32
H index
49
i10 index
6533
Citations
Serena Ng : Citation Profile
Columbia University | RESEARCH PRODUCTION: 64 Articles 87 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
26 years (1991 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Serena Ng. | Is cited by:
| Cites to:
|
Main data
Where Serena Ng has published?
Recent works citing Serena Ng (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2016 | Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2016-10. Full description at Econpapers || Download paper | |
| 2016 | A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). Rodríguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-23. Full description at Econpapers || Download paper | |
| 2016 | Price discovery in a continuous-time setting. (2016). Fernandes, Marcelo ; Scherrer, Cristina M ; Dias, Gustavo Fruet . In: CREATES Research Papers. RePEc:aah:create:2016-25. Full description at Econpapers || Download paper | |
| 2016 | Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26. Full description at Econpapers || Download paper | |
| 2016 | Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2016). Kim, Hyun Hak ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-10. Full description at Econpapers || Download paper | |
| 2016 | The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-14. Full description at Econpapers || Download paper | |
| 2017 | Improving 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 | |
| 2017 | The 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 | |
| 2017 | London 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 | |
| 2017 | Trade 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 | |
| 2016 | Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-09. Full description at Econpapers || Download paper | |
| 2016 | Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-18. Full description at Econpapers || Download paper | |
| 2017 | Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86. Full description at Econpapers || Download paper | |
| 2016 | Changes in sovereign debt dynamics in Central and Eastern Europe. (2016). Cuestas, Juan. In: Working Papers. RePEc:aee:wpaper:1610. Full description at Econpapers || Download paper | |
| 2016 | Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms. (2016). Serletis, Apostolos ; Jadidzadeh, Ali . In: The Energy Journal. RePEc:aen:journl:ej37-2-serletis. Full description at Econpapers || Download paper | |
| 2016 | Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/017. Full description at Econpapers || Download paper | |
| 2016 | Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/047. Full description at Econpapers || Download paper | |
| 2017 | Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/018. Full description at Econpapers || Download paper | |
| 2016 | Testing the relationship between military spending and private investments: Evidence from Turkey. (2016). Uler, Gulbahar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:307-318. Full description at Econpapers || Download paper | |
| 2016 | Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:183-202. Full description at Econpapers || Download paper | |
| 2016 | Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Iltas, Yuksel ; Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:281-298. Full description at Econpapers || Download paper | |
| 2016 | Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey. (2016). Erdem, Ekrem ; Yucel, Ali Gokhan ; Koseoglu, Ahmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:17-26. Full description at Econpapers || Download paper | |
| 2016 | Testing the relationship between military spending and private investments: Evidence from Turkey. (2016). Uler, Gulbahar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:307-318. Full description at Econpapers || Download paper | |
| 2016 | Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:183-202. Full description at Econpapers || Download paper | |
| 2016 | Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Sahoo, Manoranjan ; Dash, Umakant ; Babu, Suresh M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:281-298. Full description at Econpapers || Download paper | |
| 2017 | The 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 | |
| 2016 | Income Risk, Habit Formation, and Precautionary Savings: The Case of Rural Households. (2016). Mishra, Ashok ; Khanal, Aditya . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235597. Full description at Econpapers || Download paper | |
| 2016 | Are Free Trade Agreements Good for the Environment? A Panel Data Analysis. (2016). Nemati, Mehdi ; Hu, Wuyang ; Reed, Michael . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235631. Full description at Econpapers || Download paper | |
| 2016 | Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan. (2016). Miranda, Mario ; Katchova, Ani ; Chaudhry, Muhammad Imran . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235953. Full description at Econpapers || Download paper | |
| 2016 | THE DEMAND FOR ELECTRICITY AND NATURAL GAS IN THE NORTHEASTERN UNITED STATES. (2016). Gautam, Tej ; Paudel, Krishna . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230114. Full description at Econpapers || Download paper | |
| 2017 | The 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 | |
| 2017 | Measuring 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 | |
| 2016 | Price asymmetries in the European gasoline market. (2016). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: a/ Working Papers Series. RePEc:ais:wpaper:1602. Full description at Econpapers || Download paper | |
| 2016 | ENDOGENEITY AND NONLINEARITIES IN CENTRAL BANK OF BRAZIL’S REACTION FUNCTIONS: AN INVERSE QUANTILE REGRESSION APPROACH. (2016). de Medeiros, Gabriela Bezerra ; da Silva, Edilean Kleber ; Portugal, Marcelo Savino . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:061. Full description at Econpapers || Download paper | |
| 2016 | High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075. Full description at Econpapers || Download paper | |
| 2016 | Principal Components Analysis for Semimartingales and Stochastic PDE. (2016). Ohashi, Alberto ; Simas, Alexandre B. In: Papers. RePEc:arx:papers:1503.05909. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2016 | Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883. Full description at Econpapers || Download paper | |
| 2016 | Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118. Full description at Econpapers || Download paper | |
| 2016 | Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2016 | Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso. (2016). Xu, Ning ; Fisher, Timothy ; Hong, Jian . In: Papers. RePEc:arx:papers:1606.00142. Full description at Econpapers || Download paper | |
| 2017 | Statistical Industry Classification. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1607.04883. Full description at Econpapers || Download paper | |
