Alain Hecq : Citation Profile


Are you Alain Hecq?

Maastricht University

9

H index

9

i10 index

354

Citations

RESEARCH PRODUCTION:

38

Articles

64

Papers

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 12
   Journals where Alain Hecq has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 70 (16.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe63
   Updated: 2020-09-26    RAS profile: 2020-09-20    
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Relations with other researchers


Works with:

Telg, Sean (9)

Laurent, Sébastien (9)

Cubadda, Gianluca (8)

Chevillon, Guillaume (7)

Issler, João (5)

Götz, Thomas (5)

Guillén, Osmani (4)

Smeekes, Stephan (4)

Jacobs, Jan (3)

Lieb, Lenard (3)

Guardabascio, Barbara (3)

del Barrio Castro, Tomás (2)

Palm, Franz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Hecq.

Is cited by:

Guillén, Osmani (40)

Cubadda, Gianluca (35)

Issler, João (25)

Paruolo, Paolo (15)

Weber, Enzo (13)

Vahid, Farshid (13)

Athanasopoulos, George (12)

Narayan, Paresh (11)

Carrasco Gutierrez, Carlos Enrique (11)

Candelon, Bertrand (10)

Guardabascio, Barbara (9)

Cites to:

Engle, Robert (78)

Vahid, Farshid (76)

Palm, Franz (71)

Cubadda, Gianluca (61)

Issler, João (44)

Urbain, Jean-Pierre (41)

Campbell, John (34)

Guillén, Osmani (24)

Kozicki, Sharon (21)

Lanne, Markku (19)

Laurent, Sébastien (18)

Main data


Where Alain Hecq has published?


Journals with more than one article published# docs
Economics Letters7
Journal of Econometrics4
Applied Economics Letters4
International Journal of Forecasting3
Economic Modelling2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)9
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)9
CEIS Research Paper / Tor Vergata University, CEIS7
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles6
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5
MPRA Paper / University Library of Munich, Germany5
Papers / arXiv.org4
CESifo Working Paper Series / CESifo3
Post-Print / HAL2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Working Papers / HAL2

Recent works citing Alain Hecq (2020 and 2019)


YearTitle of citing document
2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2020Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Cubadda, Gianluca ; Hecq, Alain. In: Papers. RePEc:arx:papers:2009.03361.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective. (2020). Li, Weiping ; Yang, Jiyu ; Qiao, Gaoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300838.

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2019Separate cointegration in a VAR system subject to structural breaks. (2019). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:19-23.

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2019Global connectedness of MSCI energy equity indices: A system-wide network approach. (2019). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302580.

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2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79.

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2019Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2020Natural resource abundance, technological innovation, and human capital nexus with financial development: A case study of China. (2020). Shahbaz, Muhammad ; Khan, Zeeshan ; Jiao, Zhilun ; Yang, Siqun ; Hussain, Muzzammil. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719309171.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2019Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2019Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds. (2019). Fries, Sebastien. In: MPRA Paper. RePEc:pra:mprapa:97353.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2019CAMPLET: Seasonal Adjustment Without Revisions. (2019). Jacobs, Jan ; Ouwehand, Pim ; Abeln, Barend . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-0031-3.

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2020Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002.

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2019The impact of mission-oriented R&D on domestic and foreign private and public R&D, total factor productivity and GDP. (2019). Ziesemer, Thomas. In: MERIT Working Papers. RePEc:unm:unumer:2019047.

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Works by Alain Hecq:


