Serena Ng : Citation Profile

Are you Serena Ng?

Columbia University

35

H index

55

i10 index

8105

Citations

RESEARCH PRODUCTION:

69

Articles

89

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 300
   Journals where Serena Ng has often published
   Relations with other researchers
   Recent citing documents: 1163.    Total self citations: 37 (0.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png6
   Updated: 2019-03-16    RAS profile: 2018-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gospodinov, Nikolay (5)

Ludvigson, Sydney (4)

Komunjer, Ivana (3)

McCracken, Michael (2)

Ma, Sai (2)

Bai, Jushan (2)

Gorodnichenko, Yuriy (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Serena Ng.

Is cited by:

GUPTA, RANGAN (181)

Marcellino, Massimiliano (144)

Forni, Mario (103)

Shahbaz, Muhammad (102)

Lippi, Marco (80)

Hallin, Marc (72)

Carrion-i-Silvestre, Josep (71)

Pesaran, M (68)

Westerlund, Joakim (65)

Byrne, Joseph (65)

Giannone, Domenico (64)

Cites to:

Watson, Mark (57)

Bai, Jushan (49)

Stock, James (46)

Reichlin, Lucrezia (43)

Forni, Mario (38)

Perron, Pierre (37)

Lippi, Marco (35)

Phillips, Peter (31)

Hallin, Marc (30)

Diebold, Francis (22)

Pesaran, M (20)

Main data

Where Serena Ng has published?

Journals with more than one article published# docs
Journal of Econometrics11
Journal of Business & Economic Statistics8
The Review of Economics and Statistics5
Econometrica5
Econometric Theory5
Journal of Applied Econometrics3
Journal of Economic Dynamics and Control2
Journal of Business & Economic Statistics2
Econometric Reviews2
Annals of Economics and Finance2
Journal of Monetary Economics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics18
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Papers / arXiv.org2
Econometrics / University Library of Munich, Germany2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2

Recent works citing Serena Ng (2018 and 2017)

YearTitle of citing document
2018Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03.

Full description at Econpapers || Download paper

2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

Full description at Econpapers || Download paper

2018In Search of a Job: Forecasting Employment Growth in the US using Google Trends. (2018). Montes, Erik Christian . In: CREATES Research Papers. RePEc:aah:create:2018-25.

Full description at Econpapers || Download paper

2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

Full description at Econpapers || Download paper

2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

Full description at Econpapers || Download paper

2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Ertugrul, Hasan ; Atasoy, Burak ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:no:7:p:103-117.

Full description at Econpapers || Download paper

2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Atasoy, Burak ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117.

Full description at Econpapers || Download paper

2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

Full description at Econpapers || Download paper

2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

Full description at Econpapers || Download paper

2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

Full description at Econpapers || Download paper

2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

Full description at Econpapers || Download paper

2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-06.

Full description at Econpapers || Download paper

2017Trade Uncertainty and Income Inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2017-648.

Full description at Econpapers || Download paper

2018FDI, Service imports and Export development. (2018). Lu, Wenxi. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-05.

Full description at Econpapers || Download paper

2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

Full description at Econpapers || Download paper

2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

Full description at Econpapers || Download paper

2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

Full description at Econpapers || Download paper

2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Gakpa, Lewis Landry ; Coulibaly, Sionfou Seydou. In: Research Papers. RePEc:aer:rpaper:rp_320.

Full description at Econpapers || Download paper

2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. In: AFEA Working Papers. RePEc:afe:wpaper:18/024.

Full description at Econpapers || Download paper

2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: AFEA Working Papers. RePEc:afe:wpaper:18/043.

Full description at Econpapers || Download paper

2017Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/018.

Full description at Econpapers || Download paper

2017The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050.

Full description at Econpapers || Download paper

2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029.

Full description at Econpapers || Download paper

2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/052.

Full description at Econpapers || Download paper

2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/004.

Full description at Econpapers || Download paper

2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009.

Full description at Econpapers || Download paper

2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

Full description at Econpapers || Download paper

2017The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2017). Chavas, Jean-Paul ; Li, Jian. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259185.

Full description at Econpapers || Download paper

2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

Full description at Econpapers || Download paper

2017Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256.

Full description at Econpapers || Download paper

2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

Full description at Econpapers || Download paper

2017COST PASS-THROUGH AND PRODUCT DIFFERENTIATION. (2017). Anders, Sven ; Loy, Jens-Peter ; Bittmann, Thomas. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261145.

