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Details about Alain Guay

E-mail:
Homepage:http://www.er.uqam.ca/nobel/r27460/
Workplace:Département des Sciences Économiques (Department of Economics), École des Sciences de la Gestion (ESG) (Business School), Université du Québec à Montréal (UQAM) (University of Quebec in Montreal), (more information at EDIRC)
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) (Interuniversity Center on Risk, Economic Policy and Employment), (more information at EDIRC)

Access statistics for papers by Alain Guay.

Last updated 2008-01-03. Update your information in the RePEc Author Service.

Short-id: pgu8


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Working Papers

2015

  1. When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

2004

  1. The New Keynesian Phillips Curve: An Empirical Assessment
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (10)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (9)
  2. The U.S. New Keynesian Phillips Curve: An Empirical Assessment
    Staff Working Papers, Bank of Canada Downloads View citations (4)

2003

  1. Labor Market Imperfections and the Dynamics of Postwar Business Cycles
    Cahiers de recherche, CIRPEE Downloads View citations (12)

2001

  1. Optimal Predictive Tests and a Simulation Study
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads
  2. Testing for Structural Change in the Presence of Auxiliary Models
    CIRANO Working Papers, CIRANO Downloads
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (2001) Downloads

1999

  1. Indirect Inference, Nuisance Parameter and Threshold Moving Average
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (5)
  2. Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (21)

1998

  1. Structural Change Tests for Simulated Method of Moments
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1998) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2003)

1997

  1. A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
    Staff Working Papers, Bank of Canada Downloads View citations (46)
  2. Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (42)

1996

  1. Do Mechanical Filters Provide a Good Approximation of Business Cycles?
    Technical Reports, Bank of Canada Downloads View citations (41)

1995

  1. Estimating and Projecting Potential Output Using Structural VAR Methodology
    Macroeconomics, EconWPA Downloads View citations (9)
  2. Predictive Tests for Structural Change with Unknown Breakpoint
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (47)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (1)
    CIRANO Working Papers, CIRANO (1995) Downloads View citations (4)

    See also Journal Article in Journal of Econometrics (1998)
  3. Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
    Econometrics, EconWPA Downloads View citations (24)

Undated

  1. Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy
    Staff Working Papers, Bank of Canada Downloads View citations (17)

Journal Articles

2003

  1. Structural change tests for simulated method of moments
    Journal of Econometrics, 2003, 115, (1), 91-123 Downloads View citations (4)
    See also Working Paper (1998)

1998

  1. Predictive tests for structural change with unknown breakpoint
    Journal of Econometrics, 1998, 82, (2), 209-233 Downloads View citations (8)
    See also Working Paper (1995)

1996

  1. What do interest rates reveal about the functioning of real business cycle models?
    Journal of Economic Dynamics and Control, 1996, 20, (9-10), 1661-1682 Downloads View citations (34)
 
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