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Alain Guay

Personal Details

First Name:Alain
Middle Name:
Last Name:Guay
Suffix:
RePEc Short-ID:pgu8
https://sites.google.com/site/alainguayeconomicsuqam/

Affiliation

(50%) Département des Sciences Économiques
École des Sciences de la Gestion (ESG)
Université du Québec à Montréal (UQAM)

Montréal, Canada
https://economie.esg.uqam.ca/

: (514)987-4114
(514)987-8494
Case postale 8888, succursale Centre-Ville, Montréal (Québec) H3C 3P8
RePEc:edi:duqamca (more details at EDIRC)

(50%) Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP)

Montréal/Québec, Canada
http://www.crrep.ca/

: (418)656-2131 ext 11260

Pavillon J.-A.-DeS&egarve;ve, 1025, avenue des Sciences-Humaines, bureau DES-2186, Université Laval, Québec (Québec) G1V 0A6
RePEc:edi:cirpeca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Fève, Patrick & Guay, Alain, 2016. "Sentiments in SVARs," TSE Working Papers 16-656, Toulouse School of Economics (TSE).
  2. Paul Beaudry & Patrick Fève & Alain Guay & Franck Portier, 2015. "When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks," NBER Working Papers 21466, National Bureau of Economic Research, Inc.
  3. Alain Guay & Jean-Francois Lamarche, 2010. "Structural change tests for GEL criteria," Working Papers 1002, Brock University, Department of Economics.
  4. Alain Guay & Jean-Francois Lamarche, 2009. "Structural change tests based on implied probabilities for GEL criteria," Working Papers 0904, Brock University, Department of Economics, revised May 2011.
  5. Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
  6. Patrick Fève & Alain Guay, 2007. "The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach," Cahiers de recherche 0737, CIRPEE.
  7. Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
  8. 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.
  9. Steve Ambler & Alain Guay & Louis Phaneuf, 2003. "Labor Market Imperfections and the Dynamics of Postwar Business Cycles," Cahiers de recherche 0319, CIRPEE.
  10. Frédérique Bec & Alain Guay & Emmanuel Guerre, 2002. "Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model," Working Papers 2002-46, Center for Research in Economics and Statistics.
  11. 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.
  12. Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
  13. 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.
  14. 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.
  15. Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
  16. Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
  17. 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.
  18. Guay, A & St-Amant, P, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports 78, Bank of Canada.
  19. Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
  20. Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, EconWPA.
  21. Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics 9504003, EconWPA.
  22. Alain DeSerres, & Alain Guay & Pierre St-Amant, "undated". "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Staff Working Papers 95-2, Bank of Canada.

Articles

  1. Guay, Alain, 2016. "Anticipations, bruits et sentiments," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(4), pages 621-648, Décembre.
  2. Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2014. "Understanding the effect of technology shocks in SVARs with long-run restrictions," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 154-172.
  3. Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013. "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, vol. 176(2), pages 134-145.
  4. Patrick Fève & Alain Guay, 2010. "Identification of Technology Shocks in Structural Vars," Economic Journal, Royal Economic Society, vol. 120(549), pages 1284-1318, December.
  5. Patrick Fève & Alain Guay, 2009. "The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 987-1013, August.
  6. Bec, Frederique & Guay, Alain & Guerre, Emmanuel, 2008. "Adaptive consistent unit-root tests based on autoregressive threshold model," Journal of Econometrics, Elsevier, vol. 142(1), pages 94-133, January.
  7. Guay, Alain & Guerre, Emmanuel, 2006. "A Data-Driven Nonparametric Specification Test For Dynamic Regression Models," Econometric Theory, Cambridge University Press, vol. 22(04), pages 543-586, August.
  8. Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
  9. 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.
  10. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 1998-06-08 1999-11-28 2001-06-14 2001-10-09 2001-10-16 2008-02-16 2009-07-17 2016-06-14. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2003-04-13 2004-10-18 2004-10-30 2007-11-03 2008-02-16 2015-09-05 2016-06-14. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 1998-07-27 1999-11-28 2015-09-05
  4. NEP-DGE: Dynamic General Equilibrium (2) 1999-02-15 2003-04-13
  5. NEP-MON: Monetary Economics (2) 2004-10-18 2004-10-30
  6. NEP-BEC: Business Economics (1) 2007-11-03
  7. NEP-CBA: Central Banking (1) 2007-11-03

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