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Common shocks, common dynamics, and the international business cycle

Centoni, Marco; Cubadda, Gianluca; Hecq, Alain W. J. - In: Economic modelling 24 (2007) 1, pp. 149-166

Persistent link: https://www.econbiz.de/10003408895

Asymmetric business cycle co-movements

Hecq, Alain W. J. - In: Applied economics letters 16 (2009) 4/6, pp. 579-584

Persistent link: https://www.econbiz.de/10003842908

Does seasonal adjustment induce common cycles?

Hecq, Alain W. J. - In: Economics letters 59 (1998) 3, pp. 289-297

Persistent link: https://www.econbiz.de/10001242932

On the univariate representation of multivariate volatility models with common factors

Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011

Persistent link: https://www.econbiz.de/10008840656

Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012

Persistent link: https://www.econbiz.de/10009524285

Testing for common cycles in non-stationary VARS with varied frequency data

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013

Persistent link: https://www.econbiz.de/10010252319

Identification of mixed causal-noncausal models : how fat should we go?

Hecq, Alain W. J.; Lieb, Lenard; Telg, Sean - 2015

Persistent link: https://www.econbiz.de/10011485411

On the univariate representation of BEKK models with common factors

Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2012

Persistent link: https://www.econbiz.de/10009515469

Common shocks, common dynamics and the international business cycle

Centoni, Marco; Cubadda, Cianluca; Hecq, Alain W. J. - 2003

Persistent link: https://www.econbiz.de/10001794070

Testing for common cyclical features in nonstationary panel data models

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

In this paper we extend the concept of serial correlation common features to panel data models. This analysis is motivated both by the need to develop a methodology to systematically study and test for common structures and comovements in panel data with autocorrelation present and by an...

Persistent link: https://www.econbiz.de/10001459515