Alain Guay
Personal Details
First Name: | Alain |
Middle Name: | |
Last Name: | Guay |
Suffix: | |
RePEc Short-ID: | pgu8 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/alainguayeconomicsuqam/ | |
Affiliation
Département des Sciences Économiques
École des Sciences de la Gestion (ESG)
Université du Québec à Montréal (UQAM)
Montréal, Canadahttps://economie.esg.uqam.ca/
RePEc:edi:duqamca (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2024.
"Dynamic Identification in VARs,"
NBER Working Papers
32598, National Bureau of Economic Research, Inc.
- Paul Beaudry & Fabrice Collard & Patrick Feve & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers 22-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022. "Dynamic Identification in VARs," TSE Working Papers 22-1384, Toulouse School of Economics (TSE).
- Beaudry, Paul & Collard, Fabrice & Feve, Patrick & Guay, Alain & Portier, Franck, 2022. "Dynamic Identification in VARs," CEPR Discussion Papers 17726, C.E.P.R. Discussion Papers.
- Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers hal-03863451, HAL.
- Frédéric BEC & Alain GUAY, 2020.
"A simple unit root test consistent against any stationary alternative,"
Working Papers
2020-28, Center for Research in Economics and Statistics.
- Frédérique Bec & Alain Guay, 2020. "A simple unit root test consistent against any stationary alternative," Working Papers halshs-03010256, HAL.
- Frédérique Bec & Alain Guay, 2020. "A simple unit root test consistent against any stationary alternative," THEMA Working Papers 2020-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck, 2016.
"When is Nonfundamentalness in SVARs A Real Problem?,"
TSE Working Papers
16-738, Toulouse School of Economics (TSE).
- Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019. "When is Nonfundamentalness in SVARs a Real Problem?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 221-243, October.
- Fève, Patrick & Guay, Alain, 2016.
"Sentiments in SVARs,"
TSE Working Papers
16-656, Toulouse School of Economics (TSE).
- Patrick Fève & Alain Guay, 2019. "Sentiments in SVARs," The Economic Journal, Royal Economic Society, vol. 129(618), pages 877-896.
- Patrick Feve, 2016. "Sentiments in SVARs," 2016 Meeting Papers 175, Society for Economic Dynamics.
- Portier, Franck & Beaudry, Paul & Feve, Patrick & Guay, Alain, 2015.
"When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks,"
CEPR Discussion Papers
10763, C.E.P.R. Discussion Papers.
- Paul Beaudry & Patrick Fève & Alain Guay & Franck Portier, 2015. "When is Nonfundamentalness in VARs a Real Problem? An Application to News Shocks," NBER Working Papers 21466, National Bureau of Economic Research, Inc.
- Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2012.
"Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions,"
IDEI Working Papers
738, Institut d'Économie Industrielle (IDEI), Toulouse.
- Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2014. "Understanding the effect of technology shocks in SVARs with long-run restrictions," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 154-172.
- Chaudourne, Jeremy & Fève, Patrick, 2012. "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," TSE Working Papers 12-331, Toulouse School of Economics (TSE).
- Alain Guay & Jean-Francois Lamarche, 2010.
"Structural change tests for GEL criteria,"
Working Papers
1002, Brock University, Department of Economics.
- Alain Guay & Jean-François Lamarche, 2018. "Structural change tests for GEL criteria," Econometric Reviews, Taylor & Francis Journals, vol. 37(9), pages 1000-1032, October.
- Alain Guay & Emmanuel Guerre & Stepana Lazarova, 2009.
"Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients,"
Cahiers de recherche
0925, CIRPEE.
- Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009. "Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients," Working Papers 645, Queen Mary University of London, School of Economics and Finance.
- Alain Guay & Jean-Francois Lamarche, 2009.
"Structural change tests based on implied probabilities for GEL criteria,"
Working Papers
0904, Brock University, Department of Economics, revised May 2011.
- Guay, Alain & Lamarche, Jean-François, 2012. "Structural Change Tests Based On Implied Probabilities For Gel Criteria," Econometric Theory, Cambridge University Press, vol. 28(6), pages 1186-1228, December.
- Alain MAURIN & Alain GUAY, 2008. "An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe," EcoMod2008 23800085, EcoMod.
- Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
- Patrick Fève & Alain Guay, 2007.
"The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach,"
Cahiers de recherche
0737, CIRPEE.
- Patrick Fève & Alain Guay, 2009. "The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 987-1013, August.
- Patrick Fève & Alain Guay, 2009. "The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 987-1013, August.
- Alain Guay & Jean-Francois Lamarche, 2005.
"The Information Content of Implied Probabilities to Detect Structural Change,"
Working Papers
0804, Brock University, Department of Economics, revised Oct 2008.
