Alain Hecq is Professor of Applied Econometrics at the Department of Quantitative Economics, Maastricht University. After several years spent in a statistical office in Belgium, he took his PhD from Maastricht University. His research interests are time series analysis with applications to economic and financial variables. He developed new tools for investigating the presence of common cyclical features in VARs and VECMs. His recent research topics are mixed frequency data and non causal non Gaussian models. He is associate editor of Empirical Economics as well Economics and Statistics.