Alain Guay
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Identifer
Contact
Affiliations
-
Université du Québec à Montréal (UQAM)
/ École des Sciences de la Gestion (ESG)
/ Département des Sciences Économiques
Research profile
author of:
- Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?
Annals of Economics and Statistics, GENES (2005)
by Alain Guay & Pierre Saint-Amant
(ReDIF-article, adr:anecst:y:2005:i:77:p:133-155) - Do Mechanical Filters Provide a Good Approximation of Business Cycles?
Technical Reports, Bank of Canada (1996)
by Alain Guay & Pierre St-Amant
(ReDIF-paper, bca:bocatr:78) - The U.S. New Keynesian Phillips Curve: An Empirical Assessment
Staff Working Papers, Bank of Canada (2004)
by Alain Guay & Florian Pelgrin
(ReDIF-paper, bca:bocawp:04-35) - Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy
Staff Working Papers, Bank of Canada ()
by Alain DeSerres & Alain Guay & Pierre St-Amant
(ReDIF-paper, bca:bocawp:95-2) - A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
Staff Working Papers, Bank of Canada (1997)
by Chantal Dupasquier & Alain Guay & Pierre St-Amant
(ReDIF-paper, bca:bocawp:97-5) - Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
Journal of Business & Economic Statistics, American Statistical Association (2003)
by Guay, Alain & Scaillet, Olivier
(ReDIF-article, bes:jnlbes:v:21:y:2003:i:1:p:122-32) - The Information Content of Implied Probabilities to Detect Structural Change
Working Papers, Brock University, Department of Economics (2005)
by Alain Guay & Jean-Francois Lamarche
(ReDIF-paper, brk:wpaper:0804) - Structural change tests based on implied probabilities for GEL criteria
Working Papers, Brock University, Department of Economics (2009)
by Alain Guay & Jean-Francois Lamarche
(ReDIF-paper, brk:wpaper:0904) - Structural change tests for GEL criteria
Working Papers, Brock University, Department of Economics (2010)
by Alain Guay & Jean-Francois Lamarche
(ReDIF-paper, brk:wpaper:1002) - Testing for Structural Change in the Presence of Auxiliary Models
CIRANO Working Papers, CIRANO (2001)
by Eric Ghysels & Alain Guay
(ReDIF-paper, cir:cirwor:2001s-54) - Predictive Tests for Structural Change with Unknown Breakpoint
CIRANO Working Papers, CIRANO (1995)
by Eric Ghysels & Alain Guay & Alastair Hall
(ReDIF-paper, cir:cirwor:95s-20) - Structural Change Tests for Simulated Method of Moments
CIRANO Working Papers, CIRANO (1998)
by Eric Ghysels & Alain Guay
(ReDIF-paper, cir:cirwor:98s-19) - When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Portier, Franck & Beaudry, Paul & Feve, Patrick & Guay, Alain
(ReDIF-paper, cpr:ceprdp:10763) - Testing for Structural Change in the Presence of Auxiliary Models
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (2001)
by Eric Ghysels & Alain Guay
(ReDIF-paper, cre:crefwp:133) - Optimal Predictive Tests and a Simulation Study
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (2001)
by Alain Guay
(ReDIF-paper, cre:crefwp:142) - Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1997)
by Alain Guay & Pierre St-Amant
(ReDIF-paper, cre:crefwp:53) - Structural Change Tests for Simulated Method of Moments
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1998)
by Eric Guysels & Alain Guay
(ReDIF-paper, cre:crefwp:61) - Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1999)
by Steve Ambler & Alain Guay & Louis Phaneuf
(ReDIF-paper, cre:crefwp:69) - Indirect Inference, Nuisance Parameter and Threshold Moving Average
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1999)
by Alain Guay & Olivier Scaillet
(ReDIF-paper, cre:crefwp:95) - Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
Working Papers, Center for Research in Economics and Statistics (2002)
by Frédérique Bec & Alain Guay & Emmanuel Guerre
(ReDIF-paper, crs:wpaper:2002-46) - A simple unit root test consistent against any stationary alternative
Working Papers, Center for Research in Economics and Statistics (2020)
by Frédéric BEC & Alain GUAY
(ReDIF-paper, crs:wpaper:2020-28) - Structural Change Tests for Simulated Method of Moments
Working Papers, Center for Research in Economics and Statistics (1998)
by Eric Ghysels & Alain Guay
(ReDIF-paper, crs:wpaper:98-37) - Testing For Structural Change In The Presence Of Auxiliary Models
Econometric Theory, Cambridge University Press (2004)
by Ghysels, Eric & Guay, Alain
(ReDIF-article, cup:etheor:v:20:y:2004:i:06:p:1168-1202_20) - A Data-Driven Nonparametric Specification Test For Dynamic Regression Models
Econometric Theory, Cambridge University Press (2006)
by Guay, Alain & Guerre, Emmanuel
(ReDIF-article, cup:etheor:v:22:y:2006:i:04:p:543-586_06) - Structural Change Tests Based On Implied Probabilities For Gel Criteria
Econometric Theory, Cambridge University Press (2012)
by Guay, Alain & Lamarche, Jean-François
(ReDIF-article, cup:etheor:v:28:y:2012:i:06:p:1186-1228_00) - Identification of Technology Shocks in Structural Vars
Economic Journal, Royal Economic Society (2010)
by Patrick Fève & Alain Guay
(ReDIF-article, ecj:econjl:v:120:y:2010:i:549:p:1284-1318) - The New Keynesian Phillips Curve: An empirical assessment
Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
by Florian PELGRIN & Alain GUAY & Richard LUGER
(ReDIF-paper, ecm:nasm04:418) - What do interest rates reveal about the functioning of real business cycle models?
