42
H index
66
i10 index
13407
Citations
Columbia University | 42 H index 66 i10 index 13407 Citations RESEARCH PRODUCTION: 79 Articles 108 Papers 3 Chapters RESEARCH ACTIVITY:
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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: |
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2021 | Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06. Full description at Econpapers || Download paper | |
2021 | Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper | |
2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
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2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper | |
2021 | Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/059. Full description at Econpapers || Download paper | |
2022 | An Empirical Assessment of the Financial Development – Environmental Quality Nexus in the European Union. (2022). Belascu, Lucian ; Curea, Stefania Cristina ; Dumitrescu, Dan Gabriel ; Mnohoghitnei, Irina ; Horobet, Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:613. Full description at Econpapers || Download paper | |
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2021 | Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/059. Full description at Econpapers || Download paper | |
2022 | Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072. Full description at Econpapers || Download paper | |
2022 | Female Unemployment and Economic Growth in Cameroon: An Estimation of a Nonlinear Okuns Law Specification by the ARDL Cointegration Model. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/078. Full description at Econpapers || Download paper | |
2022 | Gender Analysis of Labor Force Outcomes: Evidence from Cameroon. (2022). Foretia, Denis ; Nantchouang, Robert ; Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/079. Full description at Econpapers || Download paper | |
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2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367. Full description at Econpapers || Download paper | |
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2021 | The Time-Varying Impact of Covid-19 on Stock Returns: Evidence on Developed Countries from a Bootstrap Rolling Window Causality Method. (2021). Ozkan, Oktay ; Imek, Turker. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:5:y:2021:i:si:p:1-12. Full description at Econpapers || Download paper | |
2022 | Change point inference in high-dimensional regression models under temporal dependence. (2022). Yu, YI ; Zhao, Zifeng ; Wang, Daren ; Xu, Haotian. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022027. Full description at Econpapers || Download paper | |
2021 | Mental Health and Abortions among Young Women: Time-Varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions. (2021). Janys, Lena ; Siflinger, Bettina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:083. Full description at Econpapers || Download paper | |
2021 | Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87. Full description at Econpapers || Download paper | |
2021 | Response surfaces for DF-GLS p-values. (2021). Cottrell, Allin. In: gretl working papers. RePEc:anc:wgretl:8. Full description at Econpapers || Download paper | |
2021 | Prices, Money Supply and Output Nexus in Pakistan – A Macro Econometric Model. (2021). Hussain, Altaf ; Ahmad, Hafiz Khalil ; Awan, Asma ; Khan, Muhammad Yousuf. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:106-118. Full description at Econpapers || Download paper | |
2022 | Priors and the Slope of the Phillips Curve. (2022). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:165. Full description at Econpapers || Download paper | |
2021 | “Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers || Download paper | |
2021 | “Detecting multiple level shifts in bounded time series”. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:202106. Full description at Econpapers || Download paper | |
2022 | Full Modified Ordinary Least Square Analysis of the Relationship between New Technologies of Information, Financial Development and Growth in WAEMU Zone. (2022). Guy, Drama Bdi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:39-49. Full description at Econpapers || Download paper | |
2021 | Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332. Full description at Econpapers || Download paper | |
2021 | Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871. Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2021 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2022 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2021 | Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894. Full description at Econpapers || Download paper | |
2021 | Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823. Full description at Econpapers || Download paper | |
2021 | Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928. Full description at Econpapers || Download paper | |
2022 | Informational Content of Factor Structures in Simultaneous Binary Response Models. (2019). Maurel, Arnaud ; Zhang, Yichong ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:1910.01318. Full description at Econpapers || Download paper | |
2022 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2022 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. Full description at Econpapers || Download paper | |
2023 | Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764. Full description at Econpapers || Download paper | |
2022 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper | |
2022 | High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151. Full description at Econpapers || Download paper | |
2021 | Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307. Full description at Econpapers || Download paper | |
2021 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
2023 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2022 | Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611. Full description at Econpapers || Download paper | |
2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2022 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273. Full description at Econpapers || Download paper | |
2022 | Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952. Full description at Econpapers || Download paper | |
2021 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2021 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2021 | Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios. (2020). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2008.03600. Full description at Econpapers || Download paper | |
2021 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper | |
2021 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2021 | Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity. (2020). Gouri, Christian ; Dobronyi, Christopher. In: Papers. RePEc:arx:papers:2010.13937. Full description at Econpapers || Download paper | |
2022 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper | |
2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2021 | Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers || Download paper | |
2022 | Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996. Full description at Econpapers || Download paper | |
2021 | Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models. (2020). Chen, Daniel L ; Lewis, Greg. In: Papers. RePEc:arx:papers:2011.06158. Full description at Econpapers || Download paper | |
2022 | Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131. Full description at Econpapers || Download paper | |
2021 | Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473. Full description at Econpapers || Download paper | |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2021 | Dynamic industry uncertainty networks and the business cycle. (2021). BarunÃk, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957. Full description at Econpapers || Download paper | |
2021 | Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543. Full description at Econpapers || Download paper | |
2021 | A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper | |
2021 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666. Full description at Econpapers || Download paper | |
2022 | Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783. Full description at Econpapers || Download paper | |
