The shared environmental responsibility principle: new developments applied to the case of marine ecosystems von Cordier, M., Poitelon, T., Hecq, W.

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Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes von Götz, Thomas B., Hecq, Alain W.

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Dimension Reduction for High‐Dimensional Vector Autoregressive Models von Cubadda, Gianluca, Hecq, Alain

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Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure von Hecq, Alain, Margaritella, Luca, Smeekes, Stephan

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A vector heterogeneous autoregressive index model for realized volatility measures von Cubadda, Gianluca, Guardabascio, Barbara, Hecq, Alain

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A short term credibility index for central banks under inflation targeting: An application to Brazil von Hecq, Alain, Issler, João Victor, Voisin, Elisa

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Selecting between causal and noncausal models with quantile autoregressions von Hecq, Alain, Sun, Li

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Generating univariate fractional integration within a large VAR(1) von Chevillon, Guillaume, Hecq, Alain, Laurent, Sébastien

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Comparison of the environmental damage caused by vehicles with different alternative fuels and drivetrains in a Brussels context von Van Mierlo, J, Vereecken, L, Maggetto, G, Favrel, V, Meyer, S, Hecq, W

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Integrated assessment of flood protection measures in the context of climate change: hydraulic modelling and economic approach von Hsu, K-J

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Temporary credits: A solution to the potential non-permanence of carbon sequestration in forests? von Maréchal, Kevin, Hecq, Walter

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Quantification of interdependencies between economic systems and ecosystem services: An input–output model applied to the Seine estuary von Cordier, Mateo, Pérez Agúndez, José A., O'Connor, Martin, Rochette, Sébastien, Hecq, Walter

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Do seasonal adjustments induce noncausal dynamics in inflation rates? von Hecq, Alain, Telg, Sean, Lieb, Lenard

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Studying co-movements in large multivariate data prior to multivariate modelling von Cubadda, Gianluca, Hecq, Alain, Palm, Franz C.

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Testing for news and noise in non-stationary time series subject to multiple historical revisions von Hecq, Alain, Jacobs, Jan P.A.M., Stamatogiannis, Michalis P.

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Nowcasting causality in mixed frequency vector autoregressive models von Götz, Thomas B., Hecq, Alain

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A general to specific approach for constructing composite business cycle indicators von Cubadda, Gianluca, Guardabascio, Barbara, Hecq, Alain

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Testing for common autocorrelation in data-rich environments von Cubadda, Gianluca, Hecq, Alain

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Identification of Mixed Causal-Noncausal Models in Finite Samples von Alain Hecq, Lenard Lieb, Sean Telg

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On the Univariate Representation of BEKK Models with Common Factors von Hecq, Alain, Laurent, Sébastien, Palm, Franz C.

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