11
H index
13
i10 index
444
Citations
Alain Hecq : Citation Profile
Maastricht University | RESEARCH PRODUCTION: 42 Articles 79 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1992 - 2023). 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 |
| Applied Economics Letters | 4 |
| Journal of Econometrics | 4 |
| Econometrics | 3 |
| International Journal of Forecasting | 3 |
| Economic Modelling | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
Recent works citing Alain Hecq (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper |
| 2022 | Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952. Full description at Econpapers || Download paper |
| 2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper |
| 2022 | Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261. Full description at Econpapers || Download paper |
| 2022 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper |
| 2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper |
| 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 |
| 2022 | . 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 |
| 2022 | VIX term structure forecasting: New evidence based on the realized semi-variances. (2022). Qiao, Gaoxiu ; Yang, Jiyu ; Jiang, Gongyue. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001600. Full description at Econpapers || Download paper |
| 2022 | Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341. Full description at Econpapers || Download paper |
| 2021 | Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499. Full description at Econpapers || Download paper |
| 2021 | Granger causality detection in high-dimensional systems using feedforward neural networks. (2021). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector . In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:920-940. Full description at Econpapers || Download paper |
| 2022 | Impact of the COVID-19 event on U.S. banks’ financial soundness. (2022). Dunbar, Kwamie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001410. Full description at Econpapers || Download paper |
| 2022 | Power of unit root tests against nonlinear and noncausal alternatives. (2022). Saidi, Sarra ; Nielsen, Heino Bohn ; Guay, Alain ; Bec, Frederique. In: THEMA Working Papers. RePEc:ema:worpap:2022-14. Full description at Econpapers || Download paper |
| 2022 | . 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 |
| 2022 | Common Components in Co-integrated System and Its Estimation and Application: Evidence from Five Stock Markets in Asia-Pacific Chinese Region. (2022). Tseng, Chien-Kuo ; Liu, Hsiang-Hsi. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:9:y:2022:i:2:p:101-121. Full description at Econpapers || Download paper |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc. 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 |
| 2022 | Multi-feature evaluation of financial contagion. (2022). Syrek, Robert ; Gurgul, Henryk ; Duda, Jarosaw. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3. 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 |
| 2022 | Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207. Full description at Econpapers || Download paper |
| 2021 | 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 |
| 2022 | . 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 another version. Agregated cites: 1 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2020 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 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 | 0 |
| 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 another version. Agregated cites: 0 | chapter | |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models.(2022) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 |
| 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 another version. Agregated cites: 4 | article | |
| 2022 | Is climate change time-reversible?.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2022 | Is climate change time reversible?.(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has another 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 another 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 another version. Agregated cites: 0 | paper | |
| 2022 | Spectral estimation for mixed causal-noncausal autoregressive models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Inference in Non-stationary High-Dimensional VARs In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Optimization of the Generalized Covariance Estimator in Noncausal Processes 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 | 3 |
| 2018 | Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1997 | Testing for the Price? and Wage?Setting Model in Belgium Using Multivariate Cointegration Tests In: LABOUR. [Full Text][Citation analysis] | article | 1 |
| 2000 | Permanent?transitory Decomposition in Var Models With Cointegration and Common Cycles In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 41 |
| 2019 | Detecting Co?Movements in Non?Causal Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Detecting Co-Movements in Noncausal Time Series.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 2 | paper | |
| 2006 | Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 45 |
| 2009 | Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2008 | Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2016 | Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2014 | Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2015 | Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2015 | Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Forecasting bubbles with mixed causal-noncausal autoregressive models.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 another 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 another 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 another 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 | 15 |
| 2016 | A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2015 | A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | 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 | 33 |
| 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 another 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 another 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 another 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 another version. Agregated cites: 6 | article | |
| 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 another version. Agregated cites: 4 | paper | |
| 2011 | Testing for common autocorrelation in dataâ€rich environments In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2009 | Testing for Common Autocorrelation in Data Rich Environments.(2009) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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: The 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 another version. Agregated cites: 10 | 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 another version. Agregated cites: 10 | paper | |
| 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 | 8 |
| 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 another 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 | 18 |
| 2014 | Forecasting Mixed?Frequency Time Series with ECM?MIDAS Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article |
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