YearTitleTypeCited
1999Inference in Codependence : Some Monte Carlo Results and Applications In: Annals of Economics and Statistics.
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article1
1999Inference in codependence: some Monte Carlo results and applications.(1999) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 1
paper
2018Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers.
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paper0
2018Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics.
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article
2018Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print.
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paper
2018Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers.
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paper
2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers.
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paper2
2019Identification of Noncausal Models by Quantile Autoregressions In: Papers.
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paper1
2019Predicting bubble bursts in oil prices using mixed causal-noncausal models In: Papers.
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paper0
2020Dimension Reduction for High Dimensional Vector Autoregressive Models In: Papers.
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paper0
2013Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series.
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paper0
2019Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes In: Journal of Time Series Analysis.
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article0
2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.(2018) In: MPRA Paper.
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paper
1997Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests In: LABOUR.
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article1
2000 Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. In: Oxford Bulletin of Economics and Statistics.
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article39
2019Detecting Co‐Movements in Non‐Causal Time Series In: Oxford Bulletin of Economics and Statistics.
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article0
2017Detecting Co-Movements in Noncausal Time Series.(2017) In: MPRA Paper.
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paper
2018Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper.
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paper
2016On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics.
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article3
2016On the Univariate Representation of BEKK Models with Common Factors.(2016) In: Post-Print.
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paper
2012On the univariate representation of BEKK models with common factors.(2012) In: Research Memorandum.
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paper
1992Limpact 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.
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article0
2000Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series.
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paper4
2001Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series.
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paper19
2002Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series.
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paper23
2002SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews.
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This paper has another version. Agregated cites: 23
article
2016Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions In: CIRANO Working Papers.
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paper1
2019Testing for news and noise in non-stationary time series subject to multiple historical revisions.(2019) In: Journal of Macroeconomics.
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article
2016Testing for news and noise in non-stationary time series subject to multiple historical revisions.(2016) In: Research Memorandum.
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paper
1998Stability of Okuns Law in a Codependent System In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper4
2000Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper1
2015Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers.
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paper1
2015Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers.
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2015Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum.
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2007Common shocks, common dynamics, and the international business cycle In: Economic Modelling.
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article15
2003Common Shocks, Common Dynamics, and the International Business Cycle.(2003) In: Economics & Statistics Discussion Papers.
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2008Common Shocks, Common Dynamics, and the International Business Cycle.(2008) In: CEIS Research Paper.
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2013A general to specific approach for constructing composite business cycle indicators In: Economic Modelling.
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article4
2012A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper.
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2014Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters.
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article6
2013Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum.
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This paper has another version. Agregated cites: 6
paper
2016Testing for deterministic seasonality in mixed-frequency VARs In: Economics Letters.
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article1
2016Testing for Deterministic Seasonality in Mixed-Frequency VARs.(2016) In: DEA Working Papers.
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1993Misspecification tests, unit roots and level shifts In: Economics Letters.
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article8
1995Unit root tests with level shift in the presence of GARCH In: Economics Letters.
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article3
1998Does seasonal adjustment induce common cycles? In: Economics Letters.
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article8
2001On non-contemporaneous short-run co-movements In: Economics Letters.
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article21
2008Macro-panels and reality In: Economics Letters.
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article2
2007Macro-panels and reality.(2007) In: Research Memorandum.
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2006Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics.
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article33
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
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article14
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
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2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
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2014Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum.
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2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
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2015Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers.
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2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting.
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article3
2013Forecasting 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).
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2014Forecasting 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).
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2015Forecasting 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).
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2016Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting.
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article2
2017A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting.
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2016A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper.
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2015A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum.
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2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article30
1998Codependence and Convergence in the EC Economies In: Journal of Policy Modeling.
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article4
1998Codependence and convergence in the EC economies.(1998) In: ULB Institutional Repository.
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2012A Common-feature approach for testing present-value restrictions with financial data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012A common-feature approach for testing present-value restrictions with financial data.(2012) In: Research Memorandum.
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2019Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2020Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics.
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2017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: Econometrics.
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2016Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?.(2016) In: MPRA Paper.
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2011Testing for common autocorrelation in data‐rich environments In: Journal of Forecasting.
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2009Testing for Common Autocorrelation in Data Rich Environments.(2009) In: CEIS Research Paper.
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2000Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica.
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article3
2003The Role of Common Cyclical Features for Coincident and Leading Indexes Building In: Economics & Statistics Discussion Papers.
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paper2
2006Measuring the Sources of Cyclical Fluctuations in the G7 Economies. In: Economics & Statistics Discussion Papers.
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2011Common Intraday Periodicity In: Journal of Financial Econometrics.
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article9
2011Common intraday periodicity.(2011) In: Research Memorandum.
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2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper.
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paper0
2019Forecasting bubbles with mixed causal-noncausal autoregressive models In: MPRA Paper.
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paper1
1997Asymmetric Shocks Inside Future EMU In: Journal of Economic Integration.
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1997Asymmetric shocks inside future EMU.(1997) In: ULB Institutional Repository.
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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector In: CEIS Research Paper.
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2005Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach In: Computing in Economics and Finance 2005.
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2005Should we really care about building business cycle coincident indexes! In: Applied Economics Letters.
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2009Asymmetric business cycle co-movements In: Applied Economics Letters.
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article2
1996IGARCH effect on autoregressive lag length selection and causality tests In: Applied Economics Letters.
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2000Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters.
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2000Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository.
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1999Convergence des groupes en Europe: une analyse sur données régionales In: ULB Institutional Repository.
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1992Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes In: ULB Institutional Repository.
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paper0
2013Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum.
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2014Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum.
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2012Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data).(2012) In: Research Memorandum.
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2015Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? In: Research Memorandum.
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2007Studying co-movements in large multivariate models without multivariate modelling In: Research Memorandum.
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2011On the univariate representation of multivariate volatility models with common factors In: Research Memorandum.
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2011Are panel unit root tests useful for real-time data? In: Research Memorandum.
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2012Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum.
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2014Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models.(2014) In: Journal of Forecasting.
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