Alain Hecq

1.0k total citations
62 papers, 597 citations indexed

About

Alain Hecq is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Alain Hecq has authored 62 papers receiving a total of 597 indexed citations (citations by other indexed papers that have themselves been cited), including 48 papers in Economics and Econometrics, 44 papers in General Economics, Econometrics and Finance and 27 papers in Finance. Recurrent topics in Alain Hecq's work include Monetary Policy and Economic Impact (43 papers), Market Dynamics and Volatility (32 papers) and Financial Risk and Volatility Modeling (22 papers). Alain Hecq is often cited by papers focused on Monetary Policy and Economic Impact (43 papers), Market Dynamics and Volatility (32 papers) and Financial Risk and Volatility Modeling (22 papers). Alain Hecq collaborates with scholars based in Netherlands, Italy and Germany. Alain Hecq's co-authors include Franz C. Palm, Jean‐Pierre Urbain, Gianluca Cubadda, Thomas Götz, Bertrand Candelon, Michel Beine, Willem F. C. Verschoor, Stephan Smeekes, João Victor Issler and Sébastien Laurent and has published in prestigious journals such as Journal of Econometrics, Economics Letters and International Journal of Forecasting.

In The Last Decade

Alain Hecq

60 papers receiving 555 citations

Peers

Alain Hecq

GEEF

FINAN

MSOR

Jean‐Paul Renne Switzerland

Denis Pelletier United States

Gabriele Fiorentini Spain

Gonzalo Camba-Méndez Germany

Sophocles Mavroeidis United Kingdom

Alain Guay Canada

Thomas Doan United States

Luca Sala Italy

Sainan Jin China

Frédérique Bec France

Jean‐Paul Renne Switzerland

Alain Hecq

538 ×1.2

566 ×1.6

GEEF

579 ×2.2

FINAN

38 ×0.7

MSOR

22 ×0.5

Citations per year, relative to Alain Hecq Alain Hecq (= 1×) peers Jean‐Paul Renne

Countries citing papers authored by Alain Hecq

Since Specialization

Citations

This map shows the geographic impact of Alain Hecq's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alain Hecq with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alain Hecq more than expected).

Fields of papers citing papers by Alain Hecq

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alain Hecq. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alain Hecq. The network helps show where Alain Hecq may publish in the future.

Co-authorship network of co-authors of Alain Hecq

This figure shows the co-authorship network connecting the top 25 collaborators of Alain Hecq. A scholar is included among the top collaborators of Alain Hecq based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alain Hecq. Alain Hecq is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Hecq, Alain, et al.. (2025). Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. Econometrics. 13(2). 13–13. 1 indexed citations

Cubadda, Gianluca, et al.. (2024). Optimization of the Generalized Covariance Estimator in Noncausal Processes. SSRN Electronic Journal. 1 indexed citations

Cubadda, Gianluca, et al.. (2024). Optimization of the generalized covariance estimator in noncausal processes. Statistics and Computing. 34(4). 2 indexed citations

Hecq, Alain, et al.. (2024). Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios. Journal of Time Series Analysis. 46(2). 325–352. 1 indexed citations

Cubadda, Gianluca, et al.. (2023). Detecting Common Bubbles in Multivariate Mixed Causal-Noncausal Models. SSRN Electronic Journal. 1 indexed citations

Hecq, Alain, et al.. (2020). Selecting between causal and noncausal models with quantile autoregressions. Studies in Nonlinear Dynamics and Econometrics. 25(5). 393–416. 2 indexed citations

Götz, Thomas & Alain Hecq. (2019). Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes. Journal of Time Series Analysis. 40(6). 914–935. 3 indexed citations

Chevillon, Guillaume, Alain Hecq, & Sébastien Laurent. (2018). Generating univariate fractional integration within a large VAR(1). Journal of Econometrics. 204(1). 54–65. 8 indexed citations

Hecq, Alain, et al.. (2017). Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 2 indexed citations

10.

Hecq, Alain, Sébastien Laurent, & Franz C. Palm. (2015). On the Univariate Representation of BEKK Models with Common Factors. Research Publications (Maastricht University). 8(2). 91–113. 6 indexed citations

11.

Chauvet, Marcelle, Thomas Götz, & Alain Hecq. (2013). Realized Volatility and Business Cycle Fluctuations: A Mixed-Frequency VAR Approach. 7 indexed citations

12.

Hecq, Alain, et al.. (2012). Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. RePEc: Research Papers in Economics. 2 indexed citations

13.

Hecq, Alain. (2008). Asymmetric business cycle co-movements. Applied Economics Letters. 16(6). 579–584.

14.

Cubadda, Gianluca, Alain Hecq, & Franz C. Palm. (2007). Macro-panels and reality. Economics Letters. 99(3). 537–540. 8 indexed citations

15.

Hecq, Alain. (2005). Should we really care about building business cycle coincident indexes!. Applied Economics Letters. 12(3). 141–144. 1 indexed citations

16.

Hecq, Alain, Franz C. Palm, & Jean‐Pierre Urbain. (2002). Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features. Research Publications (Maastricht University). 23 indexed citations

17.

Palm, Franz C., Jean‐Pierre Urbain, & Alain Hecq. (2000). Testing for Common Cyclical Features in Nonstationary Panel Data Models. SSRN Electronic Journal. 7 indexed citations

18.

Hecq, Alain, Franz C. Palm, & Jean‐Pierre Urbain. (2000). Notes and Communications – Comovements in International Stock Markets: What can we Learn From a Common Trend-Common Cycle Analysis?. De Economist. 148(3). 395–406. 7 indexed citations

19.

Beine, Michel & Alain Hecq. (1999). Inference in codependence: Some Monte Carlo Results and Applications. Annals of Economics and Statistics. 54(54). 69–90. 6 indexed citations

20.

Docquier, Fredérić, Michel Beine, & Alain Hecq. (1999). Convergence des groupes en Europe: une analyse sur données régionales. Revue d’Économie Régionale & Urbaine. 1(1). 45–62. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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