16
H index
24
i10 index
757
Citations
Alain Guay : Citation Profile
Université du Québec à Montréal (UQAM) | RESEARCH PRODUCTION: 26 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
29 years (1995 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Guay. | Is cited by:
| Cites to:
|
Main data
Where Alain Guay has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 6 |
| Econometric Theory | 3 |
| Journal of Economic Dynamics and Control | 3 |
| Econometric Reviews | 3 |
| L'Actualit Economique | 2 |
Recent works citing Alain Guay (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287. Full description at Econpapers || Download paper |
| 2024 | A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
| 2024 | Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper |
| 2025 | Identification and Estimation of Simultaneous Equation Models Using Higher-Order Cumulant Restrictions. (2025). Jiang, Ziyu. In: Papers. RePEc:arx:papers:2501.06777. Full description at Econpapers || Download paper |
| 2025 | Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531. Full description at Econpapers || Download paper |
| 2025 | Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03. Full description at Econpapers || Download paper |
| 2024 | Smooth transition moving average models: Estimation, testing, and computation. (2024). Li, Dong ; Zhang, Xinyu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:463-478. Full description at Econpapers || Download paper |
| 2024 | The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128. Full description at Econpapers || Download paper |
| 2024 | Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447. Full description at Econpapers || Download paper |
| 2025 | Fiscal consolidation and public debt. (2025). Presbitero, Andrea ; Mishra, Prachi ; Ando, Sakai ; Peralta-Alva, Adrian ; Patel, Nikhil. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001908. Full description at Econpapers || Download paper |
| 2024 | How to interpret consumer confidence shocks? State-level evidence. (2024). Yoo, Donghoon ; Choi, Sangyup ; Jeong, Jaehun. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004695. Full description at Econpapers || Download paper |
| 2024 | Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215. Full description at Econpapers || Download paper |
| 2024 | Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471. Full description at Econpapers || Download paper |
| 2025 | Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x. Full description at Econpapers || Download paper |
| 2024 | Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004001. Full description at Econpapers || Download paper |
| 2025 | Inconsistent survey histograms and point forecasts revisited. (2025). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002161. Full description at Econpapers || Download paper |
| 2024 | Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins. (2024). Rujin, Svetlana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300071x. Full description at Econpapers || Download paper |
| 2025 | Bilateral output synchronization in a globalized world: A macroeconomic evaluation of the third-country effect. (2025). Rondeau, Fabien ; Pentecôte, Jean-Sébastien ; Pentecte, Jean-Sbastien ; Poutineau, Jean-Christophe ; Razafindrabe, Tovonony. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000023. Full description at Econpapers || Download paper |
| 2024 | Expectation-driven boom-bust cycles. (2024). Cormun, Vito ; Brianti, Marco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s030439322400028x. Full description at Econpapers || Download paper |
| 2025 | Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x. Full description at Econpapers || Download paper |
| 2024 | The macroeconomic effects of productivity shocks: Predictions of conventional business cycle models are not always incompatible with SSA economies. (2024). Ameyaw, Emmanuel. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000760. Full description at Econpapers || Download paper |
| 2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w. Full description at Econpapers || Download paper |
| 2024 | Indirect Inference and Small Sample Bias — Some Recent Results. (2024). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09731-8. Full description at Econpapers || Download paper |
| 2024 | Shocks to Inflation Expectations. (2024). Barrett, Philip ; Adams, Jonathan. In: Review of Economic Dynamics. RePEc:red:issued:22-216. Full description at Econpapers || Download paper |
| 2024 | A simple portmanteau test with data-driven truncation point. (2024). Baragona, Roberto ; Battaglia, Francesco ; Cucina, Domenico. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:2:d:10.1007_s00180-022-01320-6. Full description at Econpapers || Download paper |
| 2024 | Identification of one independent shock in structural VARs. (2024). Moneta, Alessio ; Fiorentini, Gabriele ; Papagni, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2024/28. Full description at Econpapers || Download paper |
| 2025 | Are Hysteresis Effects Nonlinear?. (2025). Carnevale, Omar Pietro ; di Francesco, Damiano. In: LEM Papers Series. RePEc:ssa:lemwps:2025/32. Full description at Econpapers || Download paper |
| 2024 | Believe it or not, it’s all about Beliefs!. (2024). Feve, Patrick ; Collard, Fabrice ; Guay, Alain. In: TSE Working Papers. RePEc:tse:wpaper:129351. Full description at Econpapers || Download paper |
| 2025 | On Tail Structural Change in U.S. Climate Data. (2025). Lu, Hanjun ; Ker, Alan P. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:4:n:e70016. Full description at Econpapers || Download paper |
| 2024 | Statistically identified structural VAR model with potentially skewed and fat‐tailed errors. (2024). Lanne, Markku ; Anttonen, Jetro ; Luoto, Jani. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:422-437. Full description at Econpapers || Download paper |
| 2024 | Locally robust inference for non‐Gaussian SVAR models. (2024). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:2:p:523-570. Full description at Econpapers || Download paper |
Works by Alain Guay:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 72 |
| 1997 | Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?.(1997) In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 1996 | Do Mechanical Filters Provide a Good Approximation of Business Cycles? In: Technical Reports. [Full Text][Citation analysis] | paper | 51 |
