Alain Hecq : Citation Profile


Are you Alain Hecq?

Maastricht University

9

H index

9

i10 index

328

Citations

RESEARCH PRODUCTION:

36

Articles

62

Papers

RESEARCH ACTIVITY:

   27 years (1992 - 2019). See details.
   Cites by year: 12
   Journals where Alain Hecq has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 69 (17.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe63
   Updated: 2019-10-21    RAS profile: 2019-08-12    
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Relations with other researchers


Works with:

Laurent, Sébastien (9)

Götz, Thomas (9)

Telg, Sean (7)

Chevillon, Guillaume (7)

Cubadda, Gianluca (7)

Smeekes, Stephan (4)

Issler, João (4)

Guillén, Osmani (4)

Guardabascio, Barbara (3)

Lieb, Lenard (3)

Palm, Franz (2)

del Barrio Castro, Tomás (2)

Urbain, Jean-Pierre (2)

Jacobs, Jan (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 (29)

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:

Vahid, Farshid (73)

Engle, Robert (72)

Palm, Franz (69)

Cubadda, Gianluca (58)

Urbain, Jean-Pierre (45)

Issler, João (43)

Campbell, John (32)

Guillén, Osmani (24)

Granger, Clive (20)

Kozicki, Sharon (19)

Marcellino, Massimiliano (19)

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)10
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
MPRA Paper / University Library of Munich, Germany5
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)4
CESifo Working Paper Series / CESifo Group Munich3
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Post-Print / HAL2
Papers / arXiv.org2
Working Papers / HAL2

Recent works citing Alain Hecq (2019 and 2018)


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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2018High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431.

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2018Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach. (2018). Motegi, Kaiji ; Sadahiro, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:118-128.

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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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2017Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation. (2017). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:118-134.

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2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

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2018Asymmetric semi-volatility spillover effects in EMU stock markets. (2018). cipollini, andrea ; Muzzioli, Silvia ; Caloia, Francesco Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:221-230.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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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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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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2018Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190.

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2018Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916.

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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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2018Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205.

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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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2018Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2018). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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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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2018Mean-reversion and structural change in European food prices. (2018). Akdoğan, Kurmaş ; Akdogan, Kurmas . In: Central Bank Review. RePEc:tcb:cebare:v:18:y:2018:i:4:p:163-173.

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2018THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH. (2018). Hamori, Shigeyuki ; Miyazaki, Takashi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500045.

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2018A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2018Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420.

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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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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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paper0
2019Identification of Noncausal Models by Quantile Autoregressions 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
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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article37
2019Detecting Co‐Movements in Non‐Causal Time Series In: Oxford Bulletin of Economics and Statistics.
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article0
2016On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics.
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article2
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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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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paper3
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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paper22
2002SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews.
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2016Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions In: CIRANO Working Papers.
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paper1
2016Testing for news and noise in non-stationary time series subject to multiple historical revisions.(2016) In: Research Memorandum.
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1998Stability of Okuns Law in a Codependent System In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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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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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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article5
2013Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum.
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2016Testing for deterministic seasonality in mixed-frequency VARs In: Economics Letters.
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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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article7
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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article32
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
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article13
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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article5
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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article1
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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article28
2019Testing for news and noise in non-stationary time series subject to multiple historical revisions In: Journal of Macroeconomics.
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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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2017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: Econometrics.
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article2
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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2011Common intraday periodicity.(2011) In: Research Memorandum.
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2017Detecting Co-Movements in Noncausal Time Series In: MPRA Paper.
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2018Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper.
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2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper.
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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes In: MPRA Paper.
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2019Forecasting bubbles with mixed causal-noncausal autoregressive models In: MPRA Paper.
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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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2002Multi-Regime Common Cyclical Features 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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