Full description at Econpapers || Download paper

2018The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2018). Chavas, J.-P., ; Li, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275976.

Full description at Econpapers || Download paper

2018The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2018). GUPTA, RANGAN ; Clance, Matthew ; Aye, G C. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277037.

Full description at Econpapers || Download paper

2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

Full description at Econpapers || Download paper

2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

Full description at Econpapers || Download paper

2017Measuring the value of housing services in household surveys: an application of machine learning approach. (2017). Embaye, Weldensie T ; Zereyesus, Yacob A. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252851.

Full description at Econpapers || Download paper

2018EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL Serena NgITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65.

Full description at Econpapers || Download paper

2018Consumption Behaviour and Conservation of Household Electricity in Delhi: A Factor Analysis Approach. (2018). Tewathia, Nidhi. In: Asian Bulletin of Energy Economics and Technology. RePEc:aoj:abeeat:2018:p:22-35.

Full description at Econpapers || Download paper

2017“Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710.

Full description at Econpapers || Download paper

2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

Full description at Econpapers || Download paper

2018Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19.

Full description at Econpapers || Download paper

2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

Full description at Econpapers || Download paper

2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

Full description at Econpapers || Download paper

2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

Full description at Econpapers || Download paper

2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

Full description at Econpapers || Download paper

2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2018Statistical Industry Classification. (2018). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1607.04883.

Full description at Econpapers || Download paper

2018Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap. In: Papers. RePEc:arx:papers:1610.09292.

Full description at Econpapers || Download paper

2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2017*K-means and Cluster Models for Cancer Signatures. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1703.00703.

Full description at Econpapers || Download paper

2017Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

Full description at Econpapers || Download paper

2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

Full description at Econpapers || Download paper

2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

Full description at Econpapers || Download paper

2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

Full description at Econpapers || Download paper

2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

Full description at Econpapers || Download paper

2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

Full description at Econpapers || Download paper

2018Panel Data Quantile Regression with Grouped Fixed Effects. (2018). Gu, Jiaying ; Volgushev, Stanislav. In: Papers. RePEc:arx:papers:1801.05041.

Full description at Econpapers || Download paper

2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

Full description at Econpapers || Download paper

2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Papers. RePEc:arx:papers:1805.09937.

Full description at Econpapers || Download paper

2018Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Papers. RePEc:arx:papers:1806.00666.

Full description at Econpapers || Download paper

2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

Full description at Econpapers || Download paper

2018State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

Full description at Econpapers || Download paper

2018Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

Full description at Econpapers || Download paper

2018Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

Full description at Econpapers || Download paper

2018Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

Full description at Econpapers || Download paper

2018A supreme test for periodic explosive GARCH. (2018). Richter, Stefan ; Wu, Wei Biao ; Wang, Weining. In: Papers. RePEc:arx:papers:1812.03475.

Full description at Econpapers || Download paper

2018Machine-learned patterns suggest that diversification drives economic development. (2018). Brummitt, Charles D ; Bonds, Matthew H ; Hausmann, Ricardo ; Gomez-Lievano, Andres. In: Papers. RePEc:arx:papers:1812.03534.

Full description at Econpapers || Download paper

2018Pair-wise Convergence of Intra-city House Prices in Beijing. (2018). Gabrieli, Tommaso ; Xu, Yishuang ; Panagiotidis, Theodore. In: ERES. RePEc:arz:wpaper:eres2018_236.

Full description at Econpapers || Download paper

2018Multiple Determinants of Household Natural Gas Demand: A Panel Data Analysis in OECD Countries. (2018). Tatli, Halim . In: Asian Development Policy Review. RePEc:asi:adprev:2018:p:243-253.

Full description at Econpapers || Download paper

2018Re-Examining the Mean Reversion of Inflation Rate in ECOWAS. (2018). Guy, Drama Bedi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:653-668.

Full description at Econpapers || Download paper

2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

Full description at Econpapers || Download paper

2017Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market. (2017). Lee, Gabriel ; Strobel, Johannes ; Thanh, Binh Nguyen. In: Working Papers. RePEc:bav:wpaper:170_leenguyenthanhstrobel.

