Alain Guay

University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ)

P.O. Box 8888, Downtown Station

Montreal, Quebec H3C 3P8

Canada

  • University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ)

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SCHOLARLY PAPERS

10

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Scholarly Papers (10)

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1.

A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap

Bank of Canada Working Paper 97-5
Number of pages: 27 Posted: 29 Dec 1997
Chantal Dupasquier, Alain Guay and Pierre St-Amant
affiliation not provided to SSRN, University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and Bank of Canada
Downloads 418 (137,145)
Citation 9

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2.

The Information Content of Implied Probabilities to Detect Structural Change

CIRPEE Working Paper No. 08-33
Number of pages: 49 Posted: 30 Oct 2008
Alain Guay and Jean-Francois Lamarche
University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and affiliation not provided to SSRN
Downloads 79 (596,198)

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Generalized empirical likelihood, generalized method of moments, parameter instability, structural change

3.

Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions

CIRPEE Working Paper No. 07-47
Number of pages: 42 Posted: 24 Dec 2007
Alain Guay and Florian Pelgrin
University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and EDHEC Business School
Downloads 67 (647,306)
Citation 3

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Information-based inference, Implied probabilities, Weak identification, Generalized method of moments, Phillips curve

4.

When is Nonfundamentalness in Vars a Real Problem? an Application to News Shocks

Downloads 65 (657,264)
Citation 9

When is Nonfundamentalness in Vars a Real Problem? an Application to News Shocks

NBER Working Paper No. w21466
Number of pages: 27 Posted: 18 Aug 2015 Last Revised: 26 Feb 2023
Paul Beaudry, Patrick Fève, Alain Guay and Franck Portier
University of British Columbia (UBC) - Vancouver School of Economics, University of Toulouse 1 - Toulouse School of Economics (TSE), University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and University of Toulouse I - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ)
Downloads 65 (668,914)
Citation 5

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When is Nonfundamentalness in Vars a Real Problem? An Application to News Shocks

CEPR Discussion Paper No. DP10763
Number of pages: 28 Posted: 11 Aug 2015
Paul Beaudry, Patrick Fève, Alain Guay and Franck Portier
University of British Columbia (UBC) - Vancouver School of Economics, University of Toulouse 1 - Toulouse School of Economics (TSE), University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and University of Toulouse I - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ)
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business cycles, news, nonfundamentalness, svar

5.

Dynamic Identification in Vars

NBER Working Paper No. w32598
Number of pages: 51 Posted: 24 Jun 2024
Paul Beaudry, Fabrice Collard, Patrick Fève, Alain Guay and Franck Portier
University of British Columbia (UBC) - Vancouver School of Economics, University of Toulouse Capitole - Toulouse School of Economics, University of Toulouse 1 - Toulouse School of Economics (TSE), University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and University College London
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6.

Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model

Journal of Econometrics, Vol. 142, 2008
Posted: 21 Mar 2009
Frederique Bec, Frederique Bec, Alain Guay and Emmanuel Guerre
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)University of Cergy-Pontoise - THEMA, University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and University of Paris VI Pierre et Marie Curie

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Unit root test, threshold autoregressive model, term structure of interest rates.

7.

Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy

Working Paper 95-2
Posted: 25 Aug 1998
Alain de Serres, Alain Guay and Pierre St-Amant
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and Bank of Canada

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8.

Selection of the Truncation Lag in Structural Vars (or Vecms) with Long-Run Restrictions

95-9
Posted: 20 Aug 1998
Alain de Serres and Alain Guay
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ)

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9.

Structural Change Tests for Simulated Method of Moments

Posted: 14 Aug 1998
Alain Guay and Eric Ghysels
University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and University of North Carolina Kenan-Flagler Business School

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10.

Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?

CREFE Working Paper No. 53
Posted: 02 Jan 1998
Alain Guay and Pierre St-Amant
University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ) and Bank of Canada

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