Alain Hecq : Citation Profile


Are you Alain Hecq?

Maastricht University

9

H index

7

i10 index

275

Citations

RESEARCH PRODUCTION:

32

Articles

51

Papers

RESEARCH ACTIVITY:

   25 years (1992 - 2017). See details.
   Cites by year: 11
   Journals where Alain Hecq has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 57 (17.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe63
   Updated: 2017-04-22    RAS profile: 2017-04-14    
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Relations with other researchers


Works with:

Götz, Thomas (11)

Guillén, Osmani (8)

Issler, João (6)

Urbain, Jean-Pierre (5)

Cubadda, Gianluca (5)

Laurent, Sébastien (5)

Guardabascio, Barbara (4)

Telg, Sean (3)

Chevillon, Guillaume (3)

Smeekes, Stephan (3)

del Barrio Castro, Tomás (2)

Jacobs, Jan (2)

Lieb, Lenard (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 (27)

Issler, João (25)

Paruolo, Paolo (15)

Vahid, Farshid (13)

Athanasopoulos, George (12)

Carrasco Gutierrez, Carlos Enrique (11)

Narayan, Paresh (11)

Weber, Enzo (11)

Centoni, Marco (9)

Candelon, Bertrand (9)

Cites to:

Vahid, Farshid (71)

Engle, Robert (66)

Palm, Franz (54)

Cubadda, Gianluca (50)

Issler, João (42)

Urbain, Jean-Pierre (40)

Campbell, John (33)

Guillén, Osmani (24)

Kozicki, Sharon (17)

Marcellino, Massimiliano (16)

Watson, Mark (15)

Main data


Where Alain Hecq has published?


Journals with more than one article published# docs
Economics Letters7
Applied Economics Letters4
International Journal of Forecasting3
Journal of Econometrics3
Economic Modelling2

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
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles6
CEIS Research Paper / Tor Vergata University, CEIS5
Economics Working Papers (Ensaios Economicos da EPGE) / FGV/EPGE Escola Brasileira de Economia e Finanas, Getulio Vargas Foundation (Brazil)4
CESifo Working Paper Series / CESifo Group Munich3
MPRA Paper / University Library of Munich, Germany2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2

Recent works citing Alain Hecq (2017 and 2016)


YearTitle of citing document
2016Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T. In: Working papers. RePEc:bfr:banfra:600.

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2016Real-time nowcasting of nominal GDP with structural breaks. (2016). Leiva-Leon, Danilo ; Barnett, William ; Chauvet, Marcelle . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:2:p:312-324.

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2016Testing for Granger causality with mixed frequency data. (2016). Ghysels, Eric ; Motegi, Kaiji ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:207-230.

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2017Learning can generate long memory. (2017). Chevillon, Guillaume ; Mavroeidis, Sophocles . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017A vector heterogeneous autoregressive index model for realized volatility measures. (2017). Cubadda, Gianluca ; Hecq, Alain ; Guardabascio, Barbara . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:337-344.

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2016Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2016). Issler, João ; de Castro, Andressa Monteiro . In: Revista Brasileira de Economia. RePEc:fgv:epgrbe:v:70:y:2016:i:4:a:59551.

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2016Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Lubian, Diego ; Cappuccio, Nunzio . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21-:d:67747.

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2016Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Cappuccio, Nunzio . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21:d:67747.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; cotter, john ; Hallam, Mark . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2016International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:74771.

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2017Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre . In: MPRA Paper. RePEc:pra:mprapa:77632.

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2017Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2017). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; cotter, john ; Hallam, Mark . In: Working Papers. RePEc:ucd:wpaper:201704.

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2016What univariate models tell us about multivariate macroeconomic models. (2016). Mitchell, James ; Wright, Stephen ; Robertson, Donald . In: EMF Research Papers. RePEc:wrk:wrkemf:08.

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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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article0
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: 0
paper
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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article32
2016On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics.
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article2
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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paper3
2001Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series.
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paper18
2002Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series.
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paper17
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: 17
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
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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paper3
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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article14
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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paper
2013A general to specific approach for constructing composite business cycle indicators In: Economic Modelling.
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article3
2012A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper.
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paper
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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paper
2016Testing for deterministic seasonality in mixed-frequency VARs In: Economics Letters.
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article0
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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article6
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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article6
2001On non-contemporaneous short-run co-movements In: Economics Letters.
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article20
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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article30
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
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article9
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 9
paper
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
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article1
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: 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: 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: 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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article0
2017A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting.
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article1
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article23
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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This paper has another version. Agregated cites: 4
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2012A Common-feature approach for testing present-value restrictions with financial data In: Economics Working Papers (Ensaios Economicos da EPGE).
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paper1
2012A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data.(2012) In: Research Memorandum.
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2011Testing for common autocorrelation in data‐rich environments In: Journal of Forecasting.
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article6
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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paper2
2011Common Intraday Periodicity In: Journal of Financial Econometrics.
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article8
2011Common intraday periodicity.(2011) In: Research Memorandum.
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2016Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: MPRA Paper.
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paper0
2017Detecting Co-Movements in Noncausal Time Series In: MPRA Paper.
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paper0
1997Asymmetric Shocks Inside Future EMU In: Journal of Economic Integration.
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article9
1997Asymmetric shocks inside future EMU.(1997) In: ULB Institutional Repository.
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2016A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures In: CEIS Research Paper.
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paper1
2015A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum.
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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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article0
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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paper7
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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paper1
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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