| Indirect inference and calibration of dynamic stochastic general equilibrium models R Dridi, A Guay, E Renault Journal of Econometrics 136 (2), 397-430, 2007 | 133 | 2007 |
| Predictive tests for structural change with unknown breakpoint E Ghysels, A Guay, A Hall Journal of econometrics 82 (2), 209-233, 1998 | 106 | 1998 |
| Do the Hodrick-Prescott and Baxter-King filters provide a good approximation of business cycles? A Guay, P St.-Amant Annales d'Economie et de Statistique, 133-155, 2005 | 100 | 2005 |
| Do mechanical filters provide a good approximation of business cycles? A Guay, P St-Amant Bank of Canada, 1996 | 99* | 1996 |
| A survey of alternative methodologies for estimating potential output and the output gap C Dupasquier, A Guay, P St-Amant Journal of Macroeconomics 21 (3), 577-595, 1999 | 97 | 1999 |
| Do the Hodrick-Prescott and Baxter-King filters provide a good approximation of business cycles? A Guay, P St-Amant Centre de recherche sur l'emploi et les fluctuations économiques, Université …, 1997 | 97 | 1997 |
| What do interest rates reveal about the functioning of real business cycle models? P Beaudry, A Guay Journal of Economic Dynamics and Control 20 (9-10), 1661-1682, 1996 | 78 | 1996 |
| A comparison of alternative methodologies for estimating potential output and the output gap C Dupasquier, A Guay, P St-Amant Bank of Canada Working Paper 97-5, 1997 | 75 | 1997 |
| Estimating and projecting potential output using structural VAR methodology: the case of the Mexican economy A DeSerres, A Guay, P St-Amant Bank of Canada, 1995 | 70 | 1995 |
| The US new Keynesian Phillips curve: an empirical assessment A Guay, F Pelgrin Bank of Canada, 2004 | 63 | 2004 |
| Selection of the truncation lag in structural VARs (or VECMs) with long-run restrictions A DeSerres, A Guay Bank of Canada, 1995 | 61 | 1995 |
| Adaptive consistent unit-root tests based on autoregressive threshold model F Bec, A Guay, E Guerre Journal of Econometrics 142 (1), 94-133, 2008 | 53 | 2008 |
| Identification of structural vector autoregressions through higher unconditional moments A Guay Journal of Econometrics 225 (1), 27-46, 2021 | 52 | 2021 |
| Sentiments in svars P Fève, A Guay The Economic Journal 129 (618), 877-896, 2019 | 49 | 2019 |
| When is nonfundamentalness in SVARs a real problem? P Beaudry, P Feve, A Guay, F Portier Review of Economic Dynamics 34, 221-243, 2019 | 36 | 2019 |
| Systems and methods for location tracking notification RA Dicke, RJA Guay US Patent 8,849,314, 2014 | 32 | 2014 |
| When is nonfundamentalness in VARs a real problem? An application to news shocks P Beaudry, P Fève, A Guay, F Portier National Bureau of Economic Research, 2015 | 31 | 2015 |
| The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach P Fève, A Guay Journal of Money, Credit and Banking 41 (5), 987-1013, 2009 | 29 | 2009 |
| Indirect inference, nuisance parameter, and threshold moving average models A Guay, O Scaillet Journal of Business & Economic Statistics 21 (1), 122-132, 2003 | 28 | 2003 |
| Identification of technology shocks in structural vars P Fève, A Guay The Economic Journal 120 (549), 1284-1318, 2010 | 27 | 2010 |
