Daniel J. Lewis : Citation Profile

University College London (UCL)

10

H index

10

i10 index

547

Citations

RESEARCH PRODUCTION:

8

Articles

21

Papers

RESEARCH ACTIVITY:

   7 years (2018 - 2025). See details.
   Cites by year: 78
   Journals where Daniel J. Lewis has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 11 (1.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1010
   Updated: 2025-12-13    RAS profile: 2025-04-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Mertens, Karel (13)

Stock, James (6)

Pilossoph, Laura (4)

Melcangi, Davide (4)

Makridis, Christos (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:

Ortiz, Alvaro (12)

Hwang, Jungbin (10)

Perron, Pierre (9)

Marcellino, Massimiliano (8)

Shin, Minchul (8)

Corsetti, Giancarlo (7)

Duarte, Joao (7)

Meier, Matthias (7)

Lee, Sokbae (Simon) (7)

Istrefi, Klodiana (7)

Wang, Xuexin (7)

Cites to:

Gürkaynak, Refet (12)

Swanson, Eric (9)

Stock, James (9)

Lazarus, Eben (8)

Rigobon, Roberto (8)

Gorodnichenko, Yuriy (7)

Sentana, Enrique (7)

Fiorentini, Gabriele (7)

Ehrmann, Michael (7)

Coibion, Olivier (7)

Giannone, Domenico (6)

Main data

Where Daniel J. Lewis has published?

Journals with more than one article published# docs
Journal of Applied Econometrics2
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
CeMMAP working papers / Institute for Fiscal Studies3
NBER Working Papers / National Bureau of Economic Research, Inc2
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Daniel J. Lewis (2025 and 2024)

YearTitle of citing document
2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060.

Full description at Econpapers || Download paper

2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344060.

Full description at Econpapers || Download paper

2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

Full description at Econpapers || Download paper

2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2024Min(d)ing the President: A text analytic approach to measuring tax news. (2024). Smeekes, Stephan ; Lieb, Lenard ; Almeida, Rui Jorge ; Bacsturk, Nalan ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

Full description at Econpapers || Download paper

2024On Robust Inference in Time Series Regression. (2024). Mora, Aaron ; Kapetanios, George ; Diebold, Francis ; Baillie, Richard T ; Ho, Kun. In: Papers. RePEc:arx:papers:2203.04080.

Full description at Econpapers || Download paper

2024Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

Full description at Econpapers || Download paper

2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

Full description at Econpapers || Download paper

2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2024). Vogelsang, Timothy ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

Full description at Econpapers || Download paper

2024High-Dimensional Mean-Variance Spanning Tests. (2024). Ardia, David ; Laurent, S'Ebastien ; Sessinou, Rosnel. In: Papers. RePEc:arx:papers:2403.17127.

Full description at Econpapers || Download paper

2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

Full description at Econpapers || Download paper

2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

Full description at Econpapers || Download paper

2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

Full description at Econpapers || Download paper

2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

Full description at Econpapers || Download paper

2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

Full description at Econpapers || Download paper

2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

Full description at Econpapers || Download paper

2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

Full description at Econpapers || Download paper

2025What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?. (2025). Vazquez, Sirenia ; Sarasa, David ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Papers. RePEc:arx:papers:2504.01964.

Full description at Econpapers || Download paper

2025Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090.

Full description at Econpapers || Download paper

2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082.

Full description at Econpapers || Download paper

2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

Full description at Econpapers || Download paper

2025Overidentification testing with weak instruments and heteroskedasticity. (2025). Windmeijer, Frank ; Lane, Stuart. In: Papers. RePEc:arx:papers:2509.21096.

Full description at Econpapers || Download paper

2025Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis. (2025). Setiawan, Sandi ; Sudjianto, Agus. In: Papers. RePEc:arx:papers:2510.15892.

Full description at Econpapers || Download paper

2024Policy choice in time series by empirical welfare maximization. (2024). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:azt:cemmap:27/24.

Full description at Econpapers || Download paper

2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

Full description at Econpapers || Download paper

2025España | ¿Qué dicen 240.000 nuevas operaciones de crédito sobre el impacto de fondos NGEU?. (2025). Ortiz, Alvaro ; Flores, David Sarasa ; Rodrigo, Tomasa ; Torinos, Pedro ; Vzquez, Sirenia. In: Working Papers. RePEc:bbv:wpaper:2503.

Full description at Econpapers || Download paper

2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

Full description at Econpapers || Download paper

2024Seasonal Adjustment of Weekly Data. (2024). Mollins, Jeffrey ; Lumb, Rachit. In: Discussion Papers. RePEc:bca:bocadp:24-17.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

Full description at Econpapers || Download paper

2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

Full description at Econpapers || Download paper

2024Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973.

Full description at Econpapers || Download paper

2024Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451.