2022 | Algorithmic subsampling under multiway clustering. (2021). Sasaki, Yuya ; Li, Jiatong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2103.00557. Full description at Econpapers || Download paper | |
2021 | On the Subbagging Estimation for Massive Data. (2021). Wang, Hansheng ; Liang, Xuan ; Zou, Tao. In: Papers. RePEc:arx:papers:2103.00631. Full description at Econpapers || Download paper | |
2021 | Can Machine Learning Catch the COVID-19 Recession?. (2021). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01201. Full description at Econpapers || Download paper | |
2021 | The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266. Full description at Econpapers || Download paper | |
2021 | Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368. Full description at Econpapers || Download paper | |
2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper | |
2021 | Slow-Growing Trees. (2021). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01926. Full description at Econpapers || Download paper | |
2021 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper | |
2022 | Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions. (2021). Siflinger, Bettina ; Janys, Lena. In: Papers. RePEc:arx:papers:2103.12159. Full description at Econpapers || Download paper | |
2021 | Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626. Full description at Econpapers || Download paper | |
2021 | Macroeconomic forecasting with statistically validated knowledge graphs. (2021). Tilly, Sonja ; Livan, Giacomo. In: Papers. RePEc:arx:papers:2104.10457. Full description at Econpapers || Download paper | |
2022 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2021 | On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707. Full description at Econpapers || Download paper | |
2022 | Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424. Full description at Econpapers || Download paper | |
2021 | Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182. Full description at Econpapers || Download paper | |
2021 | A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240. Full description at Econpapers || Download paper | |
2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers || Download paper | |
2021 | Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data. (2021). Hansen, Stephen ; Battaglia, Laura ; Sacher, Szymon. In: Papers. RePEc:arx:papers:2107.08112. Full description at Econpapers || Download paper | |
2021 | Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498. Full description at Econpapers || Download paper | |
2022 | Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2015 | Measuring Uncertainty In: American Economic Review. [Full Text][Citation analysis] | article | 1047 |
2013 | Measuring Uncertainty.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1047 | paper | |
2021 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 225 |
2015 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
2021 | COVID-19 and the Costs of Deadly Disasters In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 4 |
2021 | Estimation and Inference by Stochastic Optimization: Three Examples In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 1 |
2021 | Estimation and Inference by Stochastic Optimization: Three Examples.(2021) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 183 |
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: 183 | paper | |
2020 | An Econometric Perspective on Algorithmic Subsampling In: Annual Review of Economics. [Full Text][Citation analysis] | article | 3 |
2020 | An Econometric Perspective on Algorithmic Subsampling.(2020) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | An econometric perspective on algorithmic subsampling.(2020) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | The ABC of Simulation Estimation with Auxiliary Statistics In: Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | The ABC of simulation estimation with auxiliary statistics.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2017 | Principal Components and Regularized Estimation of Factor Models In: Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters In: Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Boosting high dimensional predictive regressions with time varying parameters.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2020 | Latent Dirichlet Analysis of Categorical Survey Responses In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Latent Dirichlet Analysis of Categorical Survey Responses.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2021 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers. [Full Text][Citation analysis] | paper | 9 |
2021 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data.(2021) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2020 | Inference by Stochastic Optimization: A Free-Lunch Bootstrap In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Least Squares Estimation Using Sketched Data with Heteroskedastic Errors In: Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Simpler Proofs for Approximate Factor Models of Large Dimensions In: Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | Modeling Macroeconomic Variations After COVID-19 In: Papers. [Full Text][Citation analysis] | paper | 14 |
2021 | Modeling Macroeconomic Variations after Covid-19.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2022 | Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Time Series Estimation of the Dynamic Effects of Disaster-Type Shock In: Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | Approximate Factor Models with Weaker Loadings In: Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 176 |
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: 176 | paper | |
2006 | Testing Cross-Section Correlation in Panel Data Using Spacings In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 65 |
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 | 358 |
2008 | A Simple Test for Nonstationarity in Mixed Panels In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 35 |
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 |
1996 | THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
1995 | The 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: 9 | paper | |
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: 9 | paper | |
2005 | A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 45 |
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: 45 | 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 | 2351 |
2001 | LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 2351 | 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 | 42 |
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: 42 | 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 | 74 |
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: 74 | 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: 74 | paper | |
1997 | Explaining the Persistence of Commodity Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 28 |
2000 | Explaining the Persistence of Commodity Prices.(2000) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
1997 | Explaining the Persistence of Commodity Prices.(1997) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | 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 | 17 |
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: 17 | 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 | 17 |
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: 17 | 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: 17 | 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 | 2286 |
2002 | Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 2286 | 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: 2286 | paper | |
2002 | Demand Systems With Nonstationary Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
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: 29 | 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 | 49 |
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: 49 | paper | |
2004 | Intergenerational Linkages in Consumption Behavior.(2004) In: Journal of Human Resources. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | 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 | 10 |
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: 10 | paper | |
2001 | A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 918 |
2004 | A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 918 | 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: 918 | 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 | 1 |