Full description at Econpapers || Download paper

2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

Full description at Econpapers || Download paper

2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

Full description at Econpapers || Download paper

2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

Full description at Econpapers || Download paper

2018The (Un)Demand for Money in Canada. (2018). Dunbar, Geoffrey ; Jones, Casey. In: Staff Working Papers. RePEc:bca:bocawp:18-20.

Full description at Econpapers || Download paper

2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

Full description at Econpapers || Download paper

2017Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

Full description at Econpapers || Download paper

2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

Full description at Econpapers || Download paper

2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

Full description at Econpapers || Download paper

2017Markov-switching three-pass regression filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:bde:wpaper:1748.

Full description at Econpapers || Download paper

2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

Full description at Econpapers || Download paper

2018Bank lending standards over the cycle: the role of firms’ productivity and credit risk. (2018). Moral-Benito, Enrique ; Vegas, Raquel ; Jimenez, Gabriel. In: Working Papers. RePEc:bde:wpaper:1811.

Full description at Econpapers || Download paper

2018Policy uncertainty and investment in Spain.. (2018). Dejuan, Daniel ; Ghirelli, Corinna. In: Working Papers. RePEc:bde:wpaper:1848.

Full description at Econpapers || Download paper

2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

Full description at Econpapers || Download paper

2017Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17.

Full description at Econpapers || Download paper

2017Fiscal policy uncertainty and the business cycle: time series evidence from Italy. (2017). Tommasino, Pietro ; Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1151_17.

Full description at Econpapers || Download paper

2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

Full description at Econpapers || Download paper

2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

Full description at Econpapers || Download paper

2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

Full description at Econpapers || Download paper

2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

Full description at Econpapers || Download paper

2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

Full description at Econpapers || Download paper

2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

Full description at Econpapers || Download paper

2017PUBLIC GOVERNANCE AND FINANCIAL DEVELOPMENT IN CENTRAL AND EASTERN EUROPEAN COUNTRIES. (2017). Bayar, Yilmaz. In: Ekonomske ideje i praksa. RePEc:beo:ekidpr:y:2017:i:24:p:53-65.

Full description at Econpapers || Download paper

2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:619.

Full description at Econpapers || Download paper

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

Works by Serena Ng:

