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Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012

Persistent link: https://www.econbiz.de/10009524285

Testing for news and noise in non-stationary time series subject to multiple historical revisions

Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - In: Journal of macroeconomics 60 (2019), pp. 396-407

Persistent link: https://www.econbiz.de/10012243203

Permanent-transitory decomposition in VAR models with cointegration and common cycles

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532

Persistent link: https://www.econbiz.de/10001522143

Testing for common cyclical features in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001

Persistent link: https://www.econbiz.de/10001590410

Testing for common cyclical features in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001

We consider VAR models for variables exhibiting cointegration and comon cyclical features. While the presence of … cointegration reduces the rank of the long-run multiplier matrix, other types of common features lead to rank reduction of the short …

Persistent link: https://www.econbiz.de/10001590471

Testing for common cyclical features in var models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001

We consider VAR models for variables exhibiting cointegration and common cyclical features. While the presence of … cointegration reduces the rank of the long-run multiplier matrix, other types of common features lead to rank reduction of the short …

Persistent link: https://www.econbiz.de/10011398127