Alain Guay
Personal Details
First Name: Alain
Middle Name:
Last Name: Guay
Suffix:
RePEc Short-ID: pgu8
Email:
Homepage:
http://www.er.uqam.ca/nobel/r27460/
Postal Address:
Phone:
Affiliation
(in no particular order)Département des Sciences Économiques (Department of Economics)
Location: Montréal, Canada
École des Sciences de la Gestion (ESG) (Business School)
Université du Québec à Montréal (UQAM)
Homepage: http://www.uqam.ca/economie/
Email:
Phone: (514)987-4114
Fax: (514)987-8494
Postal: Case postale 8888, succursale Centre-Ville, Montréal (Québec) H3C 3P8
Handle: RePEc:edi:duqamca (more details at EDIRC)Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) (Interuniversity Center on Risk, Economic Policy and Employment)
Location: Montréal/Québec, Canada
Homepage: http://www.cirpee.org/
Email:
Phone: (514) 987-8161
Fax:
Postal: CP 8888, succursale Centre-Ville, Montréal, QC H3C 3P8
Handle: RePEc:edi:cirpeca (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Florian PELGRIN & Alain GUAY & Richard LUGER, 2004.
"The New Keynesian Phillips Curve: An empirical assessment,"
Econometric Society 2004 North American Summer Meetings
418, Econometric Society.
- Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
- Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Working Papers 04-35, Bank of Canada.
- Steve Ambler & Alain Guay & Louis Phaneuf, 2003. "Labor Market Imperfections and the Dynamics of Postwar Business Cycles," Cahiers de recherche 0319, CIRPEE.
- Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Steve Ambler & Alain Guay & Louis Phaneuf, 1999. "Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms," Cahiers de recherche CREFE / CREFE Working Papers 69, CREFE, Université du Québec à Montréal.
- Alain Guay & Olivier Scaillet, 1999. "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers 95, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments,"
CIRANO Working Papers
98s-19, CIRANO.
- Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Alain Guay & Pierre St-Amant, 1997.
"Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?,"
Cahiers de recherche CREFE / CREFE Working Papers
53, CREFE, Université du Québec à Montréal.
- Alain GUAY & Pierre SAINT-AMANT, 2005. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Annales d'Economie et de Statistique, ENSAE, issue 77, pages 133-155.
- Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Working Papers 97-5, Bank of Canada.
- Guay, A & St-Amant, P, 1996.
"Do Mechanical Filters Provide a Good Approximation of Business Cycles?,"
Technical Reports
78, Bank of Canada.
- Guay, A & St-Amant, P, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Working Papers-Department of Finance Canada 1996-2, Department of Finance Canada.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995.
"Predictive Tests for Structural Change with Unknown Breakpoint,"
CIRANO Working Papers
95s-20, CIRANO.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, EconWPA.
- Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics 9504003, EconWPA.
- Alain DeSerres, & Alain Guay & Pierre St-Amant, . "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Working Papers 95-2, Bank of Canada.
Articles
- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics,
Elsevier, vol. 115(1), pages 91-123, July.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998.
"Predictive tests for structural change with unknown breakpoint,"
Journal of Econometrics,
Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Beaudry, Paul & Guay, Alain, 1996. "What do interest rates reveal about the functioning of real business cycle models?," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1661-1682.
NEP Fields
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-DGE: Dynamic General Equilibrium (2) 1999-02-15 2003-04-13
- NEP-ECM: Econometrics (4) 1998-06-08 1999-11-28 2001-06-14 2001-10-16 Author is listed
- NEP-ETS: Econometric Time Series (2) 1998-07-27 1999-11-28
- NEP-MAC: Macroeconomics (3) 2003-04-13 2004-10-18 2004-10-30 Author is listed
- NEP-MON: Monetary Economics (2) 2004-10-18 2004-10-30
Statistics
Most cited item
- Guay, A & St-Amant, P, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports 78, Bank of Canada.
Most downloaded item (past 12 months)
- Alain Guay & Pierre St-Amant, 1997. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Cahiers de recherche CREFE / CREFE Working Papers 53, CREFE, Université du Québec à Montréal.
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Co-authorship network on CollEc
Corrections
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