| 2016 | Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2016). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap . In: Papers. RePEc:arx:papers:1610.09292. Full description at Econpapers || Download paper | |
| 2016 | Random matrix approach to estimation of high-dimensional factor models. (2016). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571. Full description at Econpapers || Download paper | |
| 2017 | A 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 | |
| 2017 | Investing for the Long Run. (2017). Leisen, Dietmar ; Platen, Eckhard . In: Papers. RePEc:arx:papers:1705.03929. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832. Full description at Econpapers || Download paper | |
| 2017 | Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
| 2016 | On the Crude Oil Price, Stock Market Movement and Economic Growth Nexus in Nigeria Evidence from Cointegration and Var Analysis. (2016). Ekong, Nsisong Patrick ; Ebong, Daniel Wilson . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2016:p:112-123. Full description at Econpapers || Download paper | |
| 2016 | The US Monetary Base and Major World Equity Markets: An Empirical Investigation. (2016). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun . In: Review of Economics & Finance. RePEc:bap:journl:160304. Full description at Econpapers || Download paper | |
| 2017 | Effects 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 | |
| 2016 | The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:1601. Full description at Econpapers || Download paper | |
| 2016 | Slow recoveries: any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank. In: BCAM Working Papers. RePEc:bbk:bbkcam:1602. Full description at Econpapers || Download paper | |
| 2016 | New Housing Registrations as a Leading Indicator of the BC Economy. (2016). Cheung, Calista ; Granovsky, Dmitry . In: Discussion Papers. RePEc:bca:bocadp:16-3. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers || Download paper | |
| 2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25. Full description at Econpapers || Download paper | |
| 2017 | Markov-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 | |
| 2016 | Structural Trends and Cycles in a DSGE Model for Brazil. (2016). Costa, Silvio ; de Azevedo, Silvio Michael . In: Working Papers Series. RePEc:bcb:wpaper:434. Full description at Econpapers || Download paper | |
| 2016 | Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp102. Full description at Econpapers || Download paper | |
| 2017 | Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109. Full description at Econpapers || Download paper | |
| 2016 | Panel times series. A review of methodological developments. (2016). Sangiacomo, Maximo ; Burdisso, Tamara . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2016:i:74:p:105-131. Full description at Econpapers || Download paper | |
| 2017 | Monetary 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 | |
| 2017 | Using 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 | |
| 2017 | Large time-varying parameter VARs: a non-parametric approach. (2017). Marcellino, Massimiliano ; Venditti, Fabrizio ; Kapetanios, George . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17. Full description at Econpapers || Download paper | |
| 2016 | Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03. Full description at Econpapers || Download paper | |
| 2017 | Identifying 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 | |
| 2016 | Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach. (2016). Sarmiento-Becerra, Gloria ; Ojeda-Joya, Jair. In: Borradores de Economia. RePEc:bdr:borrec:970. Full description at Econpapers || Download paper | |
| 2017 | Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. Full description at Econpapers || Download paper | |
| 2016 | PUBLIC DEBT SUSTAINABILITY IN SERBIA BEFORE AND DURING THE GLOBAL FINANCIAL CRISIS. (2016). Andric, Vladimir ; Arsi, Milojko ; Nojkovi, Aleksandra . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:210:p:47-78. Full description at Econpapers || Download paper | |
| 2016 | The PRISME model: can disaggregation on the production side help to forecast GDP?. (2016). Monnet, Eric ; Marx, Magali ; Oung, V ; Ferriere, T ; Thubin, C. In: Working papers. RePEc:bfr:banfra:596. Full description at Econpapers || Download paper | |
| 2017 | Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, K. In: Working papers. RePEc:bfr:banfra:619. Full description at Econpapers || Download paper | |
| 2016 | Menu Costs, Uncertainty Cycles, and the Propagation of Nominal Shocks. (2016). Baley, Isaac ; Blanco, Julio A. In: Working Papers. RePEc:bge:wpaper:918. Full description at Econpapers || Download paper | |
| 2017 | Oil, equities, and the zero lower bound. (2017). Datta, Deepa ; Vigfusson, Robert J ; Kwon, Hannah ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:617. Full description at Econpapers || Download paper | |
| 2016 | Solving DSGE models with stochastic trends. (2016). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps15. Full description at Econpapers || Download paper | |
| 2016 | Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043. Full description at Econpapers || Download paper | |
| 2016 | Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044. Full description at Econpapers || Download paper | |
| 2016 | Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046. Full description at Econpapers || Download paper | |
| 2017 | Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053. Full description at Econpapers || Download paper | |
| 2016 | Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587. Full description at Econpapers || Download paper | |
| 2016 | Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608. Full description at Econpapers || Download paper | |
| 2016 | Interpreting the latent dynamic factors by threshold FAVAR model. (2016). Tuzcuoglu, Kerem ; Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0622. Full description at Econpapers || Download paper | |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
| 2016 | The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010. Full description at Econpapers || Download paper | |
| 2016 | A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?. (2016). Golinelli, Roberto ; Bontempi, Maria ; Squadrani, M. In: Working Papers. RePEc:bol:bodewp:wp1062. Full description at Econpapers || Download paper | |
| 2016 | Generalized State-Dependent Models: A Multivariate Approach. (2016). Golinelli, Roberto ; Heravi, S ; Easaw, J. In: Working Papers. RePEc:bol:bodewp:wp1067. Full description at Econpapers || Download paper | |
| 2016 | Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61. Full description at Econpapers || Download paper | |
| 2016 | Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9. Full description at Econpapers || Download paper | |