Full description at Econpapers || Download paper

2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

Full description at Econpapers || Download paper

2024The speed of firm response to inflation. (2024). Yotzov, Ivan ; Mizen, Paul ; bloom, nicholas ; Bunn, Philip ; Thwaites, Gregory. In: Bank of England working papers. RePEc:boe:boeewp:1085.

Full description at Econpapers || Download paper

2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

Full description at Econpapers || Download paper

2025HANKSSON. (2025). bilbiie, florin ; Galaasen, S M ; Gurkayna, R S ; Maehlum, M ; Molnar, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2516.

Full description at Econpapers || Download paper

2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

Full description at Econpapers || Download paper

2025HANKSSON. (2025). Molnar, K ; Maehlum, M ; Bilbiie, F O ; Gurkayna, R S ; Galaasen, S M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2507.

Full description at Econpapers || Download paper

2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

Full description at Econpapers || Download paper

2024The Speed of Firm Response to Inflation. (2024). Yotzov, Ivan ; Thwaites, Gregory ; Mizen, Paul ; Bunn, Philip ; bloom, nicholas. In: Discussion Papers. RePEc:cfm:wpaper:2425.

Full description at Econpapers || Download paper

2025Local Public Goods and Property Tax Compliance: Experimental Evidence from Street Pavement. (2025). Gonzalez-Navarro, Marco ; Fernandez Sierra, Manuel ; Quintana-Domeque, Climent ; Fernndez, Manuel. In: Documentos CEDE. RePEc:col:000089:021501.

Full description at Econpapers || Download paper

2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

Full description at Econpapers || Download paper

2024From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting.. (2024). Garafas, Georgios. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00335.

Full description at Econpapers || Download paper

2025Central bank communication with non-experts: insights from a randomized field experiment. (2025). Jung, Alexander ; Mongelli, Francesco Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20253103.

Full description at Econpapers || Download paper

2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Chen, Zhuo ; Wang, Zhengwei ; Li, Pengfei ; Liu, LU ; Liao, LI. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

Full description at Econpapers || Download paper

2025Beyond Russell reconstitution: A re-examination of methodologies for natural experiments. (2025). Young, Alex ; Wei, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001470.

Full description at Econpapers || Download paper

2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

Full description at Econpapers || Download paper

2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

Full description at Econpapers || Download paper

2025Social learning for the masses. (2025). Bullard, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001751.

Full description at Econpapers || Download paper

2025Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665.

Full description at Econpapers || Download paper

2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

Full description at Econpapers || Download paper

2025Heterogeneity and macroeconomic state dependence in the spending response to stimulus. (2025). Jeon, Woongchan ; Walsh, Kieran James. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006013.

Full description at Econpapers || Download paper

2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

Full description at Econpapers || Download paper

2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

Full description at Econpapers || Download paper

2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

Full description at Econpapers || Download paper

2024Bias in local projections. (2024). Herbst, Edward P ; Johannsen, Benjamin K. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010.

Full description at Econpapers || Download paper

2024Is Newey–West optimal among first-order kernels?. (2024). Kolokotrones, Thomas ; Stock, James H ; Walker, Christopher D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

Full description at Econpapers || Download paper

2024Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.

Full description at Econpapers || Download paper

2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

Full description at Econpapers || Download paper

2024Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763.

Full description at Econpapers || Download paper

2024Local projections vs. VARs: Lessons from thousands of DGPs. (2024). Plagborg-Moller, Mikkel ; Wolf, Christian K ; Plagborg-Mller, Mikkel ; Li, Dake. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s030440762400068x.

Full description at Econpapers || Download paper

2024Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192.

Full description at Econpapers || Download paper

2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

Full description at Econpapers || Download paper

2025The robust F-statistic as a test for weak instruments. (2025). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407625000053.

Full description at Econpapers || Download paper

2025Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124.

Full description at Econpapers || Download paper

2025Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198.

Full description at Econpapers || Download paper

2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

Full description at Econpapers || Download paper

2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

Full description at Econpapers || Download paper

2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

Full description at Econpapers || Download paper

2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Gurdgiev, Constantin ; Pisera, Stefano ; Goodell, John W ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

Full description at Econpapers || Download paper

2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

Full description at Econpapers || Download paper

2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

Full description at Econpapers || Download paper

2024Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016.

Full description at Econpapers || Download paper

2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

Full description at Econpapers || Download paper

2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

Full description at Econpapers || Download paper

2024Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504.

Full description at Econpapers || Download paper

2024A nowcasting model of industrial production using alternative data and machine learning approaches. (2024). Minoura, Yukio ; Yagi, Tomoyuki ; Hisano, Ryohei ; Furukawa, Kakuho. In: Japan and the World Economy. RePEc:eee:japwor:v:71:y:2024:i:c:s0922142524000343.

Full description at Econpapers || Download paper

2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

Full description at Econpapers || Download paper

2024Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011.

