codependence and Convergence in the EC Economies In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 5 |
| 1998 | Codependence and convergence in the EC economies.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 9 |
| 2013 | Testing for common cycles in non-stationary VARs with varied frecquency data.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | A Common-feature approach for testing present-value restrictions with financial data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2012 | A common-feature approach for testing present-value restrictions with financial data.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 6 |
| 2020 | Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2023 | An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2017 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2000 | Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica. [Full Text][Citation analysis] | article | 4 |
| 2003 | The Role of Common Cyclical Features for Coincident and Leading Indexes Building In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Measuring the Sources of Cyclical Fluctuations in the G7 Economies. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Common Intraday Periodicity In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2011 | Common intraday periodicity.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Detecting Co-Movements in Noncausal Time Series In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Asymmetric Shocks Inside Future EMU In: Journal of Economic Integration. [Citation analysis] | article | 10 |
| 1997 | Asymmetric shocks inside future EMU.(1997) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2009 | Testing for Common Autocorrelation in Data Rich Environments In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Reduced Rank Regression Models in Economics and Finance In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Should we really care about building business cycle coincident indexes! In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Asymmetric business cycle co-movements In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1996 | IGARCH effect on autoregressive lag length selection and causality tests In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2000 | Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1999 | Convergence des groupes en Europe: une analyse sur données régionales In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
| 1992 | Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2014 | Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data).(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Studying co-movements in large multivariate models without multivariate modelling In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
| 2011 | On the univariate representation of multivariate volatility models with common factors In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Are panel unit root tests useful for real-time data? In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum. [Full Text][Citation analysis] | paper | 7 |
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