| 2017 | Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7. Full description at Econpapers || Download paper | |
| 2016 | Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics. (2016). Bechir, Dola ; Jean-Marc, Bardet . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:115-153:n:3. Full description at Econpapers || Download paper | |
| 2016 | International Mobility of Capital in the United States: Robust Evidence from Time-Series Tests. (2016). Tarlok, Singh . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:193-249:n:1. Full description at Econpapers || Download paper | |
| 2016 | Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103. Full description at Econpapers || Download paper | |
| 2016 | Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r. Full description at Econpapers || Download paper | |
| 2016 | Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r. Full description at Econpapers || Download paper | |
| 2016 | A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models. (2016). Pesaran, M ; Kapetanios, G ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1677. Full description at Econpapers || Download paper | |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016. Full description at Econpapers || Download paper | |
| 2016 | Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Serena Ng:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Measuring Uncertainty In: American Economic Review. [Full Text][Citation analysis] | article | 132 |
| 2013 | Measuring Uncertainty.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
| 2013 | Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 69 |
| 2013 | Facts 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: 69 | paper | |
| 2005 | Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 64 |
| 2001 | Tests 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: 64 | paper | |
| 2006 | Testing Cross-Section Correlation in Panel Data Using Spacings In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 52 |
| 2007 | Editors Report 2006 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 216 |
| 2008 | A Simple Test for Nonstationarity in Mixed Panels In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 20 |
| 2008 | Editors Report 2007 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Editors Report 2008 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Editors’ Report 2009 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 29 |
| 2001 | A 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: 29 | paper | |
| 1997 | Accounting for Trends in the Almost Ideal Demand System In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Lag 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] | paper | 1434 |
| 2001 | LAG 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: 1434 | article | |
| 1998 | Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 34 |
| 1999 | Testing 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: 34 | article | |
| 1997 | Estimating 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] | paper | 50 |
| 2000 | Estimating 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: 50 | article | |
| 2000 | Estimating 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: 50 | paper | |
| 1997 | Explaining the Persistence of Commodity Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2000 | Explaining the Persistence of Commodity Prices.(2000) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 1997 | Explaining the Persistence of Commodity Prices.(1997) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1997 | Parametric and non-parametric approaches to price and tax reform In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Parametric 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 | |
| 1996 | Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1996 | Parametric 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 | |
| 1997 | Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2002 | ANALYSIS 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: 9 | article | |
| 1997 | How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2000 | How 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 | |
| 2000 | How 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 | |
| 1998 | A 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] | paper | 12 |
| 1997 | A 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 | |
| 1998 | A 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 | |
| 1998 | A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1246 |
| 2002 | Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1246 | article | |
| 2000 | Determining 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: 1246 | paper | |
| 2002 | Demand Systems With Nonstationary Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
| 2005 | Demand Systems with Nonstationary Prices.(2005) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 1999 | Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Intergenerational Linkages in Consumption Behavior In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
| 2000 | Intergenerational Linkages in Consumption Behavior.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2004 | Intergenerational Linkages in Consumption Behavior.(2004) In: Journal of Human Resources. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2001 | A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2001 | A 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 | |
| 2001 | A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 564 |
| 2004 | A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 564 | article | |
| 2001 | A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 564 | paper | |
| 2007 | Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 0 |
| 2012 | Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 5 |
| 2009 | Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1996 | The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information. In: Carleton Economic Papers. [Citation analysis] | paper | 15 |
| 1995 | The 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 | |
| 1995 | The 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 | |
| 1996 | The 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 | |
| 1995 | Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 1997 | Excess 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: 52 | article | |
| 1995 | Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1995 | Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1996 | A Semi-Parametric Factor Model for Interest Rates In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | A 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 | |
| 1996 | A Semi-Parametric Factor Model for Interest Rates..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Viewpoint: Boosting Recessions In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 95 |
