Alain Guay
Alain Guay
Verified email at uqam.ca
Title
Cited by
Cited by
Year
Indirect inference and calibration of dynamic stochastic general equilibrium models
R Dridi, A Guay, E Renault
Journal of Econometrics 136 (2), 397-430, 2007
1182007
Predictive tests for structural change with unknown breakpoint
E Ghysels, A Guay, A Hall
Journal of Econometrics 82 (2), 209-233, 1998
981998
A survey of alternative methodologies for estimating potential output and the output gap
C Dupasquier, A Guay, P St-Amant
Journal of Macroeconomics 21 (3), 577-595, 1999
911999
Do the Hodrick-Prescott and Baxter-King filters provide a good approximation of business cycles?
A Guay, P St-Amant
Centre de recherche sur l'emploi et les fluctuations économiques, Université …, 1997
851997
Do the Hodrick-Prescott and Baxter-King filters provide a good approximation of business cycles?
A Guay, P St.-Amant
Annales d'Economie et de Statistique, 133-155, 2005
782005
Do mechanical filters provide a good approximation of business cycles?
A Guay, P St-Amant
Bank of Canada, 1996
731996
What do interest rates reveal about the functioning of real business cycle models?
P Beaudry, A Guay
Journal of Economic Dynamics and Control 20 (9-10), 1661-1682, 1996
691996
A comparison of alternative methodologies for estimating potential output and the output gap
C Dupasquier, A Guay, P St-Amant
Bank of Canada Working Paper 97-5, 1997
681997
Estimating and projecting potential output using structural VAR methodology: the case of the Mexican economy
A DeSerres, A Guay, P St-Amant
Bank of Canada, 1995
621995
Estimating and projecting potential output using structural VAR methodology: the case of the Mexican economy
A DeSerres, A Guay, P St-Amant
Bank of Canada, 1995
621995
Selection of the truncation lag in structural VARs (or VECMs) with long-run restrictions
A DeSerres, A Guay
Bank of Canada, 1995
601995
The US New Keynesian Phillips Curve: An Empirical Assessment
A Guay, F Pelgrin
Bank of Canada, 2004
562004
Adaptive consistent unit-root tests based on autoregressive threshold model
F Bec, A Guay, E Guerre
Journal of Econometrics 142 (1), 94-133, 2008
512008
When is nonfundamentalness in VARs a real problem? An application to news shocks
P Beaudry, P Fève, A Guay, F Portier
National Bureau of Economic Research Working Paper Series, 2015
272015
Systems and methods for location tracking notification
RA Dicke, RJA Guay
US Patent 8,849,314, 2014
272014
Sentiments in svars
P Fève, A Guay
The Economic Journal 129 (618), 877-896, 2019
252019
Wage contracts and labor adjustment costs as endogenous propagation mechanisms
S Ambler, A Guay, L Phaneuf
Centre de recherche sur l'emploi et les fluctuations économiques, Université …, 1999
241999
The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach
P Fève, A Guay
Journal of Money, Credit and Banking 41 (5), 987-1013, 2009
232009
Identification of technology shocks in structural vars
P Fève, A Guay
The Economic Journal 120 (549), 1284-1318, 2010
222010
Indirect inference, nuisance parameter, and threshold moving average models
A Guay, O Scaillet
Journal of Business & Economic Statistics 21 (1), 122-132, 2003
222003
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