Journal of Economic Dynamics and Control, Elsevier (1996)
by Beaudry, Paul & Guay, Alain
(ReDIF-article, eee:dyncon:v:20:y:1996:i:9-10:p:1661-1682) - Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions
Journal of Economic Dynamics and Control, Elsevier (2012)
by Ambler, Steve & Guay, Alain & Phaneuf, Louis
(ReDIF-article, eee:dyncon:v:36:y:2012:i:1:p:47-62) - Understanding the effect of technology shocks in SVARs with long-run restrictions
Journal of Economic Dynamics and Control, Elsevier (2014)
by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain
(ReDIF-article, eee:dyncon:v:41:y:2014:i:c:p:154-172) - Disaggregation methods based on MIDAS regression
Economic Modelling, Elsevier (2015)
by Guay, Alain & Maurin, Alain
(ReDIF-article, eee:ecmode:v:50:y:2015:i:c:p:123-129) - Structural change tests for simulated method of moments
Journal of Econometrics, Elsevier (2003)
by Ghysels, Eric & Guay, Alain
(ReDIF-article, eee:econom:v:115:y:2003:i:1:p:91-123) - Indirect inference and calibration of dynamic stochastic general equilibrium models
Journal of Econometrics, Elsevier (2007)
by Dridi, Ramdan & Guay, Alain & Renault, Eric
(ReDIF-article, eee:econom:v:136:y:2007:i:2:p:397-430) - Adaptive consistent unit-root tests based on autoregressive threshold model
Journal of Econometrics, Elsevier (2008)
by Bec, Frederique & Guay, Alain & Guerre, Emmanuel
(ReDIF-article, eee:econom:v:142:y:2008:i:1:p:94-133) - Robust adaptive rate-optimal testing for the white noise hypothesis
Journal of Econometrics, Elsevier (2013)
by Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána
(ReDIF-article, eee:econom:v:176:y:2013:i:2:p:134-145) - Identification of structural vector autoregressions through higher unconditional moments
Journal of Econometrics, Elsevier (2021)
by Guay, Alain
(ReDIF-article, eee:econom:v:225:y:2021:i:1:p:27-46) - Predictive tests for structural change with unknown breakpoint
Journal of Econometrics, Elsevier (1998)
by Ghysels, Eric & Guay, Alain & Hall, Alastair
(ReDIF-article, eee:econom:v:82:y:1998:i:2:p:209-233) - A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap
Journal of Macroeconomics, Elsevier (1999)
by Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre
(ReDIF-article, eee:jmacro:v:21:y:1999:i:3:p:577-595) - An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe
EcoMod2008, EcoMod (2008)
by Alain MAURIN & Alain GUAY
(ReDIF-paper, ekd:000238:23800085) - A simple unit root test consistent against any stationary alternative
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2020)
by Frédérique Bec & Alain Guay
(ReDIF-paper, ema:worpap:2020-10) - Do Mechanical Filters Provide a Good Approximation of Business Cycles?
