Narrow search
Showing 1 - 10 of 42
Cover Image
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain W. J. - In: International journal of forecasting 33 (2017) 2, pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Cover Image
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca; Hecq, Alain W. J. - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
Cover Image
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
Cover Image
Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - In: Journal of macroeconomics 60 (2019), pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
Cover Image
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - In: Journal of time series econometrics 8 (2016) 2, pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
Cover Image
Combining forecasts from successive data vintages : an application to U.S. growth
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: International journal of forecasting 32 (2016) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10011596442
Cover Image
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del; Hecq, Alain W. J. - In: Economics letters 149 (2016), pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Cover Image
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Cover Image
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume; Hecq, Alain W. J.; Laurent, Sébastien - In: Journal of econometrics 204 (2018) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Cover Image
A short term credibility index for central banks under inflation targeting : an application to Brazil
Hecq, Alain W. J.; Issler, João Victor; Voisin, Elisa - In: Journal of international money and finance 143 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014551348