YearTitleTypeCited
2015Measuring Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article291
2013Measuring Uncertainty.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 291		paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
[Full Text][Citation analysis]		article89
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2017The ABC of Simulation Estimation with Auxiliary Statistics In: Papers.
[Full Text][Citation analysis]		paper0
2018The ABC of simulation estimation with auxiliary statistics.(2018) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2017Principal Components and Regularized Estimation of Factor Models In: Papers.
[Full Text][Citation analysis]		paper1
2005Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article92
2001Tests for Skewness, Kurtosis, and Normality for Time Series Data.(2001) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2006Testing Cross-Section Correlation in Panel Data Using Spacings In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article56
2007Editors Report 2006 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2
2007Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article244
2008A Simple Test for Nonstationarity in Mixed Panels In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article26
2008Editors Report 2007 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3
2009Editors Report 2008 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2010Editors’ Report 2009 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article35
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
1997Accounting for Trends in the Almost Ideal Demand System In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1675
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1675		article
1998Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper33
1999Testing for ARCH in the presence of a possibly misspecified conditional mean.(1999) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		article
1997Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper62
2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		article
2000Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators.(2000) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
1997Explaining the Persistence of Commodity Prices In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper25
2000Explaining the Persistence of Commodity Prices.(2000) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
1997Explaining the Persistence of Commodity Prices.(1997) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
1997Parametric and non-parametric approaches to price and tax reform In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2
1996Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1996Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
1996Parametric and Non-Parametric Approaches to Price and Tax Reform.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper11
2002ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
1997How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper9
2000How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis..(2000) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2000How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
1998A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper12
1997A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure.(1997) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
1998A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
1998A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2000Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1503
2002Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1503		article
2000Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1503		paper
2002Demand Systems With Nonstationary Prices In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper28
2005Demand Systems with Nonstationary Prices.(2005) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
1999Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2000Intergenerational Linkages in Consumption Behavior In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper34
2000Intergenerational Linkages in Consumption Behavior.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2004Intergenerational Linkages in Consumption Behavior.(2004) In: Journal of Human Resources.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper7
2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2001A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper689
2004A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 689		article
2001A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 689		paper
2007Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article1
2012Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article12
2009Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article11
1996The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information. In: Carleton Economic Papers.
[Citation analysis]		paper15
1995The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
1995The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
1996The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1996) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
1995Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper59
1997Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1997) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 59		article
1995Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
1995Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 59		paper
1996A Semi-Parametric Factor Model for Interest Rates In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
1996A Semi-Parametric Factor Model for Interest Rates..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1996A Semi-Parametric Factor Model for Interest Rates..(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014Viewpoint: Boosting Recessions In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article8
1996A systematic framework for analyzing the dynamic effects of permanent and transitory shocks In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper115
2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.(2001) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115		article
1996A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 115		paper
1996A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115		paper
2002PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article18
2002PPP May not Hold Afterall: A Further Investigation.(2002) In: CEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2001PPP May not Hold After all: A Further Investigation.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2008Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article10
1998AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article33
1996An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
1996An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
2010PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory.
[Full Text][Citation analysis]		article38
2010INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory.
[Full Text][Citation analysis]		article49
2012ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES In: Econometric Theory.
[Full Text][Citation analysis]		article1
2011Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2000Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers.
[Full Text][Citation analysis]		paper3
2002Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica.
[Full Text][Citation analysis]		article189
2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
[Full Text][Citation analysis]		article44
2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
[Full Text][Citation analysis]		article31
2011A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
1996Looking for evidence of speculative stockholding in commodity markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article18
1995Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
1995Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2013Variable Selection in Predictive Regressions In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter5
1995Testing for unit roots in flow data sampled at different frequencies In: Economics Letters.
[Full Text][Citation analysis]		article13
2001A consistent test for conditional symmetry in time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
2006Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics.
[Full Text][Citation analysis]		article83
2004Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2006Are more data always better for factor analysis? In: Journal of Econometrics.
[Full Text][Citation analysis]		article441
2003Are More Data Always Better for Factor Analysis?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 441		paper
2008Forecasting economic time series using targeted predictors In: Journal of Econometrics.
[Full Text][Citation analysis]		article188
2009Panel cointegration with global stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article122
2007Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 122		paper
2013Principal components estimation and identification of static factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article54
2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1997Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
2007The empirical risk-return relation: A factor analysis approach In: Journal of Financial Economics.
[Full Text][Citation analysis]		article180
2005The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		paper
2006The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		paper
2003Can sticky prices account for the variations and persistence in real exchange rates? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2001Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates?.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2010Estimation of DSGE models when the data are persistent In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article54
2009Estimation of DSGE Models When the Data are Persistent.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2017Level and volatility factors in macroeconomic data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
2017Level and Volatility Factors in Macroeconomic Data.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016A Likelihood-Free Reverse Sampler of the Posterior Distribution In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2013Minimum distance estimation of possibly non-invertible moving average models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper2
2015Minimum Distance Estimation of Possibly Noninvertible Moving Average Models.(2015) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper2
2015FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers.
[Full Text][Citation analysis]		paper58
2016FRED-MD: A Monthly Database for Macroeconomic Research.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		article
2009Dynamic hierarchical factor models In: Staff Reports.
[Full Text][Citation analysis]		paper25
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
1991Adjustment Costs and Factor Demands in Canadian Manufacturing Industries. In: Laval - Recherche en Energie.
[Citation analysis]		paper0
1991Adjustment Costs and Factor Demands in Canadian Manufacturing Industries..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Understanding and Comparing Factor-Based Forecasts In: International Journal of Central Banking.
[Full Text][Citation analysis]		article169
2005Understanding and Comparing Factor-Based Forecasts.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 169		paper
2005Understanding and Comparing Factor-Based Forecasts.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 169		paper
1995Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article45
1995Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
1995Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 45		paper
1995Review of Coint 2.0. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2009Boosting diffusion indices In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46
1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper117
1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 117		paper
1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper276
1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 276		paper
1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 276		article
1995Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper1
1995Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2005Macro Factors in Bond Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper264
2009Macro Factors in Bond Risk Premia.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 264		article
2009A Factor Analysis of Bond Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: NBER Working Papers.
[Full Text][Citation analysis]		paper53
2017Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2017Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2008Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]		article98
2003Intergenerational Time Transfers and Childcare In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article45
2003Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data In: Computing in Economics and Finance 2003.
[Citation analysis]		paper0
2015Constructing Common Factors from Continuous and Categorical Data In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2013Commodity Prices, Convenience Yields, and Inflation In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article53
2004Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team