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Should we really care about building business cycle coincident indexes!

Hecq, Alain W. J. - In: Applied economics letters 12 (2005) 3, pp. 141-144

Persistent link: https://www.econbiz.de/10002621306

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

The role of common cyclical features for compose coincident and leading indicators building

Cubadda, Gianluca; Hecq, Alain W. J. - 2002

Persistent link: https://www.econbiz.de/10001649017

Testing for common cyclical features in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001

Persistent link: https://www.econbiz.de/10001590410

Testing for common cyclical features in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001

We consider VAR models for variables exhibiting cointegration and comon cyclical features. While the presence of cointegration reduces the rank of the long-run multiplier matrix, other types of common features lead to rank reduction of the short-run dynamics. We distinguish between strong and...