- Alain Guay & Jean-François Lamarche, 2008. "The Information Content of Implied Probabilities to Detect Structural Change," Cahiers de recherche 0833, CIRPEE.
- Alain Guay & Florian Pelgrin, 2004.
"The U.S. New Keynesian Phillips Curve: An Empirical Assessment,"
Staff Working Papers
04-35, Bank of Canada.
- Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
- Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
- Steve Ambler & Alain Guay & Louis Phaneuf, 2003. "Labor Market Imperfections and the Dynamics of Postwar Business Cycles," Cahiers de recherche 0319, CIRPEE.
- Frédérique Bec & Alain Guay & Emmanuel Guerre, 2002.
"Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model,"
Working Papers
2002-46, Center for Research in Economics and Statistics.
- Bec, Frederique & Guay, Alain & Guerre, Emmanuel, 2008. "Adaptive consistent unit-root tests based on autoregressive threshold model," Journal of Econometrics, Elsevier, vol. 142(1), pages 94-133, January.
- Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models,"
CIRANO Working Papers
2001s-54, CIRANO.
- Ghysels, Eric & Guay, Alain, 2004. "Testing For Structural Change In The Presence Of Auxiliary Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers 133, CREFE, Université du Québec à Montréal.
- Alain Guay & Olivier Scaillet, 1999. "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers 95, CREFE, Université du Québec à Montréal.
- Steve Ambler & Alain Guay & Louis Phaneuf, 1999. "Wage Contracts and Labor Adjustment Costs as Endogenous Propagation Mechanisms," Cahiers de recherche CREFE / CREFE Working Papers 69, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments,"
CIRANO Working Papers
98s-19, CIRANO.
- Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
- Alain Guay & Pierre St-Amant, 1997.
"Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?,"
Cahiers de recherche CREFE / CREFE Working Papers
53, CREFE, Université du Québec à Montréal.
- Alain Guay & Pierre Saint-Amant, 2005. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Annals of Economics and Statistics, GENES, issue 77, pages 133-155.
- Alain Guay & Pierre St-Amant, 1996.
"Do Mechanical Filters Provide a Good Approximation of Business Cycles?,"
Technical Reports
78, Bank of Canada.
- Guay, A & St-Amant, P, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Working Papers-Department of Finance Canada 1996-2, Department of Finance Canada.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995.
"Predictive Tests for Structural Change with Unknown Breakpoint,"
CIRANO Working Papers
95s-20, CIRANO.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, University Library of Munich, Germany.
- Alain DeSerres & Alain Guay & Pierre St-Amant, 1995.
"Estimating and Projecting Potential Output Using Structural VAR Methodology,"
Macroeconomics
9504003, University Library of Munich, Germany.
repec:qmw:qmwecw:wp645 is not listed on IDEAS - Alain DeSerres & Alain Guay & Pierre St-Amant, "undated". "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Staff Working Papers 95-2, Bank of Canada.
Articles
- Guay, Alain, 2021. "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, vol. 225(1), pages 27-46.
- Patrick Fève & Alain Guay, 2019.
"Sentiments in SVARs,"
The Economic Journal, Royal Economic Society, vol. 129(618), pages 877-896.
- Fève, Patrick & Guay, Alain, 2016. "Sentiments in SVARs," TSE Working Papers 16-656, Toulouse School of Economics (TSE).
- Patrick Feve, 2016. "Sentiments in SVARs," 2016 Meeting Papers 175, Society for Economic Dynamics.
- Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019.
"When is Nonfundamentalness in SVARs a Real Problem?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 221-243, October.
- Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019. "Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?"," Computer Codes 18-478, Review of Economic Dynamics.
- Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck, 2016. "When is Nonfundamentalness in SVARs A Real Problem?," TSE Working Papers 16-738, Toulouse School of Economics (TSE).
- Alain Guay & Jean-François Lamarche, 2018.
"Structural change tests for GEL criteria,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(9), pages 1000-1032, October.
- Alain Guay & Jean-Francois Lamarche, 2010. "Structural change tests for GEL criteria," Working Papers 1002, Brock University, Department of Economics.
- Alain Guay & Florian Pelgrin, 2016. "Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 344-372, March.
- Guay, Alain, 2016. "Anticipations, bruits et sentiments," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(4), pages 621-648, Décembre.
- Guay, Alain & Maurin, Alain, 2015. "Disaggregation methods based on MIDAS regression," Economic Modelling, Elsevier, vol. 50(C), pages 123-129.
- Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2014.
"Understanding the effect of technology shocks in SVARs with long-run restrictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 154-172.
- Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2012. "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," IDEI Working Papers 738, Institut d'Économie Industrielle (IDEI), Toulouse.
- Chaudourne, Jeremy & Fève, Patrick, 2012. "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," TSE Working Papers 12-331, Toulouse School of Economics (TSE).
- Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013. "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, vol. 176(2), pages 134-145.
- Guay, Alain & Lamarche, Jean-François, 2012.
"Structural Change Tests Based On Implied Probabilities For Gel Criteria,"
Econometric Theory, Cambridge University Press, vol. 28(6), pages 1186-1228, December.
- Alain Guay & Jean-Francois Lamarche, 2009. "Structural change tests based on implied probabilities for GEL criteria," Working Papers 0904, Brock University, Department of Economics, revised May 2011.
- Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 47-62.
- Patrick Fève & Alain Guay, 2010.
"Identification of Technology Shocks in Structural Vars,"
Economic Journal, Royal Economic Society, vol. 120(549), pages 1284-1318, December.
- Fève, Patrick & Guay, Alain, 2009. "Identification of Technology Shocks in Structural VARs," TSE Working Papers 09-028, Toulouse School of Economics (TSE).
- Patrick Fève & Alain Guay, 2007. "Identification of Technology Shocks in Structural VARs," Cahiers de recherche 0736, CIRPEE.
- Fève, Patrick & Guay, Alain, 2006. "Identification of Technology Shocks in Structural VARs," IDEI Working Papers 383, Institut d'Économie Industrielle (IDEI), Toulouse.
- Patrick Fève & Alain Guay, 2009.
"The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 987-1013, August.
- Patrick Fève & Alain Guay, 2009. "The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 987-1013, August.
- Patrick Fève & Alain Guay, 2007. "The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach," Cahiers de recherche 0737, CIRPEE.
- Bec, Frederique & Guay, Alain & Guerre, Emmanuel, 2008.
"Adaptive consistent unit-root tests based on autoregressive threshold model,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 94-133, January.
- Frédérique Bec & Alain Guay & Emmanuel Guerre, 2002. "Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model," Working Papers 2002-46, Center for Research in Economics and Statistics.
- Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
- Guay, Alain & Guerre, Emmanuel, 2006. "A Data-Driven Nonparametric Specification Test For Dynamic Regression Models," Econometric Theory, Cambridge University Press, vol. 22(4), pages 543-586, August.
- Fauvel, Yvon & Guay, Alain & Paquet, Alain, 2005. "Les neuf vies de la courbe de Phillips américaine : réincarnations ou résilience ?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 81(4), pages 665-691, décembre.
- Alain Guay & Pierre Saint-Amant, 2005.
"Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?,"
Annals of Economics and Statistics, GENES, issue 77, pages 133-155.
- Alain Guay & Pierre St-Amant, 1997. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Cahiers de recherche CREFE / CREFE Working Papers 53, CREFE, Université du Québec à Montréal.
- Ghysels, Eric & Guay, Alain, 2004.
"Testing For Structural Change In The Presence Of Auxiliary Models,"
Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers 133, CREFE, Université du Québec à Montréal.
- Guay, Alain & Scaillet, Olivier, 2003. "Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 122-132, January.
- Alain Guay, 2003. "Optimal Predictive Tests," Econometric Reviews, Taylor & Francis Journals, vol. 22(4), pages 379-410.
- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre, 1999. "A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 577-595, July.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998.
"Predictive tests for structural change with unknown breakpoint,"
Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Beaudry, Paul & Guay, Alain, 1996. "What do interest rates reveal about the functioning of real business cycle models?," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1661-1682.
Software components
- Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019.
"Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?","
Computer Codes
18-478, Review of Economic Dynamics.
- Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019. "When is Nonfundamentalness in SVARs a Real Problem?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 221-243, October.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (15) 1998-06-08 1999-11-28 2001-06-14 2001-10-09 2001-10-16 2008-02-16 2008-10-28 2008-11-04 2009-07-11 2009-07-17 2009-09-26 2015-08-19 2016-06-14 2016-12-18 2020-12-14. Author is listed
- NEP-MAC: Macroeconomics (11) 2003-04-13 2004-10-18 2004-10-30 2007-11-03 2008-02-16 2015-08-19 2015-09-05 2016-06-14 2016-12-18 2020-12-14 2020-12-14. Author is listed
- NEP-ETS: Econometric Time Series (6) 1998-07-27 1999-11-28 2015-08-19 2015-09-05 2016-12-18 2020-12-14. Author is listed
- NEP-BEC: Business Economics (2) 2007-11-03 2012-09-30
- NEP-DGE: Dynamic General Equilibrium (2) 1999-02-15 2003-04-13
- NEP-MON: Monetary Economics (2) 2004-10-18 2004-10-30
- NEP-CBA: Central Banking (1) 2007-11-03
- NEP-FOR: Forecasting (1) 2014-10-13
- NEP-ORE: Operations Research (1) 2020-12-14
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