Alain Hecq

发表

Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests

Alain Hecq, Alain Hecq, B. Mahy, 1997 .

Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure

Alain Hecq, L. Margaritella, Stephan Smeekes, 2019, 1902.10991.

Common Shocks, Common Dynamics, and the International Business Cycle

Alain Hecq, M. Centoni, G. Cubadda, 2007 .

SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES

F. Palm, J. Urbain, Alain Hecq, 2002, SSRN Electronic Journal.

On the Univariate Representation of BEKK Models with Common Factors

S. Laurent, F. Palm, Alain Hecq, 2015 .

Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence

S. Laurent, Alain Hecq, Guillaume Chevillon, 2015 .

Unit root tests with level shift in the presence of G A R C H Ala in Hecq

Alain Hecq, 2003 .

Unit root tests with level shift in the presence of GARCH

Alain Hecq, 1995 .

Dimension Reduction for High‐Dimensional Vector Autoregressive Models*

Alain Hecq, G. Cubadda, 2022, Oxford Bulletin of Economics and Statistics.

On the univariate representation of multivariate volatility models with common factors

S. Laurent, F. Palm, Alain Hecq, 2011 .

The Best Business Cycle Indicator: A Medium n Approach with Application to EU countries

Alain Hecq, G. Cubadda, 2008 .

Macro-panels and reality

F. Palm, Alain Hecq, G. Cubadda, 2008 .

Studying Co-movements in Large Multivariate Models Without Multivariate Modelling

F. Palm, Alain Hecq, G. Cubadda, 2007 .

Testing for Deterministic Seasonality in Mixed-Frequency VARs

T. B. Castro, Alain Hecq, 2016 .

Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions

Osmani Teixeira de Carvalho Guillén, J. Issler, Alain Hecq, 2013 .

IGARCH effect on autoregressive lag length selection and causality tests

Alain Hecq, 1996 .

Asymmetric shocks inside future EMU

Michel Beine, Alain Hecq, Alain Hecq, 1997 .

Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach

B. Candelon, Alain Hecq, M. Beine, 2000 .

Forecasting Mixed Frequency Time Series with ECM-MIDAS Models

Alain Hecq, Thomas B. Götz, J.R.Y.J. Urbain, 2012 .

Does seasonal adjustment induce common cycles

Alain Hecq, 1998 .

Measuring common cyclical features during financial turmoil: evidence of interdependence not contagion

B. Candelon, W. Verschoor, Alain Hecq, 2005 .

Dimension Reduction for High Dimensional Vector Autoregressive Models

Alain Hecq, G. Cubadda, 2020, SSRN Electronic Journal.

Predicting bubble bursts in oil prices using mixed causal-noncausal models

Alain Hecq, E. Voisin, 2019 .

Detecting Co‐Movements in Non‐Causal Time Series

Alain Hecq, G. Cubadda, Sean Telg, 2017, Oxford Bulletin of Economics and Statistics.

A General to Specific Approach for Constructing Composite Business Cycle Indicators

Alain Hecq, G. Cubadda, B. Guardabascio, 2012 .

Testing for Common Autocorrelation in Data Rich Environments

Alain Hecq, G. Cubadda, 2009 .

Asymmetric business cycle co-movements

Alain Hecq, 2009 .

Common Shocks, Common Dynamics and the International Business Cycle

Alain Hecq, M. Centoni, G. Cubadda, 2006 .

Common cyclical features analysis in VAR models with cointegration

Alain Hecq, Jean-Pierre Urbain, Franz C. Palm, 2006 .

Measuring the sources of cyclical fluctuations in the G7 economies

Alain Hecq, M. Centoni, G. Cubadda, 2006 .

Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach

Alain Hecq, Alain Hecq, 2005 .

The Role of Common Cyclical Features for Coincident and Leading Indexes Building

Alain Hecq, G. Cubadda, 2003 .

On non-contemporaneous short-run co-movements

Alain Hecq, Gianluca Cubadda, Alain Hecq, 2001 .

Testing for Common Cyclical Features in VAR Models with Cointegration

F. Palm, J. Urbain, Alain Hecq, 2001, SSRN Electronic Journal.

Stability of activity-unemployment relationship in a codependent system

B. Candelon, Alain Hecq, 2000 .

Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles

Alain Hecq, Jean-Pierre Urbain, Franz C. Palm, 2000 .

Notes and Communications – Comovements in International Stock Markets: What can we Learn From a Common Trend-Common Cycle Analysis?

F. Palm, J. Urbain, Alain Hecq, 2000 .

Testing for Common Cyclical Features in Nonstationary Panel Data Models

Alain Hecq, Franz C. Palm, Jean-Pierre Urbain, 2000, SSRN Electronic Journal.

Advanced Revision Analysis for Economic Time Series and Their Role for Improving Forecast accuracy

Alain Hecq, Gian Luigi Mazzi, Alain Hecq, 2008 .

Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling

Alain Hecq, Franz C. Palm, Gianluca Cubadda, 2007 .

Common Trends and Common Cycles in Latin America: A 2-Step Versus a 'Zigzag' Approach

Alain Hecq, 2006 .

Common Cycles and Common Trends in Latin America

Alain Hecq, 2002 .

The Role of Common Cyclical Features for Composite Leading Indicator Building ¤

Alain Hecq, G. Cubadda, 2001 .

Inference in codependence: Some Monte Carlo Results and Applications

Michel Beine, Alain Hecq, Alain Hecq, 1999 .

Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of the US Banking Sector

Alain Hecq, G. Cubadda, Antonio Riccardo, 2018 .

Generating Univariate Fractional Integration within a Large VAR(1)

S. Laurent, Alain Hecq, Guillaume Chevillon, 2018 .

Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions

Alain Hecq, Jan P. A. M. Jacobs, Michalis P. Stamatogiannis, 2019, Journal of Macroeconomics.

Common intraday periodicity

S. Laurent, F. Palm, Alain Hecq, 2011 .

Should we really care about building business cycle coincident indexes!

Alain Hecq, Alain Hecq, 2005 .

Forecasting realized volatility measures with multivariate and univariate models

Alain Hecq, G. Cubadda, Antonio Riccardo, 2019, Financial Mathematics, Volatility and Covariance Modelling.

Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions

Michalis P. Stamatogiannis, Alain Hecq, J. Jacobs, 2019, Journal of Macroeconomics.