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Alain Hecq

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Personal Details

First Name: Alain
Middle Name:
Last Name: Hecq
Suffix:

RePEc Short-ID: phe63

Email:
Homepage: http://www.personeel.unimaas.nl/a.hecq
Postal Address: University of Maastricht Dept. of Quantitative Economics P.O.Box 616 6200 MD Maastricht The Netherlands
Phone:

Affiliation

Vakgroep Kwantitatieve Economie
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/web/Faculties/SBE/Theme/Departments/QuantitativeEconomics.htm
Email:
Phone: +31 43 388 3834
Fax: +31 43 388 4874
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:dqmaanl (more details at EDIRC)

Works

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Working papers

  1. Götz T.B. & Hecq A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) 028, Maastricht University, Graduate School of Business and Economics (GSBE).
  2. Götz T.B. & Hecq A.W. & Urbain J.R.Y.J., 2014. "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) 027, Maastricht University, Graduate School of Business and Economics (GSBE).
  3. Guillén, Osmani Teixeira de Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 742, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  4. Hecq A.W. & Urbain J.R.Y.J. & Götz T.B., 2013. "Testing for common cycles in non-stationary VARs with varied frecquency data," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) 002, Maastricht University, Graduate School of Business and Economics (GSBE).
  5. Götz T.B. & Hecq A.W., 2013. "Nowcasting causality in mixed frequency vector autoregressive models," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) 050, Maastricht University, Graduate School of Business and Economics (GSBE).
  6. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series, Central Bank of Brazil, Research Department 330, Central Bank of Brazil, Research Department.
  7. Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2012. "A General to Specific Approach for Constructing Composite Business Cycle Indicators," CEIS Research Paper, Tor Vergata University, CEIS 224, Tor Vergata University, CEIS, revised 27 Feb 2012.
  8. Götz Thomas B. & Hecq Alain & Urbain Jean-Pierre, 2012. "Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  9. Hecq Alain & Laurent Sébastien & Palm Franz C., 2012. "On the Univariate Representation of BEKK Models with Common Factors," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  10. Hecq, Alain & Issler, João Victor, 2012. "A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data," Economics Working Papers (Ensaios Economicos da EPGE) 728, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Götz Thomas & Hecq Alain & Urbain Jean-Pierre, 2012. "Forecasting Mixed Frequency Time Series with ECM-MIDAS Models," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  12. Hecq Alain & Laurent Sébastien & Palm Franz, 2011. "Common intraday periodicity," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  13. Gengenbach Christian & Hecq Alain & Urbain Jean-Pierre, 2011. "Are Panel Unit Root Tests Useful for Real-Time Data?," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  14. Hecq Alain & Laurent Sébastien & Palm Franz, 2011. "On the Univariate Representation of Multivariate Volatility Models with Common Factors," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  15. Gianluca Cubadda & Alain Hecq, 2009. "Testing for Common Autocorrelation in Data Rich Environments," CEIS Research Paper, Tor Vergata University, CEIS 153, Tor Vergata University, CEIS, revised 04 Dec 2009.
  16. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper, Tor Vergata University, CEIS 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
  17. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  18. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Studying Co-movements in Large Multivariate Models Without Multivariate Modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  19. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006. "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers esdp06028, University of Molise, Dept. EGSeI.
  20. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005, Society for Computational Economics 258, Society for Computational Economics.
  21. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Dept. EGSeI.
  22. Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp03002, University of Molise, Dept. EGSeI.
  23. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo Group Munich.
  24. Candelon,Bertrand & Hecq,Alain, 2002. "Multi-Regime Common Cyclical Features," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  25. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo Group Munich.
  26. Candelon, Bertrand & Hecq, Alain & Lohest, Olivier, 2000. "Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 2000029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  27. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Determining a perfect optimum currency area using common cycles," ULB Institutional Repository 2013/10451, ULB -- Universite Libre de Bruxelles.
  28. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo Group Munich.
  29. Michel Beine & Alain Hecq, 1999. "Inference in codependence: some Monte Carlo results and applications," ULB Institutional Repository 2013/10457, ULB -- Universite Libre de Bruxelles.
  30. Michel Beine & Frédéric Docquier & Alain Hecq, 1999. "Convergence des groupes en Europe: une analyse sur données régionales," ULB Institutional Repository 2013/10459, ULB -- Universite Libre de Bruxelles.
  31. Candelon, Bertrand C.B. & Hecq, Alain W.J., 1998. "Stability of Okun's Law in a Codependent System," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 1998016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  32. Michel Beine & Alain Hecq, 1998. "Codependence and convergence in the EC economies," ULB Institutional Repository 2013/10463, ULB -- Universite Libre de Bruxelles.
  33. Michel Beine & Alain Hecq, 1997. "Asymmetric shocks inside future EMU," ULB Institutional Repository 2013/10465, ULB -- Universite Libre de Bruxelles.
  34. Isabelle Boydens & Eric Geerkens & Alain Hecq, 1992. "Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes," ULB Institutional Repository 2013/97153, ULB -- Universite Libre de Bruxelles.