Working Papers-Department of Finance Canada, Department of Finance Canada (1996)
by Guay, A & St-Amant, P
(ReDIF-paper, fca:wpfnca:1996-2) - A simple unit root test consistent against any stationary alternative
Working Papers, HAL (2020)
by Frédérique Bec & Alain Guay
(ReDIF-paper, hal:wpaper:halshs-03010256) - Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012)
by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain
(ReDIF-paper, ide:wpaper:26113) - Labor Market Imperfections and the Dynamics of Postwar Business Cycles
Cahiers de recherche, CIRPEE (2003)
by Steve Ambler & Alain Guay & Louis Phaneuf
(ReDIF-paper, lvl:lacicr:0319) - The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach
Cahiers de recherche, CIRPEE (2007)
by Patrick Fève & Alain Guay
(ReDIF-paper, lvl:lacicr:0737) - Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions
Cahiers de recherche, CIRPEE (2007)
by Alain Guay & Florian Pelgrin
(ReDIF-paper, lvl:lacicr:0747) - The Information Content of Implied Probabilities to Detect Structural Change
Cahiers de recherche, CIRPEE (2008)
by Alain Guay & Jean-François Lamarche
(ReDIF-paper, lvl:lacicr:0833) - Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients
Cahiers de recherche, CIRPEE (2009)
by Alain Guay & Emmanuel Guerre & Stepana Lazarova
(ReDIF-paper, lvl:lacicr:0925) - The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach
Journal of Money, Credit and Banking, Blackwell Publishing (2009)
by Patrick Fève & Alain Guay
(ReDIF-article, mcb:jmoncb:v:41:y:2009:i:5:p:987-1013) - Predictive Tests for Structural Change with Unknown Breakpoint
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ghysels, E. & Guay, A. & Hall, A.
(ReDIF-paper, mtl:montde:9524) - Predictive Tests for Structural Change with Unknown Breakpoint
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ghysels, E. & Guay, A. & Hall, A.
(ReDIF-paper, mtl:montec:9524) - When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Paul Beaudry & Patrick Fève & Alain Guay & Franck Portier
(ReDIF-paper, nbr:nberwo:21466) - Dynamic Identification in VARs
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier
(ReDIF-paper, nbr:nberwo:32598) - Sentiments in SVARs
The Economic Journal, Royal Economic Society (2019)
by Patrick Fève & Alain Guay
(ReDIF-article, oup:econjl:v:129:y:2019:i:618:p:877-896.) - Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
Working Papers, Queen Mary University of London, School of Economics and Finance (2009)
by Alain Guay & Emmanuel Guerre & Štěpána Lazarová
(ReDIF-paper, qmw:qmwecw:645) - Unknown item RePEc:qmw:qmwecw:wp645 (paper)
- Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?"
Computer Codes, Review of Economic Dynamics (2019)
by Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier
(ReDIF-software, red:ccodes:18-478) - When is Nonfundamentalness in SVARs a Real Problem?
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019)
by Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier
(ReDIF-article, red:issued:18-478) - Anticipations, bruits et sentiments
L'Actualité Economique, Société Canadienne de Science Economique (2016)
by Guay, Alain
(ReDIF-article, ris:actuec:0156) - Les neuf vies de la courbe de Phillips américaine : réincarnations ou résilience ?
L'Actualité Economique, Société Canadienne de Science Economique (2005)
by Fauvel, Yvon & Guay, Alain & Paquet, Alain
(ReDIF-article, ris:actuec:v:81:y:2005:i:4:p:665-691) - The New Keynesian Phillips Curve: An Empirical Assessment
Computing in Economics and Finance 2004, Society for Computational Economics (2004)
by Florian PELGRIN & GUAY Alain & LUGER Richard
(ReDIF-paper, sce:scecf4:212) - Optimal Predictive Tests
Econometric Reviews, Taylor & Francis Journals (2003)
by Alain Guay
(ReDIF-article, taf:emetrv:v:22:y:2003:i:4:p:379-410) - Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data
Econometric Reviews, Taylor & Francis Journals (2016)
by Alain Guay & Florian Pelgrin
(ReDIF-article, taf:emetrv:v:35:y:2016:i:3:p:344-372) - Structural change tests for GEL criteria
Econometric Reviews, Taylor & Francis Journals (2018)
by Alain Guay & Jean-François Lamarche
(ReDIF-article, taf:emetrv:v:37:y:2018:i:9:p:1000-1032) - Sentiments in SVARs
TSE Working Papers, Toulouse School of Economics (TSE) (2016)
by Fève, Patrick & Guay, Alain
(ReDIF-paper, tse:wpaper:30484) - When is Nonfundamentalness in SVARs A Real Problem?
TSE Working Papers, Toulouse School of Economics (TSE) (2016)
by Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck
(ReDIF-paper, tse:wpaper:31229) - The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach
Journal of Money, Credit and Banking, Blackwell Publishing (2009)
by Patrick Fève & Alain Guay
(ReDIF-article, wly:jmoncb:v:41:y:2009:i:5:p:987-1013) - Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
Econometrics, University Library of Munich, Germany (1995)
by Alain DeSerres & Alain Guay
(ReDIF-paper, wpa:wuwpem:9510001) - Estimating and Projecting Potential Output Using Structural VAR Methodology
Macroeconomics, University Library of Munich, Germany (1995)
by Alain DeSerres & Alain Guay & Pierre St-Amant
(ReDIF-paper, wpa:wuwpma:9504003)