Alain Guay
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Affiliations
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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? (RePEc:adr:anecst:y:2005:i:77:p:133-155)
by Alain Guay & Pierre Saint-Amant - Do Mechanical Filters Provide a Good Approximation of Business Cycles? (RePEc:bca:bocatr:78)
by Alain Guay & Pierre St-Amant - The U.S. New Keynesian Phillips Curve: An Empirical Assessment (RePEc:bca:bocawp:04-35)
by Alain Guay & Florian Pelgrin - Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy (RePEc:bca:bocawp:95-2)
by Alain DeSerres & Alain Guay & Pierre St-Amant - A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap (RePEc:bca:bocawp:97-5)
by Chantal Dupasquier & Alain Guay & Pierre St-Amant - Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:122-32)
by Guay, Alain & Scaillet, Olivier - The Information Content of Implied Probabilities to Detect Structural Change (RePEc:brk:wpaper:0804)
by Alain Guay & Jean-Francois Lamarche - Structural change tests based on implied probabilities for GEL criteria (RePEc:brk:wpaper:0904)
by Alain Guay & Jean-Francois Lamarche - Structural change tests for GEL criteria (RePEc:brk:wpaper:1002)
by Alain Guay & Jean-Francois Lamarche - Testing for Structural Change in the Presence of Auxiliary Models (RePEc:cir:cirwor:2001s-54)
by Eric Ghysels & Alain Guay - Predictive Tests for Structural Change with Unknown Breakpoint (RePEc:cir:cirwor:95s-20)
by Eric Ghysels & Alain Guay & Alastair Hall - Structural Change Tests for Simulated Method of Moments (RePEc:cir:cirwor:98s-19)
by Eric Ghysels & Alain Guay - When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks (RePEc:cpr:ceprdp:10763)
by Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck - Testing for Structural Change in the Presence of Auxiliary Models (RePEc:cre:crefwp:133)
by Eric Ghysels & Alain Guay - Optimal Predictive Tests and a Simulation Study (RePEc:cre:crefwp:142)
by Alain Guay - Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? (RePEc:cre:crefwp:53)
by Alain Guay & Pierre St-Amant - Structural Change Tests for Simulated Method of Moments (RePEc:cre:crefwp:61)
by Eric Guysels & Alain Guay - Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms (RePEc:cre:crefwp:69)
by Steve Ambler & Alain Guay & Louis Phaneuf - Indirect Inference, Nuisance Parameter and Threshold Moving Average (RePEc:cre:crefwp:95)
by Alain Guay & Olivier Scaillet - Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model (RePEc:crs:wpaper:2002-46)
by Frédérique Bec & Alain Guay & Emmanuel Guerre - A simple unit root test consistent against any stationary alternative (RePEc:crs:wpaper:2020-28)
by Frédéric BEC & Alain GUAY - Structural Change Tests for Simulated Method of Moments (RePEc:crs:wpaper:98-37)
by Eric Ghysels & Alain Guay - Testing For Structural Change In The Presence Of Auxiliary Models (RePEc:cup:etheor:v:20:y:2004:i:06:p:1168-1202_20)
by Ghysels, Eric & Guay, Alain - A Data-Driven Nonparametric Specification Test For Dynamic Regression Models (RePEc:cup:etheor:v:22:y:2006:i:04:p:543-586_06)
by Guay, Alain & Guerre, Emmanuel - Structural Change Tests Based On Implied Probabilities For Gel Criteria (RePEc:cup:etheor:v:28:y:2012:i:06:p:1186-1228_00)
by Guay, Alain & Lamarche, Jean-François - Identification of Technology Shocks in Structural Vars (RePEc:ecj:econjl:v:120:y:2010:i:549:p:1284-1318)
by Patrick Fève & Alain Guay - The New Keynesian Phillips Curve: An empirical assessment (RePEc:ecm:nasm04:418)
by Florian PELGRIN & Alain GUAY & Richard LUGER - What do interest rates reveal about the functioning of real business cycle models? (RePEc:eee:dyncon:v:20:y:1996:i:9-10:p:1661-1682)
by Beaudry, Paul & Guay, Alain - Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions (RePEc:eee:dyncon:v:36:y:2012:i:1:p:47-62)
by Ambler, Steve & Guay, Alain & Phaneuf, Louis - Understanding the effect of technology shocks in SVARs with long-run restrictions (RePEc:eee:dyncon:v:41:y:2014:i:c:p:154-172)
by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain - Disaggregation methods based on MIDAS regression (RePEc:eee:ecmode:v:50:y:2015:i:c:p:123-129)
by Guay, Alain & Maurin, Alain - Structural change tests for simulated method of moments (RePEc:eee:econom:v:115:y:2003:i:1:p:91-123)
by Ghysels, Eric & Guay, Alain - Indirect inference and calibration of dynamic stochastic general equilibrium models (RePEc:eee:econom:v:136:y:2007:i:2:p:397-430)
by Dridi, Ramdan & Guay, Alain & Renault, Eric - Adaptive consistent unit-root tests based on autoregressive threshold model (RePEc:eee:econom:v:142:y:2008:i:1:p:94-133)
