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Information about:
Alain Hecq

Personal Details | Affiliation | Works
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Personal Details

First Name: Alain
Middle Name:
Last Name: Hecq
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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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
    Published as:

  2. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

  3. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Studying Co-movements in Large Multivariate Models Without Multivariate Modelling," Research Memoranda 032, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  4. 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. SEGeS. [Downloadable!]

  5. 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 258, Society for Computational Economics. [Downloadable!]

  6. 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. SEGeS. [Downloadable!]
    Other versions:
    Published as:

  7. 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. SEGeS. [Downloadable!]

  8. Candelon,Bertrand & Hecq,Alain, 2002. "Multi-Regime Common Cyclical Features," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  9. Hecq, A. & Palm, F. C. & Urbain, C. J.-P., 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Published as:

  10. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  11. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  12. 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) 2000029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

  13. 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) 1998016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

Articles

  1. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January. [Downloadable!] (restricted)
    Other versions:

  2. Alain Hecq, 2009. "Asymmetric business cycle co-movements," Applied Economics Letters, Taylor and Francis Journals, vol. 16(6), pages 579-584. [Downloadable!] (restricted)

  3. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, vol. 99(3), pages 537-540, June. [Downloadable!] (restricted)
    Other versions:
    • Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  4. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January. [Downloadable!] (restricted)
    Other versions:

  5. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May. [Downloadable!] (restricted)

  6. 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, vol. 24(8), pages 1317-1334, December. [Downloadable!] (restricted)

  7. Alain Hecq, 2005. "Should we really care about building business cycle coincident indexes!," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 141-144, February. [Downloadable!] (restricted)

  8. 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 and Francis Journals, vol. 21(3), pages 273-307. [Downloadable!] (restricted)
    Other versions:

  9. Cubadda, Gianluca & Hecq, Alain, 2001. "On non-contemporaneous short-run co-movements," Economics Letters, Elsevier, vol. 73(3), pages 389-397, December. [Downloadable!] (restricted)

  10. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer, vol. 27(2), pages 115-132, June. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)

  12. Candelon, Bertrand & Hecq, Alain, 2000. "Stability of Activity-Unemployment Relationship in a Codependent System," Applied Economics Letters, Taylor and Francis Journals, vol. 7(10), pages 687-93, October. [Downloadable!] (restricted)

  13. Michel Beine & Alain Hecq, 1999. "Inference in Codependence : Some Monte Carlo Results and Applications," Annales d'Economie et de Statistique, ADRES, issue 54, pages 04, Avril-Jui. [Downloadable!]

  14. Hecq, Alain, 1998. "Does seasonal adjustment induce common cycles?," Economics Letters, Elsevier, vol. 59(3), pages 289-297, June. [Downloadable!] (restricted)

  15. Beine, Michel & Hecq, Alain, 1998. "Codependence and Convergence in the EC Economies," Journal of Policy Modeling, Elsevier, vol. 20(4), pages 403-426, August. [Downloadable!] (restricted)

  16. Alain Hecq & Benoît Mahy, 1997. "Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests," LABOUR, CEIS, Fondazione Giacomo Brodolini and Blackwell Publishing Ltd, vol. 11(1), pages 177-199, 04. [Downloadable!] (restricted)

  17. Hecq, Alain, 1996. "IGARCH Effect on Autoregressive Lag Length Selection and Causality Tests," Applied Economics Letters, Taylor and Francis Journals, vol. 3(5), pages 317-23, May. [Downloadable!] (restricted)

  18. Hecq, Alain, 1995. "Unit root tests with level shift in the presence of GARCH," Economics Letters, Elsevier, vol. 49(2), pages 125-130, August. [Downloadable!] (restricted)

  19. Hecq, Alain & Urbain, Jean-Pierre, 1993. "Misspecification tests, unit roots and level shifts," Economics Letters, Elsevier, vol. 43(2), pages 129-135. [Downloadable!] (restricted)

NEP Fields

8 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 (4) 2003-07-16 2007-04-09 2008-07-20 2008-07-20 Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2003-07-13 2008-07-20 Author is listed
  5. NEP-FIN: Finance (1) 2003-07-13
  6. NEP-LTV: Unemployment, Inequality & Poverty (1) 2002-02-10
  7. NEP-MAC: Macroeconomics (4) 2003-07-13 2006-05-06 2007-04-09 2008-07-20 Author is listed
  8. NEP-OPM: Open MacroEconomics (1) 2008-07-20
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This page was last updated on 2009-10-27.

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