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alain hecq
alain hecq
Geverifieerd e-mailadres voor maastrichtuniversity.nl
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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
832000
Common cyclical features analysis in VAR models with cointegration
A Hecq, FC Palm, JP Urbain
Journal of Econometrics 132 (1), 117-141, 2006
772006
On non-contemporaneous short-run co-movements
G Cubadda, A Hecq
Economics Letters 73 (3), 389-397, 2001
672001
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
642005
Assessing a perfect European optimum currency area: a common cycles approach
M Beine, B Candelon, A Hecq
Empirica 27, 115-132, 2000
462000
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
442002
Forecasting mixed‐frequency time series with ECM‐MIDAS models
TB Götz, A Hecq, JP Urbain
Journal of Forecasting 33 (3), 198-213, 2014
412014
Testing for Granger causality in large mixed-frequency VARs
TB Götz, A Hecq, S Smeekes
Journal of Econometrics 193 (2), 418-432, 2016
402016
Asymmetric shocks inside future EMU
M Beine, A Hecq
Journal of Economic Integration, 131-140, 1997
391997
Does seasonal adjustment induce common cycles?
A Hecq
Economics Letters 59 (3), 289-297, 1998
381998
Common intraday periodicity
A Hecq, S Laurent, FC Palm
Journal of Financial Econometrics 10 (2), 325-353, 2012
342012
Common shocks, common dynamics, and the international business cycle
M Centoni, G Cubadda, A Hecq
Economic Modelling 24 (1), 149-166, 2007
342007
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
322016
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
312009
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
292017
Misspecification tests, unit roots and level shifts
A Hecq, JP Urbain
Economics Letters 43 (2), 129-135, 1993
251993
Granger causality testing in high-dimensional VARs: a post-double-selection procedure
A Hecq, L Margaritella, S Smeekes
arXiv preprint arXiv:1902.10991, 2019
232019
Nowcasting causality in mixed frequency vector autoregressive models
TB Götz, A Hecq
Economics Letters 122 (1), 74-78, 2014
222014
Nowcasting causality in mixed frequency vector autoregressive models
TB Götz, A Hecq
Economics Letters 122 (1), 74-78, 2014
222014
Codependence and convergence in the EC economies
M Beine, A Hecq
Journal of Policy Modeling 20 (4), 403-426, 1998
221998
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Artikelen 1–20