Alain Guay

Available identifiers

Publication	Date of Publication	Type
Structural VAR models in the frequency domain	2023-08-18	Paper
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data	2022-06-07	Paper
Structural change tests for GEL criteria	2022-03-04	Paper
Identification of structural vector autoregressions through higher unconditional moments	2021-10-26	Paper
Understanding the effect of technology shocks in SVARs with long-run restrictions	2018-11-01	Paper
Adaptive consistent unit-root tests based on autoregressive threshold model	2016-06-03	Paper
Indirect inference and calibration of dynamic stochastic general equilibrium models	2016-05-02	Paper
Robust adaptive rate-optimal testing for the white noise hypothesis	2014-04-03	Paper
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA	2014-02-24	Paper
Endogenous business cycle propagation and the persistence problem: the role of labor-market frictions	2012-06-18	Paper
A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS	2006-11-14	Paper
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS	2005-09-05	Paper
Optimal Predictive Tests	2003-11-06	Paper
Structural change tests for simulated method of moments.	2003-06-09	Paper
Predictive tests for structural change with unknown breakpoint	2000-09-24	Paper
What do interest rates reveal about the functioning of real business cycle models ?	1997-02-27	Paper

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