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Do mechanical filters provide a good approximation of business cycles?

Guay, Alain; St-Amant, Pierre - 1996

Persistent link: https://www.econbiz.de/10000994487

Structural change tests for simulated method of moments

Ghysels, Eric; Guay, Alain - 1998

Persistent link: https://www.econbiz.de/10000995783

When is nonfundamentalness in VARS a real problem? : an application to news shocks

Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015

Persistent link: https://www.econbiz.de/10011336593

Sentiments in SVARs

Fève, Patrick; Guay, Alain - 2016

Persistent link: https://www.econbiz.de/10012216913

When is nonfundamentalness in SVARs a real problem?

Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2016

Persistent link: https://www.econbiz.de/10012221151

Adaptive consistent unit root tests based on autoregressive threshold model

Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - 2002

Persistent link: https://www.econbiz.de/10001720960

Predictive tests for structural change with unknown breakpoint

Ghysels, Eric; Guay, Alain; Hall, Alastair R. - 1995

Persistent link: https://www.econbiz.de/10001512516

Adaptive rate-optimal detection of small autocorrelation coefficient

Guay, Alain; Guerre, Emmanuel; Lazarová, Štepána - 2009

A new test is proposed for the null of absence of serial correlation. The test uses a data-driven smoothing parameter. The resulting test statistic has a standard limit distribution under the null. The smoothing parameter is calibrated to achieve rate-optimality against several classes of...

Persistent link: https://www.econbiz.de/10003850599

Understanding the effect of technology shocks in SVARs with long-run restrictions

Chaudourne, Jérémy; Fève, Patrick; Guay, Alain - 2012

Persistent link: https://www.econbiz.de/10009667213

Identification of technology shocks in structural VARs

Fève, Patrick (contributor); Guay, Alain (contributor) - 2006

Persistent link: https://www.econbiz.de/10003284518