Full description at Econpapers || Download paper

2024Consumer inflation expectations: Daily dynamics. (2024). Ryngaert, Jane ; Campbell, Jeffrey ; Binder, Carola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000667.

Full description at Econpapers || Download paper

2024Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345.

Full description at Econpapers || Download paper

2025Do firm expectations respond to monetary policy announcements?. (2025). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001016.

Full description at Econpapers || Download paper

2025Sinking ships: Liquidity constraints and return predictability in recessions. (2025). Doshchyn, Artur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000170.

Full description at Econpapers || Download paper

2025Household expectations and dissent among policymakers. (2025). Tillmann, Peter ; Grebe, Moritz. In: European Journal of Political Economy. RePEc:eee:poleco:v:86:y:2025:i:c:s017626802400140x.

Full description at Econpapers || Download paper

2024Asymmetry in inflation persistence under inflation targeting. (2024). Koursaros, Demetris ; Aslanidis, Nektarios ; Otto, Glenn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001285.

Full description at Econpapers || Download paper

2024An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts. (2024). Lunsford, Kurt ; West, Kenneth D. In: Working Papers. RePEc:fip:fedcwq:98821.

Full description at Econpapers || Download paper

2025The Social Returns to Public R&D. (2025). Mertens, Karel ; Fieldhouse, Andrew. In: Working Papers. RePEc:fip:feddwp:99990.

Full description at Econpapers || Download paper

2024A Simple Diagnostic for Time-Series and Panel-Data Regressions. (2024). Gospodinov, Nikolay ; Crump, Richard ; Gaffney, Ignacio Lopez. In: Staff Reports. RePEc:fip:fednsr:99063.

Full description at Econpapers || Download paper

2024A Jackknife Variance Estimator for Panel Regressions. (2024). Gospodinov, Nikolay ; Crump, Richard ; Gaffney, Ignacio Lopez. In: Staff Reports. RePEc:fip:fednsr:99064.

Full description at Econpapers || Download paper

2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149.

Full description at Econpapers || Download paper

2024Back to normal? Assessing the Effects of the Federal Reserves Quantitative Tightening. (2024). Casalena, Francesco. In: IHEID Working Papers. RePEc:gii:giihei:heidwp14-2024.

Full description at Econpapers || Download paper

2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

Full description at Econpapers || Download paper

2025The Inflationary Effects of Quantitative Easing. (2025). Zhang, Xin ; Klein, Mathias. In: Working Paper Series. RePEc:hhs:rbnkwp:0447.

Full description at Econpapers || Download paper

2024The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts. (2024). Li, Xiaole ; Nam, Deokwoo. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:65:y:2024:i:1:p:1-31.

Full description at Econpapers || Download paper

2025What would you do with £500? (...in your own words). (2025). Vsquez, Sofa Sierra ; Levell, Peter ; Crossley, Thomas F. In: IFS Working Papers. RePEc:ifs:ifsewp:25/42.

Full description at Econpapers || Download paper

2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Weidner, Martin ; Armstrong, Timothy. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp28/24.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

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]		article13
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: 13		paper
2024Identification based on higher moments In: CeMMAP working papers.
[Full Text][Citation analysis]		paper1
2025Identifying heterogeneous supply and demand shocks in European credit markets In: CeMMAP working papers.
[Full Text][Citation analysis]		paper0
2024Latent heterogeneity in the marginal propensity to consume In: CeMMAP working papers.
[Full Text][Citation analysis]		paper14
2019Latent Heterogeneity in the Marginal Propensity to Consume.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Latent Heterogeneity in the Marginal Propensity to Consume.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Do Monetary Policy Announcements Shift Household Expectations? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2020Do Monetary Policy Announcements Shift Household Expectations?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2019Do Monetary Policy Announcements Shift Household Expectations?.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2021Measuring Real Activity Using a Weekly Economic Index In: Working Papers.
[Full Text][Citation analysis]		paper101
2020Measuring Real Activity Using a Weekly Economic Index.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		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: 101		article
2023Dynamic Identification Using System Projections on Instrumental Variables In: Working Papers.
[Full Text][Citation analysis]		paper2
2022A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors In: Working Papers.
[Full Text][Citation analysis]		paper8
2020Monitoring Real Activity in Real Time: The Weekly Economic Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper9
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]		paper46
2021Identifying Shocks via Time-Varying Volatility.(2021) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2018Robust inference in models identified via heteroskedasticity In: Staff Reports.
[Full Text][Citation analysis]		paper12
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: 12		article
2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects In: Staff Reports.
[Full Text][Citation analysis]		paper8
2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors In: Staff Reports.
[Full Text][Citation analysis]		paper8
2022Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression In: Staff Reports.
[Full Text][Citation analysis]		paper2
2023Approximating grouped fixed effects estimation via fuzzy clustering regression.(2023) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak In: NBER Working Papers.
[Full Text][Citation analysis]		paper60
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article111
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article90
2021The Size‐Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article16

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team