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Information about:
Alain Hecq

Personal Details | Affiliation | Works
This is information that was supplied by Alain Hecq in registering through RePEc. If you are Alain Hecq , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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, plain text, 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!]

  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 GmbH. [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 GmbH. [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 GmbH. [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," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 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," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 1998016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

Articles

  1. 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!]

  2. 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:

  3. 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)

  4. 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)

  5. 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)

  6. 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:

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

  8. 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)

  9. 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)

  10. 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)

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

  12. 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)

  13. 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)

  14. 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)

  15. 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)

  16. 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 2008-10-7.

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