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
(in no particular order)
Vakgroep Kwantitatieve Economie (Department of Quantitative Economics)
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.fdewb.unimaas.nl/KE/
Email:
Phone: +31 43 388 3834
Fax: +31 43 388 4874
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:dqmaanl (registered authors at this institution)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- 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: - 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: - 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!]
- 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!]
- 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!]
- 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:
- 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)
- 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!]
- 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!]
- 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: - 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!]
- 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!]
- 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).
- 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
- 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: - Alain Hecq, 2009.
"Asymmetric business cycle co-movements,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 16(6), pages 579-584.
[Downloadable!] (restricted)
- 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!]
- 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:
- 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!]
- Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008.
"Common Shocks, Common Dynamics, and the International Business Cycle,"
CEIS Research Paper
106, Tor Vergata University, CEIS, revised 07 Jul 2008.
[Downloadable!]
- 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)
- 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)
- 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)
- 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: - Cubadda, Gianluca & Hecq, Alain, 2001.
"On non-contemporaneous short-run co-movements,"
Economics Letters,
Elsevier, vol. 73(3), pages 389-397, December.
[Downloadable!] (restricted)
- 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)
- 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)
- 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)
- 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!]
- Hecq, Alain, 1998.
"Does seasonal adjustment induce common cycles?,"
Economics Letters,
Elsevier, vol. 59(3), pages 289-297, June.
[Downloadable!] (restricted)
- 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)
- 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)
- 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)
- 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)
- 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):
- NEP-BEC: Business Economics (1) 2008-07-20
- NEP-CBA: Central Banking (1) 2006-05-06
- NEP-ECM: Econometrics (4) 2003-07-16 2007-04-09 2008-07-20 2008-07-20 Author is listed
- NEP-ETS: Econometric Time Series (2) 2003-07-13 2008-07-20 Author is listed
- NEP-FIN: Finance (1) 2003-07-13
- NEP-LTV: Unemployment, Inequality & Poverty (1) 2002-02-10
- NEP-MAC: Macroeconomics (4) 2003-07-13 2006-05-06 2007-04-09 2008-07-20 Author is listed
- NEP-OPM: Open MacroEconomics (1) 2008-07-20
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