Daniel J. Lewis : Citation Profile

Are you Daniel J. Lewis?

University College London (UCL)

8

H index

7

i10 index

340

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 68
   Journals where Daniel J. Lewis has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 10 (2.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1010
   Updated: 2024-01-16    RAS profile: 2022-12-04    
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Relations with other researchers

Works with:

Mertens, Karel (14)

Stock, James (6)

Makridis, Christos (3)

Melcangi, Davide (2)

Pilossoph, Laura (2)

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

Is cited by:

Wang, Xuexin (7)

Perron, Pierre (7)

Coibion, Olivier (6)

PARK, DONGHYUN (6)

Gorodnichenko, Yuriy (6)

Hwang, Jungbin (6)

Leiva-Leon, Danilo (6)

Conrad, Christian (5)

Lee, Sokbae (Simon) (5)

Sun, Yixiao (5)

Sinclair, Tara (5)

Cites to:

Gürkaynak, Refet (12)

Swanson, Eric (9)

Stock, James (9)

Kaplan, Greg (8)

Rigobon, Roberto (8)

Lazarus, Eben (8)

Gorodnichenko, Yuriy (8)

Coibion, Olivier (8)

Ehrmann, Michael (7)

Wright, Jonathan (6)

Blinder, Alan (6)

Main data

Where Daniel J. 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 York9
Working Papers / Federal Reserve Bank of Dallas4
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Daniel J. Lewis (2024 and 2023)

YearTitle of citing document
2023On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2023Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2023An identification and testing strategy for proxy-SVARs with weak proxies. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2210.04523.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564.

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2023Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2023Understanding Inflation Dynamics: The Role of Government Expenditures. (2023). Xie, Yinxi ; Liu, Chang. In: Staff Working Papers. RePEc:bca:bocawp:23-30.

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2023Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23.

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2023El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225.

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2023.

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2023.

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2023Short and Variable Lags. (2023). Duarte, Joao ; Carvalho, Vasco ; Ortiz, A ; Moura, A S ; Hansen, S ; Corsetti, G ; Buda, G ; Rodrigo, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2321.

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2023Building the Census Bureau Index of Economic Activity (IDEA). (2023). McElroy, Tucker ; Hutchinson, Rebecca ; Bell, William R ; Asturias, Jose ; Thompson, Katherine J. In: Working Papers. RePEc:cen:wpaper:23-15.

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2023Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations. (2023). Kočenda, Evžen ; Kocenda, Even ; Pinter, Julien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10413.

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2023Consumers Macroeconomic Expectations. (2023). Lamla, Michael ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10709.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023One question at a time! A text mining analysis of the ECB Q&A session. (2023). Robitu, Robert ; Angino, Siria. In: Working Paper Series. RePEc:ecb:ecbwps:20232852.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352.

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2023Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309.

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2023Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847.

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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Biased expectations. (2023). Nguyen, Viet Hoang ; Claus, Edda. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000533.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Tracking economic fluctuations with electricity consumption in Bangladesh. (2023). , Robert ; Arshad, Selvia. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002384.

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2023Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083.

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2023Spillback effects of US unconventional monetary policy. (2023). Cheng, Kai ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000569.

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2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023The COVID-19 shock and consumer credit: Evidence from credit card data. (2023). Wix, Carlo ; Kay, Benjamin ; Horvath, Akos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000791.

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2023Web-scraping housing prices in real-time: The Covid-19 crisis in the UK. (2023). Meunier, Baptiste ; bricongne, jean-charles ; Pouget, Sylvain. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pb:s105113772200078x.

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2023Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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2023The Discrepancy Between Expenditure- and Income-Side Estimates of US Output. (2023). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:95479.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028.

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2023Nowcasting economic activity using transaction payments data. (2023). Beyeler, Simon ; Felber, Laura. In: Working Papers. RePEc:snb:snbwpa:2023-01.

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2023Economic analysis using higher-frequency time series: challenges for seasonal adjustment. (2023). Bundesbank, Deutsche ; Ollech, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02287-5.

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2023Simultaneous identification of fiscal and monetary policy shocks. (2023). Mansur, Alfan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02352-z.

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2023Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. (2023). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/07.

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2023A Fair Days Pay for a Fair Days Work: Optimal Tax Design as Redistributional Arbitrage. (2022). Werquin, Nicolas ; Hellwig, Christian. In: TSE Working Papers. RePEc:tse:wpaper:126368.

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2023Robust Inference on Infinite and Growing Dimensional Time?Series Regression. (2023). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1333-1361.

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2023US weekly economic index: Replication and extension. (2023). Glocker, Christian ; Wegmuller, Philipp. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:977-985.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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2023.

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2023Age, wealth, and the MPC in Europe: A supervised machine learning approach. (2023). Radermacher, Jan W ; Dutt, Satyajit. In: SAFE Working Paper Series. RePEc:zbw:safewp:383.

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Works by Daniel J. Lewis:

YearTitleTypeCited
2021High-Frequency Data and a Weekly Economic Index during the Pandemic In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article9
2020High Frequency Data and a Weekly Economic Index during the Pandemic.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020Do Monetary Policy Announcements Shift Household Expectations? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2020Do Monetary Policy Announcements Shift Household Expectations?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2019Do Monetary Policy Announcements Shift Household Expectations?.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2021Measuring Real Activity Using a Weekly Economic Index In: Working Papers.
[Full Text][Citation analysis]		paper56
2020Measuring Real Activity Using a Weekly Economic Index.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2022Measuring real activity using a weekly economic index.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2023Dynamic Identification Using System Projections on Instrumental Variables In: Working Papers.
[Full Text][Citation analysis]		paper0
2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors In: Working Papers.
[Full Text][Citation analysis]		paper2
2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Monitoring Real Activity in Real Time: The Weekly Economic Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper7
2020Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2018Identifying shocks via time-varying volatility In: Staff Reports.
[Full Text][Citation analysis]		paper29
2021Identifying Shocks via Time-Varying Volatility.(2021) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2018Robust inference in models identified via heteroskedasticity In: Staff Reports.
[Full Text][Citation analysis]		paper4
2022Robust Inference in Models Identified via Heteroskedasticity.(2022) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects In: Staff Reports.
[Full Text][Citation analysis]		paper6
2019Latent Heterogeneity in the Marginal Propensity to Consume In: Staff Reports.
[Full Text][Citation analysis]		paper6
2022Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression In: Staff Reports.
[Full Text][Citation analysis]		paper0
2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak In: NBER Working Papers.
[Full Text][Citation analysis]		paper52
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article72
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article51
2021The Size?Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article12

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