by Bec, Frederique & Guay, Alain & Guerre, Emmanuel - Robust adaptive rate-optimal testing for the white noise hypothesis (RePEc:eee:econom:v:176:y:2013:i:2:p:134-145)
by Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána - Identification of structural vector autoregressions through higher unconditional moments (RePEc:eee:econom:v:225:y:2021:i:1:p:27-46)
by Guay, Alain - Predictive tests for structural change with unknown breakpoint (RePEc:eee:econom:v:82:y:1998:i:2:p:209-233)
by Ghysels, Eric & Guay, Alain & Hall, Alastair - A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap (RePEc:eee:jmacro:v:21:y:1999:i:3:p:577-595)
by Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre - An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe (RePEc:ekd:000238:23800085)
by Alain MAURIN & Alain GUAY - A simple unit root test consistent against any stationary alternative (RePEc:ema:worpap:2020-10)
by Frédérique Bec & Alain Guay - Do Mechanical Filters Provide a Good Approximation of Business Cycles? (RePEc:fca:wpfnca:1996-2)
by Guay, A & St-Amant, P - A simple unit root test consistent against any stationary alternative (RePEc:hal:wpaper:halshs-03010256)
by Frédérique Bec & Alain Guay - Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions (RePEc:ide:wpaper:26113)
by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain - Labor Market Imperfections and the Dynamics of Postwar Business Cycles (RePEc:lvl:lacicr:0319)
by Steve Ambler & Alain Guay & Louis Phaneuf - The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach (RePEc:lvl:lacicr:0737)
by Patrick Fève & Alain Guay - Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions (RePEc:lvl:lacicr:0747)
by Alain Guay & Florian Pelgrin - The Information Content of Implied Probabilities to Detect Structural Change (RePEc:lvl:lacicr:0833)
by Alain Guay & Jean-François Lamarche - Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients (RePEc:lvl:lacicr:0925)
by Alain Guay & Emmanuel Guerre & Stepana Lazarova - The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach (RePEc:mcb:jmoncb:v:41:y:2009:i:5:p:987-1013)
by Patrick Fève & Alain Guay - Predictive Tests for Structural Change with Unknown Breakpoint (RePEc:mtl:montde:9524)
by Ghysels, E. & Guay, A. & Hall, A. - Predictive Tests for Structural Change with Unknown Breakpoint (RePEc:mtl:montec:9524)
by Ghysels, E. & Guay, A. & Hall, A. - When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks (RePEc:nbr:nberwo:21466)
by Paul Beaudry & Patrick Fève & Alain Guay & Franck Portier - Sentiments in SVARs (RePEc:oup:econjl:v:129:y:2019:i:618:p:877-896.)
by Patrick Fève & Alain Guay - Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients (RePEc:qmw:qmwecw:645)
by Alain Guay & Emmanuel Guerre & Štěpána Lazarová - Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients (RePEc:qmw:qmwecw:wp645)
by Alain Guay & Emmanuel Guerre & Štěpána Lazarová - Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?" (RePEc:red:ccodes:18-478)
by Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier - When is Nonfundamentalness in SVARs a Real Problem? (RePEc:red:issued:18-478)
by Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier - Anticipations, bruits et sentiments (RePEc:ris:actuec:0156)
by Guay, Alain - Les neuf vies de la courbe de Phillips américaine : réincarnations ou résilience ? (RePEc:ris:actuec:v:81:y:2005:i:4:p:665-691)
by Fauvel, Yvon & Guay, Alain & Paquet, Alain - The New Keynesian Phillips Curve: An Empirical Assessment (RePEc:sce:scecf4:212)
by Florian PELGRIN & GUAY Alain & LUGER Richard - Optimal Predictive Tests (RePEc:taf:emetrv:v:22:y:2003:i:4:p:379-410)
by Alain Guay - Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (RePEc:taf:emetrv:v:35:y:2016:i:3:p:344-372)
by Alain Guay & Florian Pelgrin - Structural change tests for GEL criteria (RePEc:taf:emetrv:v:37:y:2018:i:9:p:1000-1032)
by Alain Guay & Jean-François Lamarche - Sentiments in SVARs (RePEc:tse:wpaper:30484)
by Fève, Patrick & Guay, Alain - When is Nonfundamentalness in SVARs A Real Problem? (RePEc:tse:wpaper:31229)
by Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck - The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach (RePEc:wly:jmoncb:v:41:y:2009:i:5:p:987-1013)
by Patrick Fève & Alain Guay - Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions (RePEc:wpa:wuwpem:9510001)
by Alain DeSerres & Alain Guay - Estimating and Projecting Potential Output Using Structural VAR Methodology (RePEc:wpa:wuwpma:9504003)
by Alain DeSerres & Alain Guay & Pierre St-Amant