| 2001 | A 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: 95 | article | |
| 1996 | A 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: 95 | paper | |
| 1996 | A 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: 95 | paper | |
| 2002 | PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
| 2002 | PPP May not Hold Afterall: A Further Investigation.(2002) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2001 | PPP May not Hold After all: A Further Investigation.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2008 | Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 1998 | AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 32 |
| 1996 | An 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: 32 | paper | |
| 1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2010 | PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory. [Full Text][Citation analysis] | article | 26 |
| 2010 | INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 39 |
| 2012 | ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2011 | Estimators 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 | |
| 2014 | MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2000 | Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Forecasting 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 | |
| 2006 | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica. [Full Text][Citation analysis] | article | 137 |
| 2011 | Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica. [Full Text][Citation analysis] | article | 23 |
| 2011 | A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal. [Full Text][Citation analysis] | article | 27 |
| 2011 | A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 1996 | Looking for evidence of speculative stockholding in commodity markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 15 |
| 1995 | Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1995 | Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2013 | Variable Selection in Predictive Regressions In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 4 |
| 1995 | Testing for unit roots in flow data sampled at different frequencies In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2001 | A consistent test for conditional symmetry in time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
| 2006 | Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 70 |
| 2004 | Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2006 | Are more data always better for factor analysis? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 371 |
| 2003 | Are More Data Always Better for Factor Analysis?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 371 | paper | |
| 2008 | Forecasting economic time series using targeted predictors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 135 |
| 2009 | Panel cointegration with global stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 99 |
| 2007 | Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2013 | Principal components estimation and identification of static factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 1997 | Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2007 | The empirical risk-return relation: A factor analysis approach In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 136 |
| 2005 | The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 2006 | The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 2003 | Can sticky prices account for the variations and persistence in real exchange rates? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2001 | Can 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: 9 | paper | |
| 2010 | Estimation of DSGE models when the data are persistent In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 44 |
| 2009 | Estimation of DSGE Models When the Data are Persistent.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2013 | Minimum distance estimation of possibly non-invertible moving average models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Minimum 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: 0 | article | |
| 2014 | Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2015 | FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Dynamic hierarchical factor models In: Staff Reports. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 1991 | Adjustment Costs and Factor Demands in Canadian Manufacturing Industries. In: Laval - Recherche en Energie. [Citation analysis] | paper | 0 |
| 1991 | Adjustment Costs and Factor Demands in Canadian Manufacturing Industries..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Understanding and Comparing Factor-Based Forecasts In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 155 |
| 2005 | Understanding and Comparing Factor-Based Forecasts.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2005 | Understanding and Comparing Factor-Based Forecasts.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 1995 | Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 40 |
| 1995 | Testing 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: 40 | paper | |
| 1995 | Testing 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: 40 | paper | |
| 1995 | Review of Coint 2.0. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Boosting diffusion indices In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 117 |
| 1994 | Unit 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 | |
| 1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 230 |
| 1994 | Useful 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: 230 | paper | |
| 1996 | Useful 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: 230 | article | |
| 1995 | The Exact Error in Estimating the Special Density at the Origin. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 1995 | The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1995 | Nonparametric-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] | paper | 1 |
| 1995 | Nonparametric-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 | |
| 2005 | Macro Factors in Bond Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 208 |
| 2009 | Macro Factors in Bond Risk Premia.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | article | |
| 2009 | A Factor Analysis of Bond Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2017 | Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Level and Volatility Factors in Macroeconomic Data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 74 |
| 2003 | Intergenerational Time Transfers and Childcare In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 37 |
| 2003 | Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 2015 | Constructing Common Factors from Continuous and Categorical Data In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2013 | Commodity Prices, Convenience Yields, and Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 40 |
| 2004 | Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team