Alain Guay
Université du Québec à Montréal
H-index: 22
North America-Canada
Top articles of Alain Guay
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price | Studies in Nonlinear Dynamics & Econometrics | Frédérique Bec Alain Guay Heino Bohn Nielsen Sarra Saïdi | 2023/12/15 |
Structural VAR models in the Frequency Domain | Journal of Econometrics | Alain Guay Florian Pelgrin | 2023/9/1 |
Dynamic Identification in VARs | Paul Beaudry Fabrice Collard Patrick Fève Alain Guay Franck Portier | 2022 | |
Identification of structural vector autoregressions through higher unconditional moments | Journal of Econometrics | Alain Guay | 2021/11/1 |
SVARs in the frequency domain using a continuum of restrictions | Alain Guay Florian Pelgrin | 2021 | |
La Crise de la COVID-19, l’incertitude macroéconomique et les impacts sur la trajectoire économique du Canada et du Québec | Alain Guay Alain Paquet Dalibor Stevanovic Adam Toure | 2020/10/6 | |
A simple unit root test consistent against any stationary alternative | Frédérique Bec Alain Guay | 2020 |
