Concepedia

Alain Hecq

AH

Statistics

Publications

28

Citations

782

H-Index

17

Active since

1993

Affiliations

Maastricht University(Current)

University of Rome Tor Vergata

Institute of Quantitative and Technical Economics

Service Public de Wallonie

Maastricht School of Management

Alain Hecq is an author at Maastricht University specializing in econometrics, business, and statistics.

Top concepts

BusinessStatisticsEconometricsFinanceEconomicsEngineeringCausal InferenceForecastingMacroeconomicsTime Series Econometrics

Publications per year

1993–2022

28

Publications

28

Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles

Alain Hecq, Franz C. Palm, Jean‐Pierre Urbain · Oxford Bulletin of Economics and Statistics · 2000 · 82 citations

Volatility Modeling, Economics, Finance +13

Common cyclical features analysis in VAR models with cointegration

Alain Hecq, Franz C. Palm, Jean‐Pierre Urbain · Journal of Econometrics · 2005 · 58 citations

Macroeconomics, Var Models, Business +5

Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion

Bertrand Candelon, Alain Hecq, Willem F. C. Verschoor · Journal of International Money and Finance · 2005 · 51 citations · Full text

Common Cyclical Features, Financial System, Economics +9

On non-contemporaneous short-run co-movements

Gianluca Cubadda, Alain Hecq · Economics Letters · 2001 · 50 citations

Bipedal Locomotion, Physical Activity, Kinesiology +6

Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?

Alain Hecq, Sean Telg, Lenard Lieb · Econometrics · 2017 · 49 citations · Full text

Engineering, Macroeconomic Forecasting, Economic Fluctuation +16

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