| Permanent‐transitory decomposition in VAR models with cointegration and common cycles A Hecq, FC Palm, JP Urbain Oxford Bulletin of Economics and Statistics 62 (4), 511-532, 2000 | 83 | 2000 |
| Common cyclical features analysis in VAR models with cointegration A Hecq, FC Palm, JP Urbain Journal of Econometrics 132 (1), 117-141, 2006 | 82 | 2006 |
| On non-contemporaneous short-run co-movements G Cubadda, A Hecq Economics Letters 73 (3), 389-397, 2001 | 70 | 2001 |
| Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion B Candelon, A Hecq, WFC Verschoor Journal of International Money and Finance 24 (8), 1317-1334, 2005 | 68 | 2005 |
| Testing for Granger causality in large mixed-frequency VARs TB Götz, A Hecq, S Smeekes Journal of Econometrics 193 (2), 418-432, 2016 | 47 | 2016 |
| Separation, weak exogeneity, and PT decomposition in cointegrated VAR systems with common features A Hecq, FC Palm, JP Urbain Econometric Reviews 21 (3), 273-307, 2002 | 46 | 2002 |
| Forecasting mixed‐frequency time series with ECM‐MIDAS models TB Götz, A Hecq, JP Urbain Journal of Forecasting 33 (3), 198-213, 2014 | 45 | 2014 |
| Assessing a perfect European optimum currency area: a common cycles approach M Beine, B Candelon, A Hecq Empirica 27, 115-132, 2000 | 45 | 2000 |
| Granger causality testing in high-dimensional VARs: A post-double-selection procedure A Hecq, L Margaritella, S Smeekes Journal of Financial Econometrics 21 (3), 915-958, 2023 | 40 | 2023 |
| Identification of mixed causal-noncausal models in finite samples A Hecq, L Lieb, S Telg Annals of Economics and Statistics/Annales d'Économie et de Statistique, 307-331, 2016 | 40 | 2016 |
| Asymmetric shocks inside future EMU M Beine, A Hecq Journal of Economic Integration, 131-140, 1997 | 40 | 1997 |
| Does seasonal adjustment induce common cycles? A Hecq Economics Letters 59 (3), 289-297, 1998 | 38 | 1998 |
| Common intraday periodicity A Hecq, S Laurent, FC Palm Journal of Financial Econometrics 10 (2), 325-353, 2012 | 36 | 2012 |
| A vector heterogeneous autoregressive index model for realized volatility measures G Cubadda, B Guardabascio, A Hecq International Journal of Forecasting 33 (2), 337-344, 2017 | 35 | 2017 |
| Studying co-movements in large multivariate data prior to multivariate modelling G Cubadda, A Hecq, FC Palm Journal of Econometrics 148 (1), 25-35, 2009 | 33 | 2009 |
| Common shocks, common dynamics, and the international business cycle M Centoni, G Cubadda, A Hecq Economic Modelling 24 (1), 149-166, 2007 | 33 | 2007 |
| Testing for common autocorrelation in data‐rich environments G Cubadda, A Hecq Journal of Forecasting 30 (3), 325-335, 2011 | 27 | 2011 |
| Misspecification tests, unit roots and level shifts A Hecq, JP Urbain Economics Letters 43 (2), 129-135, 1993 | 26 | 1993 |
| Nowcasting causality in mixed frequency vector autoregressive models TB Götz, A Hecq Economics Letters 122 (1), 74-78, 2014 | 24 | 2014 |
| Nowcasting causality in mixed frequency vector autoregressive models TB Götz, A Hecq Economics Letters 122 (1), 74-78, 2014 | 24 | 2014 |