Articles

  1. Thomas B. Götz & Alain Hecq & Jean‐Pierre Urbain, 2014. "Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 198-213, 04.
  2. Götz, Thomas B. & Hecq, Alain, 2014. "Nowcasting causality in mixed frequency vector autoregressive models," Economics Letters, Elsevier, Elsevier, vol. 122(1), pages 74-78.
  3. Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2013. "A general to specific approach for constructing composite business cycle indicators," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 367-374.
  4. Gianluca Cubadda & Alain Hecq, 2011. "Testing for common autocorrelation in data‐rich environments," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 30(3), pages 325-335, April.
  5. Alain Hecq & Sébastien Laurent & Franz C. Palm, 2011. "Common Intraday Periodicity," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 325-353, 2012 20 1.
  6. Alain Hecq, 2009. "Asymmetric business cycle co-movements," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(6), pages 579-584.
  7. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, Elsevier, vol. 148(1), pages 25-35, January.
  8. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, Elsevier, vol. 99(3), pages 537-540, June.
  9. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, Elsevier, vol. 24(1), pages 149-166, January.
  10. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, Elsevier, vol. 132(1), pages 117-141, May.
  11. Alain Hecq, 2005. "Should we really care about building business cycle coincident indexes!," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(3), pages 141-144.
  12. Candelon, Bertrand & Hecq, Alain & Verschoor, Willem F.C., 2005. "Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(8), pages 1317-1334, December.
  13. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(3), pages 273-307.
  14. Cubadda, Gianluca & Hecq, Alain, 2001. "On non-contemporaneous short-run co-movements," Economics Letters, Elsevier, Elsevier, vol. 73(3), pages 389-397, December.
  15. Hecq, Alain & Palm, Franz C & Urbain, Jean-Pierre, 2000. " Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 511-32, September.
  16. Bertrand Candelon & Alain Hecq, 2000. "Stability of activity-unemployment relationship in a codependent system," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(10), pages 687-693.
  17. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer, Springer, vol. 27(2), pages 115-132, June.
  18. Michel BEINE & Alain HECQ, 1999. "Inference in Codependence : Some Monte Carlo Results and Applications," Annales d'Economie et de Statistique, ENSAE, issue 54, pages 69-90.
  19. Hecq, Alain, 1998. "Does seasonal adjustment induce common cycles?," Economics Letters, Elsevier, Elsevier, vol. 59(3), pages 289-297, June.
  20. Beine, Michel & Hecq, Alain, 1998. "Codependence and Convergence in the EC Economies," Journal of Policy Modeling, Elsevier, Elsevier, vol. 20(4), pages 403-426, August.
  21. Alain Hecq & Beno�t Mahy, 1997. "Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests," LABOUR, CEIS, CEIS, vol. 11(1), pages 177-199, 04.
  22. Beine, Michel & Hecq, Alain, 1997. "Asymmetric Shocks Inside Future EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, Center for Economic Integration, Sejong University, vol. 12, pages 131-140.
  23. Alain Hecq, 1996. "IGARCH effect on autoregressive lag length selection and causality tests," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 3(5), pages 317-323.
  24. Hecq, Alain, 1995. "Unit root tests with level shift in the presence of GARCH," Economics Letters, Elsevier, Elsevier, vol. 49(2), pages 125-130, August.
  25. Hecq, Alain & Urbain, Jean-Pierre, 1993. "Misspecification tests, unit roots and level shifts," Economics Letters, Elsevier, Elsevier, vol. 43(2), pages 129-135.
  26. Alain Hecq, 1992. "L'impact du changement de définition de l'indice des prix de gros en Belgique sur la causalité prix de gros/prix de détail," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, ULB -- Universite Libre de Bruxelles, vol. 136, pages 491-514.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-07-20
  2. NEP-CBA: Central Banking (1) 2006-05-06
  3. NEP-ECM: Econometrics (9) 2003-07-16 2008-07-20 2008-07-20 2009-12-19 2012-03-08 2013-07-20 2013-12-15 2014-09-08 2014-09-08. Author is listed
  4. NEP-ETS: Econometric Time Series (8) 2003-07-13 2008-07-20 2009-12-19 2012-03-08 2013-07-20 2013-12-15 2014-02-02 2014-02-02. Author is listed
  5. NEP-FIN: Finance (1) 2003-07-13
  6. NEP-FOR: Forecasting (3) 2013-07-20 2013-12-15 2014-02-02
  7. NEP-HIS: Business, Economic & Financial History (1) 2014-02-02
  8. NEP-LTV: Unemployment, Inequality & Poverty (1) 2002-02-10
  9. NEP-MAC: Macroeconomics (3) 2003-07-13 2006-05-06 2008-07-20
  10. NEP-MST: Market Microstructure (1) 2014-09-08
  11. NEP-OPM: Open Economy Macroeconomics (1) 2008-07-20
  12. NEP-ORE: Operations Research (1) 2014-09-08

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