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Details about Alain Guay

E-mail:
Homepage:https://sites.google.com/site/alainguayeconomicsuqam/
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)

Access statistics for papers by Alain Guay.

Last updated 2019-07-05. Update your information in the RePEc Author Service.

Short-id: pgu8


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Working Papers

2016

  1. Sentiments in SVARs
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
  2. When is Nonfundamentalness in SVARs A Real Problem?
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (1)
    See also Journal Article in Review of Economic Dynamics (2019)

2015

  1. When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (22)

2012

  1. Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2011

  1. Structural change tests based on implied probabilities for GEL criteria
    Working Papers, Brock University, Department of Economics Downloads
    See also Journal Article in Econometric Theory (2012)

2010

  1. Structural change tests for GEL criteria
    Working Papers, Brock University, Department of Economics Downloads View citations (5)
    See also Journal Article in Econometric Reviews (2018)

2009

  1. Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients
    Cahiers de recherche, CIRPEE Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2009) Downloads
    Working Papers, Queen Mary University of London, School of Economics and Finance (2009) Downloads

2008

  1. The Information Content of Implied Probabilities to Detect Structural Change
    Working Papers, Brock University, Department of Economics Downloads
    Also in Cahiers de recherche, CIRPEE (2008) Downloads

2007

  1. The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2009)
  2. Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions
    Cahiers de recherche, CIRPEE Downloads View citations (2)

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 Staff Working Papers, Bank of Canada (2004) Downloads View citations (4)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (9)

2003

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

2002

  1. Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2008)

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

    See also Journal Article in Econometric Theory (2004)

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 (24)

1998

  1. Structural Change Tests for Simulated Method of Moments
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (1998) Downloads View citations (1)
    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)
    See also Journal Article in Annals of Economics and Statistics (2005)

1996

  1. Do Mechanical Filters Provide a Good Approximation of Business Cycles?
    Technical Reports, Bank of Canada Downloads View citations (42)
    Also in Working Papers-Department of Finance Canada, Department of Finance Canada (1996) View citations (36)

1995

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

    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, University Library of Munich, Germany Downloads View citations (24)

Undated

  1. An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP: Application to the Case of Guadeloupe
    EcoMod2008, EcoMod Downloads
  2. 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

2019

  1. When is Nonfundamentalness in SVARs a Real Problem?
    Review of Economic Dynamics, 2019, 34, 221-243 Downloads
    See also Software Item (2019)
    Working Paper (2016)

2018

  1. Structural change tests for GEL criteria
    Econometric Reviews, 2018, 37, (9), 1000-1032 Downloads
    See also Working Paper (2010)

2016

  1. Anticipations, bruits et sentiments
    L'Actualité Economique, 2016, 92, (4), 621-648 Downloads
  2. Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data
    Econometric Reviews, 2016, 35, (3), 344-372 Downloads

2015

  1. Disaggregation methods based on MIDAS regression
    Economic Modelling, 2015, 50, (C), 123-129 Downloads View citations (2)

2014

  1. Understanding the effect of technology shocks in SVARs with long-run restrictions
    Journal of Economic Dynamics and Control, 2014, 41, (C), 154-172 Downloads View citations (5)
    See also Working Paper (2012)

2013

  1. Robust adaptive rate-optimal testing for the white noise hypothesis
    Journal of Econometrics, 2013, 176, (2), 134-145 Downloads View citations (1)

2012

  1. A call for further research on the impact of state-level immigration policies on public health
    American Journal of Public Health, 2012, 102, (7), 1250-1254 Downloads View citations (8)
  2. Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions
    Journal of Economic Dynamics and Control, 2012, 36, (1), 47-62 Downloads View citations (8)
  3. STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
    Econometric Theory, 2012, 28, (06), 1186-1228 Downloads
    See also Working Paper (2011)

2010

  1. Identification of Technology Shocks in Structural Vars
    Economic Journal, 2010, 120, (549), 1284-1318 Downloads View citations (7)

2009

  1. The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach
    Journal of Money, Credit and Banking, 2009, 41, (5), 987-1013 Downloads View citations (9)
    See also Working Paper (2007)

2008

  1. Adaptive consistent unit-root tests based on autoregressive threshold model
    Journal of Econometrics, 2008, 142, (1), 94-133 Downloads View citations (32)
    See also Working Paper (2002)

2007

  1. Indirect inference and calibration of dynamic stochastic general equilibrium models
    Journal of Econometrics, 2007, 136, (2), 397-430 Downloads View citations (64)

2006

  1. A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
    Econometric Theory, 2006, 22, (04), 543-586 Downloads View citations (9)

2005

  1. Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?
    Annals of Economics and Statistics, 2005, (77), 133-155 Downloads View citations (8)
    See also Working Paper (1997)
  2. Les neuf vies de la courbe de Phillips américaine: réincarnations ou résilience ?*
    L'Actualité Economique, 2005, 81, (4), 665-691 Downloads

2004

  1. TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
    Econometric Theory, 2004, 20, (06), 1168-1202 Downloads View citations (3)
    See also Working Paper (2001)

2003

  1. Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
    Journal of Business & Economic Statistics, 2003, 21, (1), 122-32 View citations (6)
  2. Optimal Predictive Tests
    Econometric Reviews, 2003, 22, (4), 379-410 Downloads View citations (2)
  3. Structural change tests for simulated method of moments
    Journal of Econometrics, 2003, 115, (1), 91-123 Downloads View citations (7)
    See also Working Paper (1998)

1999

  1. A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap
    Journal of Macroeconomics, 1999, 21, (3), 577-595 Downloads View citations (31)

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 (39)

Software Items

2019

  1. Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2019)
 
Page updated 2019-10-22