2012 | Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 51 |
2009 | Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 23 |
1996 | The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information. In: Carleton Economic Papers. [Citation analysis] | paper | 18 |
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: 18 | 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: 18 | 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: 18 | article | |
1995 | Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 68 |
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: 68 | 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: 68 | 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: 68 | paper | |
1996 | A Semi-Parametric Factor Model for Interest Rates In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
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: 3 | paper | |
1996 | A Semi-Parametric Factor Model for Interest Rates..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | Viewpoint: Boosting Recessions In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 38 |
2014 | Viewpoint: Boosting Recessions.(2014) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
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 | 131 |
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: 131 | 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: 131 | 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: 131 | paper | |
2002 | PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
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: 20 | 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: 20 | paper | |
2008 | Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
1998 | AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 41 |
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: 41 | 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: 41 | paper | |
2010 | PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory. [Full Text][Citation analysis] | article | 84 |
2010 | INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 95 |
2012 | ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
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: 5 | paper | |
2014 | MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2000 | Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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: 5 | article | |
2006 | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica. [Full Text][Citation analysis] | article | 365 |
2011 | Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica. [Full Text][Citation analysis] | article | 121 |
2011 | A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal. [Full Text][Citation analysis] | article | 52 |
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: 52 | article | |
1996 | Looking for evidence of speculative stockholding in commodity markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
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: 19 | 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: 19 | paper | |
2013 | Variable Selection in Predictive Regressions In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 31 |
1995 | Testing for unit roots in flow data sampled at different frequencies In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
2001 | A consistent test for conditional symmetry in time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
2006 | Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 109 |
2004 | Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2006 | Are more data always better for factor analysis? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 617 |
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: 617 | paper | |
2008 | Forecasting economic time series using targeted predictors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 338 |
2009 | Panel cointegration with global stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 195 |
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: 195 | paper | |
2013 | Principal components estimation and identification of static factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 131 |
2017 | Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2019 | Rank regularized estimation of approximate factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
1997 | Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 45 |
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: 45 | 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: 45 | paper | |
2007 | The empirical risk-return relation: A factor analysis approach In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 264 |
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: 264 | 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: 264 | 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 | 11 |
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: 11 | paper | |
2010 | Estimation of DSGE models when the data are persistent In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 68 |
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: 68 | paper | |
2017 | Level and volatility factors in macroeconomic data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 23 |
2017 | Level and Volatility Factors in Macroeconomic Data.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2016 | A Likelihood-Free Reverse Sampler of the Posterior Distribution In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2013 | Minimum distance estimation of possibly non-invertible moving average models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 5 |
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: 5 | article | |
2014 | Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 2 |
2021 | FRED-QD: A Quarterly Database for Macroeconomic Research In: Review. [Full Text][Citation analysis] | article | 43 |
2020 | FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2020 | FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2015 | FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers. [Full Text][Citation analysis] | paper | 341 |
2016 | FRED-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: 341 | article | |
2009 | Dynamic hierarchical factor models In: Staff Reports. [Full Text][Citation analysis] | paper | 25 |
2013 | Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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 | 216 |
2005 | Understanding and Comparing Factor-Based Forecasts.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 216 | paper | |
2005 | Understanding and Comparing Factor-Based Forecasts.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 216 | paper | |
1995 | Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 48 |
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: 48 | 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: 48 | 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 | 74 |
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 | 116 |
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: 116 | 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 | 385 |
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: 385 | 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: 385 | article | |
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 | 6 |
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: 6 | paper | |
2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2005 | Macro Factors in Bond Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 501 |
2009 | Macro Factors in Bond Risk Premia.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 501 | article | |
2009 | A Factor Analysis of Bond Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2017 | Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2020 | COVID-19 and The Macroeconomic Effects of Costly Disasters In: NBER Working Papers. [Full Text][Citation analysis] | paper | 62 |
2020 | Latent Dirichlet Analysis of Categorical Survey Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 206 |
2003 | Intergenerational Time Transfers and Childcare In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 64 |
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 | 4 |
2013 | Commodity Prices, Convenience Yields, and Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 91 |
2004 | Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics. [Full Text][Citation analysis] | paper | 5 |
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