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Alain Hecq

Global rank #35716 59%

Institution: Maastricht University

Primary Field: General (weighted toward more recent publications)

Homepage: https://www.alainhecq.eu/

First Publication: Unknown

Most Recent: Unknown

RePEc ID: phe63 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.68 0.00 2.01
Last 10 Years 0.00 1.34 4.36 0.00 7.88
All Time 0.00 2.68 7.21 0.00 17.93

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 0.00

Publications (24)

Year Article Journal Tier Authors
2025 Detecting cointegrating relations in non-stationary matrix-valued time series Economics Letters C 3
2024 A short term credibility index for central banks under inflation targeting: An application to Brazil Journal of International Money and Finance B 3
2022 Dimension Reduction for High‐Dimensional Vector Autoregressive Models Oxford Bulletin of Economics and Statistics B 2
2020 Mixed causal–noncausal autoregressions with exogenous regressors Journal of Applied Econometrics B 3
2019 Detecting Co‐Movements in Non‐Causal Time Series Oxford Bulletin of Economics and Statistics B 3
2018 Generating univariate fractional integration within a large VAR(1) Journal of Econometrics A 3
2017 A vector heterogeneous autoregressive index model for realized volatility measures International Journal of Forecasting B 3
2016 Testing for deterministic seasonality in mixed-frequency VARs Economics Letters C 2
2016 Testing for Granger causality in large mixed-frequency VARs Journal of Econometrics A 3
2016 Combining forecasts from successive data vintages: An application to U.S. growth International Journal of Forecasting B 3
2015 Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions International Journal of Forecasting B 4
2014 Nowcasting causality in mixed frequency vector autoregressive models Economics Letters C 2
2013 A general to specific approach for constructing composite business cycle indicators Economic Modeling C 3
2009 Studying co-movements in large multivariate data prior to multivariate modelling Journal of Econometrics A 3
2008 Macro-panels and reality Economics Letters C 3
2007 Common shocks, common dynamics, and the international business cycle Economic Modeling C 3
2006 Common cyclical features analysis in VAR models with cointegration Journal of Econometrics A 3
2005 Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion Journal of International Money and Finance B 3
2001 On non-contemporaneous short-run co-movements Economics Letters C 2
2000 repec:bla:obuest:v:62:y:2000:i:4:p:511-32 Oxford Bulletin of Economics and Statistics B 2
2000 Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles Oxford Bulletin of Economics and Statistics B 3
1998 Does seasonal adjustment induce common cycles? Economics Letters C 1
1995 Unit root tests with level shift in the presence of GARCH Economics Letters C 1
1993 Misspecification tests, unit roots and level shifts Economics Letters C 2