| 1996 | Do Mechanical Filters Provide a Good Approximation of Business Cycles?.(1996) In: Working Papers-Department of Finance Canada. [Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2004 | The U.S. New Keynesian Phillips Curve: An Empirical Assessment In: Staff Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2004 | The New Keynesian Phillips Curve: An empirical assessment.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2004 | The New Keynesian Phillips Curve: An Empirical Assessment.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 1995 | Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 1997 | A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap In: Staff Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 2003 | Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 10 |
| 2008 | The Information Content of Implied Probabilities to Detect Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Information Content of Implied Probabilities to Detect Structural Change.(2008) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Structural change tests based on implied probabilities for GEL criteria In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Structural change tests for GEL criteria In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Structural change tests for GEL criteria.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2001 | Testing for Structural Change in the Presence of Auxiliary Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2001 | Testing for Structural Change in the Presence of Auxiliary Models.(2001) In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS.(2004) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1995 | Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 1998 | Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 1995 | Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 1995 | Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 1998 | Structural Change Tests for Simulated Method of Moments In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 1998 | Structural Change Tests for Simulated Method of Moments.(1998) In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1998 | Structural Change Tests for Simulated Method of Moments.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2003 | Structural change tests for simulated method of moments.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2015 | When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks. In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
| 2015 | When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2001 | Optimal Predictive Tests and a Simulation Study In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 1999 | Indirect Inference, Nuisance Parameter and Threshold Moving Average In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers. [Full Text][Citation analysis] | paper | 44 |
| 2008 | Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2020 | A simple unit root test consistent against any stationary alternative In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | A simple unit root test consistent against any stationary alternative.(2020) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | A simple unit root test consistent against any stationary alternative.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2010 | Identification of Technology Shocks in Structural Vars In: Economic Journal. [Full Text][Citation analysis] | article | 12 |
| 1996 | What do interest rates reveal about the functioning of real business cycle models? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 40 |
| 2012 | Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
| 2014 | Understanding the effect of technology shocks in SVARs with long-run restrictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
| 2012 | Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions.(2012) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2015 | Disaggregation methods based on MIDAS regression In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2007 | Indirect inference and calibration of dynamic stochastic general equilibrium models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 104 |
| 2013 | Robust adaptive rate-optimal testing for the white noise hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Identification of structural vector autoregressions through higher unconditional moments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 1999 | A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 40 |
| 2008 | An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe In: EcoMod2008. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Labor Market Imperfections and the Dynamics of Postwar Business Cycles In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 13 |
| 2007 | The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 12 |
| 2009 | The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2009 | The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2007 | Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Dynamic Identification in VARs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Sentiments in SVARs In: The Economic Journal. [Full Text][Citation analysis] | article | 11 |
| 2016 | Sentiments in SVARs.(2016) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | When is Nonfundamentalness in SVARs a Real Problem? In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 24 |
| 2016 | When is Nonfundamentalness in SVARs A Real Problem?.(2016) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2016 | Anticipations, bruits et sentiments In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2005 | Les neuf vies de la courbe de Phillips américaine : réincarnations ou résilience ?* In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2003 | Optimal Predictive Tests In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2016 | Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1995 | Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions In: Econometrics. [Full Text][Citation analysis] | paper | 21 |
| 1995 | Estimating and Projecting Potential Output Using Structural VAR Methodology In: Macroeconomics. [Full Text][Citation analysis] | paper | 20 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team