Refereed publications:
SVARs in the Frequency Domain
Journal of Econometrics, forthcoming, 2023 (with Florian Pelgrin). | Manuscript | Supplemental note Identification of Structural Vector Autoregressions Through Higher Unconditional Moments? Journal of Econometrics, Vol, 225, 2021, 27-46. | Manuscript | Supplement When is Nonfundamentalness in SVARs a Real Problem? Review of Economic and Dynamics, Vol. 30, 2019, 221-243 (with Paul Beaudry, Patrick Fève, and Franck Portier) | Manuscript Sentiments in SVARs The Economic Journal, Vol. 129, 2019, 877-896 (with Patrick Fève) | Manuscript | Supplemental note Structural Change Tests for GEL Criteria Econometric Reviews, Vol. 37., 2018, 1000-1032 (with Jean-François Lamarche) Published version | Manuscript | Supplemental note Using implied probabilities to improve estimation with unconditional moment restrictions for weakly dependent data Econometric Reviews, Vol. 35, 2016, Pages 344-372. (with Florian Pelgrin) Published version | Manuscript | Online appendix Anticipations, bruits et sentiments L'Actualité Économique: Revue d'analyse économique, Vol. 92, 2016, 621-648. Published version DissagregationMethods Based on MIDASA Regression Economic Modelling, Vol. 50, 2015, Pages 123-172. (with Alain Maurin) Published version | Manuscript Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions Jouranl of Economic Dynamics and Control, Vol. 41, 2014, 154-172. (with Patrick Fève) Published version Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis Journal of Econometrics, Vol. 176, 2013, 134-145. (with E. Guerre and S. Lazarova) Published version Structural Change Tests Based on Implied Probabilities for GEL Criteria Econometric Theory, Vol. 28, 2012, 1186-1228. (with J.F. Lamarche) Published version | Manuscript Endogenous Business-Cycle Propagation and the Persistence Problem Journal of Economic Dynamics and Control, Vol. 36, 2012, 47-62. (with A. ambler and L. Phaneuf) Published version | Manuscript Identification of Technology Shocks in Structural VARs Economic Journal, Vol. 120, 2010, 1284-1318. (with P. Fève) Published version | Manuscript The Response of Hours to a Technology Shock Journal of Money, Credit and Banking, Vol. 41, 2009, 987-1013. (with P. Fève) Published version | Manuscript Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model Journal of Econometrics, Vol. 142, 2008, 94-133. (with F. Bec and E. Guerre) Published version Inference Indirect and Calibration of Dynamic Stochastic General Equilibrium Model Journal of Econometrics, Vol. 136, 2007, 397-430. (with R. Dridi and E. Renault) Published version A Data-Driven Nonparametric Specification Test for Dynamic Regression Models Econometric Theory, Vol. 22, 2006, 543-586. (with E. Guerre) Do Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles Annales d'Économie et de Statistiques, Vol. 77, 2005, 133-156. (with P. St-Amant) Testing for Structural Change in the Presence of Auxiliary Models Econometric Theory, Vol. 20, 2004, 1168-1202. (with E. Ghysels) Optimal Predictive Tests Econometric Reviews, Vol. 22, 2003, 379-410. Structural Change Tests for Simulated Method of Moments Journal of Econometrics, Vol. 115, 2003, 91-123 (with E. Ghysels) Indirect Inference, Nuisance Parameter and Threshold Moving Average Models Journal of Business, Economics and Statistics, Vol. 21, 2003, 122-132 (with O. Scaillet) |
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