Daniel John Lewis : Citation Profile


Are you Daniel John Lewis?

Federal Reserve Bank of New York

2

H index

1

i10 index

21

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   1 years (2018 - 2019). See details.
   Cites by year: 21
   Journals where Daniel John Lewis has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (4.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple1010
   Updated: 2020-03-21    RAS profile: 2020-02-20    
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Relations with other researchers


Works with:

Lazarus, Eben (2)

Mertens, Karel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel John Lewis.

Is cited by:

Hwang, Jungbin (4)

Sekhposyan, Tatevik (3)

Wang, Xuexin (3)

Sun, Yixiao (3)

Phillips, Peter (2)

Yamamoto, Yohei (1)

Granziera, Eleonora (1)

Shephard, Neil (1)

Cites to:

Gürkaynak, Refet (12)

Swanson, Eric (8)

Inoue, Atsushi (4)

Gorodnichenko, Yuriy (4)

Gaballo, Gaetano (4)

Gertler, Mark (4)

Rossi, Barbara (4)

Kısacıkoğlu, Burçin (4)

Coibion, Olivier (4)

Lakdawala, Aeimit (3)

Campbell, John (3)

Main data


Where Daniel John Lewis has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York5

Recent works citing Daniel John Lewis (2019 and 2018)


YearTitle of citing document
2019Shift-Share Designs: Theory and Inference. (2019). Morales, Eduardo ; Koles, Michal ; Adao, Rodrigo. In: Papers. RePEc:arx:papers:1806.07928.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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2018Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8.

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2018Shift-Share Designs: Theory and Inference. (2018). Ado, Rodrigo ; Morales, Eduardo ; Kolesar, Michal. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13118.

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2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

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2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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2018Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances. (2018). Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-72.

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2019US Fiscal Cycle and the Dollar. (2019). Jiang, Zhengyang. In: 2019 Meeting Papers. RePEc:red:sed019:667.

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2018Unbiased weighted variance and skewness estimators for overlapping returns. (2018). Taylor, Stephen ; Fang, Ming. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-018-0023-1.

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2020Finite-sample Corrected Inference for Two-step GMM in Time Series. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-02.

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2020Low Frequency Robust Cointegrated Regression in the Presence of a Near-Unity Regressor. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-03.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:wyi:wpaper:002400.

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2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181631.

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Works by Daniel John Lewis:


YearTitleTypeCited
2019Do Monetary Policy Announcements Shift Household Expectations? In: Working Papers.
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paper0
2019Do Monetary Policy Announcements Shift Household Expectations?.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 0
paper
2019Identifying shocks via time-varying volatility In: Staff Reports.
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paper2
2019Robust inference in models identified via heteroskedasticity In: Staff Reports.
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paper0
2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects In: Staff Reports.
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paper0
2019Latent Heterogeneity in the Marginal Propensity to Consume In: Staff Reports.
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paper0
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
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article14
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
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article5

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