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GUAY Alain

Professeur

Informations générales
Sujet de thèse :
Structure(s) de rattachement(s) :

Département des sciences économiques de l’Université du Québec à Montréal

Discipline(s) :

Sciences Économiques

Discipline(s) enseignée(s) :
  • Économétrie

  • Macroéconomie

  • Séries temporelles

  • Cycles économiques

Corps :

Professeur d’Université

Thèmes de recherche / Domaines d’expertises :
  • Économétrie

  • Macroéconomie

  • Séries temporelles

  • Cycles économiques

Activités / CV
Titres universitaires
  • Doctorat en Sciences Économiques, Université de Montréal, 1994 Certificat en statistique, Université Laval, 1988

  • M.Sc. en Économies, Université de Montréal, 1986

  • Baccalauréat en Économies, Université Laval, 1984.

Publications

Principales publications :

  • "Structural Change Tests for GEL Criteria", (with Jean-Francois Lamarche), forthcoming, Econometric Reviews. Link to paper and Supplementary material

  • "Using implied probabilities to improve estimation with unconditional moment restrictions for weakly dependent data", (with Florian Pelgrin), Econometric Reviews, 35, (2016), 344-372. Link to paper and Online Appendix

  • ’’Disaggregation Methods based on MIDAS Regression", (with Alain Maurin), Economic Modelling, 50, (2015), 123-172. Link to paper

  • "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions", (with Patrick Fève), Journal of Economic Dynamics and Control, 41, (2014), 154-172. Link to paper and Online Appendix

  • "Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis", (with E. Guerre and S. Lazarova.), Journal of Econometrics, 176, (2013), 134-145. Link to paper

  • "Structural Change Tests Based on Implied Probabilities for GEL Criteria", (with Jean-Francois Lamarche), Econometric Theory, 28, (2012), 1186-1228. Link to paper

  • "Endogenous Business-Cycle Propagation and the Persistence Problem : The role of Labor-Market Frictions." (with S. Ambler and L. Phaneuf), Journal of Economic Dynamics and Control, 36, (2012), 47-62. Link to paper

  • "Identification of Technology Shocks in Structural VARs", (with P. Fève), Eco- nomic Journal, 120, (2010), 1284-1318. Link to paper

  • "The Response of Hours to a Technology Shock : a Two-Step Structural VAR Ap- proach", (with P. Fève), Journal of Money, Credit and Banking, 41, (2009), 987-1013. Link to paper

  • "Adaptive Consistent Unit Root Tests Based on Autoregressive ThresholdModel," (with F. Bec and E. Guerre), Journal of Econometrics, 142, (2008), 94-133. Link to paper

  • "Inference Indirect and Calibration of Dynamic Stochastic General Equilibrium Model," (with R. Dridi and E. Renault), Journal of Econometrics, 136, (2007), 397-430. Link to paper

  • "A Data-Driven Nonparametric Specification Test for Dynamic Regression Mod- els," (with E. Guerre), Econometric Theory, 22, (2006), 543-586. Link to paper

  • "Do Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles," (with P. St-Amant), Annales d’ Économie et de Statis- tiques, 77 (2005), 133-156. Link to paper

  • "Les neuf vies de la courbe de Phillips am.ericaine : réincarnations ou r.esilience," (with Y. Fauvel et A. Paquet), L’actualité économique, 81, (2005) december.

  • "Testing for Structural Change in the Presence of Auxiliary Models," (with E. Ghysels), Econometric Theory, 20 (2004), 1168-1202. Link to paper

  • "Optimal Predictive Tests," Econometric Reviews, 22 (2003), 379-410. Link to paper

  • "Structural Change Tests for Simulated Method of Moments", (with E. Ghysels), Journal of Econometrics, 115 (2003), 91-123. Link to paper

  • "Indirect Inference, Nuisance Parameter and Threshold Moving Average Mod- els", (with O. Scaillet), Journal of Business, Economics and Statistics, 21 (2003), 122-132. Link to paper

  • "The New Phillips Curve in Canada," (with R. Luger et Z. Zhu) in Price Ad- justment and Monetary Policy, (2002), Bank of Canada.

  • "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," (with C. Dupasquier and P. St-Amant), Journal of Macroeconomics, 21 (1999), 577-595. Link to paper

  • "Predictive Tests for Structural Change : Analysis with Unknown Breakpoint", (with E. Ghysels and A. Hall), Journal of Econometrics, 82 (1997), 209-233. Link to paper

  • "What Do Interest Rates Reveal about the Functioning of Real Business Cycle Models ?", (with P. Beaudry), Journal of Economic Dynamics and Control, 20 (1996), 1661-1682. Link to paper Working Papers :

  • "When is Nonfundamentalness in VARs a Real Problem ? An Application to News Shocks" (with Paul Beaudry, Patrick Fève and Frank Portier) NBER Working Papers 21466

Travaux en cours
  • "Sentiments in SVARs" (with Patrick Fève) Paper Online Appendix

  • "A reliable and Testable Alternative to Long-run Restrictions in Structural VAR models (with Florian Pelgrin)

  • "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments (with Michel Normandin)

  • "Inference when the number of moments is large or infinite’’ (with Pierre Chaussé)

Responsabilités administratives
  • Directeur du Département de Sciences Économiques, ESG-UQAM

  • Président, Société Canadienne de Science Économique, 2015-2016

  • Président désigné, Société Canadienne de Science Économique, 2014-2015

  • Codirecteur, CIRPEE (Centre interuniversitaire sur le risque, les politiques économiques et l’emploi), 2005-2010

  • Vice-président, Société Canadienne de Science Économique, 2003-2010

  • Membre du comité de recherche, ESG-UQAM, 2004-2010

  • Membre du comité managérial, CIBL’es-UQAM, 2004-2008

  • ...

Autres

Information indisponible

Laboratoire d'appartenance
  • Centre Interuniversitaire sur le Risque, les Politiques Économiques et l’Emploi (CIRPÉE)

  • Centre de recherche interuniversitaire de recherche en économie quantitative (CIREQ)

Laboratoire associé
  • Centre de Recherche en Économie Droit et Développement Insulaire (CREDDI)

  • Laboratoire d’Économie Appliquée au Développement (LEAD), Équipe d’Accueil 2438 (Université des Antilles)

Membres

Voir aussi

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