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Alexei Onatski : Citation Profile


Are you Alexei Onatski?

University of Cambridge

11

H index

11

i10 index

1016

Citations

RESEARCH PRODUCTION:

13

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (1999 - 2012). See details.
   Cites by year: 78
   Journals where Alexei Onatski has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 9 (0.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pon27
   Updated: 2018-02-17    RAS profile: 2012-12-26    
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Relations with other researchers


Works with:

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

Is cited by:

Durlauf, Steven (31)

Forni, Mario (30)

Brock, William (29)

Schorfheide, Frank (28)

Wieland, Volker (27)

Williams, John (20)

Del Negro, Marco (20)

Luciani, Matteo (19)

Hallin, Marc (19)

Kuester, Keith (19)

Lippi, Marco (18)

Cites to:

Christiano, Lawrence (7)

Rudebusch, Glenn (7)

Svensson, Lars (7)

Evans, Charles (6)

Stock, James (6)

Sims, Christopher (6)

Eichenbaum, Martin (6)

Reichlin, Lucrezia (5)

Watson, Mark (5)

Williams, Noah (4)

Quah, Danny (4)

Main data


Where Alexei Onatski has published?


Journals with more than one article published# docs
Proceedings2

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2

Recent works citing Alexei Onatski (2018 and 2017)


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

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

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2017Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786.

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2017Cointegration in functional autoregressive processes. (2017). Paruolo, Paolo ; Franchi, Massimo. In: Papers. RePEc:arx:papers:1712.07522.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2017LIMITED ASSET MARKET PARTICIPATION, STICKY WAGES, AND MONETARY POLICY. (2017). rossi, lorenza ; Colciago, Andrea ; Ascari, Guido. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:878-897.

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2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

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2017A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series. (2017). Rice, Gregory ; Shang, Han Lin . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:591-609.

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2017Cointegrated Linear Processes in Hilbert Space. (2017). Beare, Brendan K ; Seo, Won-Ki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1010-1027.

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2017The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA. (2017). Yagihashi, Takeshi ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2017-03.

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2017Impact of International Monetary Policy in Uruguay: A favar Approach. (2017). Bucacos, Elizabeth . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-10.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Corona, Francisco ; Poncela, Pilar ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach. (2017). hsiao, cheng ; Hong, Yongmiao ; Chen, Haiqiang ; Ke, Xiao . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226.

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2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

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2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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2017Identification and estimation of a large factor model with structural instability. (2017). Baltagi, Badi ; Wang, FA ; Kao, Chihwa . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017Spatial dynamic panel data models with interactive fixed effects. (2017). Shi, Wei ; Lee, Lung-Fei . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:323-347.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo ; Lippi, Marco. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

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2017Functional linear regression with functional response. (2017). Benatia, David ; FLORENS, Jean-Pierre ; Carrasco, Marine . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:269-291.

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2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Xiu, Dacheng ; Ait-Sahalia, Yacine. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

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2017Prediction of functional ARMA processes with an application to traffic data. (2017). Klepsch, J ; Wei, T ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149.

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2017Meta-analytic cointegrating rank tests for dependent panels. (2017). Deniz Dilan Karaman , ; Arsova, Antonia . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2017A new weighting-scheme for equity indexes. (2017). Chevallier, Julien ; Aboura, Sofiane. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:159-175.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2017Risk evaluations with robust approximate factor models. (2017). Chou, Ray Yeutien ; Yen, Yu-Min . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:244-264.

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2017Re-examining the middle-income trap hypothesis (MITH): What to reject and what to revive?. (2017). Wei, Shang-Jin ; Han, Xuehui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:41-61.

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2017Rethinking monetary policy after the crisis. (2017). Mishkin, Frederic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:252-274.

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2017On the CLT for discrete Fourier transforms of functional time series. (2017). Cerovecki, Clement ; Hormann, Siegfried . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:282-295.

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2017Asymptotic properties of a component-wise ARH(1) plug-in predictor. (2017). Alvarez-Liebana, J ; Ruiz-Medina, M D ; Bosq, D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:12-34.

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2017An innovations algorithm for the prediction of functional linear processes. (2017). Klepsch, J ; Kluppelberg, C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:252-271.

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2017Varying coefficient functional autoregressive model with application to the U.S. treasuries. (2017). Xu, Meng ; Chen, Ying ; Li, Jialiang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:168-183.

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2017Likelihood ratio test for partial sphericity in high and ultra-high dimensions. (2017). Forzani, Liliana ; Tolmasky, Carlos ; Gieco, Antonella . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:18-38.

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2017Policy credibility and alternative approaches to disinflation. (2017). Levin, Andrew ; Erceg, Christopher ; Michaels, Ryan ; Bordo, Michael. In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:422-440.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models. (2017). Paruolo, Paolo ; Mosconi, Rocco ; Doornik, Jurgen A. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536.

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2017Estimation of random coefficients logit demand models with interactive fixed effects. (2017). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik Roger. In: CeMMAP working papers. RePEc:ifs:cemmap:12/17.

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2017A Generalized Factor Model with Local Factors. (2017). Freyaldenhoven, Simon. In: 2017 Papers. RePEc:jmp:jm2017:pfr361.

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2017Asset Pricing and Excess Returns over the Market Return. (2017). Ahn, Seung C ; Horenstein, Alex R. In: Working Papers. RePEc:mia:wpaper:2017-12.

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2017The Quest for Parsimony in Behavioral Economics: New Methods and Evidence on Three Fronts. (2017). Zinman, Jonathan ; Stango, Victor ; Yoong, Joanne . In: NBER Working Papers. RePEc:nbr:nberwo:23057.

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2017Inference on Risk Premia in the Presence of Omitted Factors. (2017). Giglio, Stefano ; Xiu, Dacheng. In: NBER Working Papers. RePEc:nbr:nberwo:23527.

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2017On the number of common factors with high-frequency data. (2017). Kong, Xin-Bing . In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:2:p:397-410..

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2017Cointegration in functional autoregressive processes. (2017). Paruolo, Paolo ; Franchi, Massimo. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20175.

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2017On the impact of conditional expectation estimators in portfolio theory. (2017). Ortobelli, Sergio ; Tich, Toma ; Kouaissah, Noureddine. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Corona, Francisco ; Poncela, Pilar . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

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2017A Monte Carlo comparison of estimating the number of dynamic factors. (2017). Zhao, Zhao ; Wang, Shaoping ; Cui, Guowei. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1167-4.

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2017On the determination of the number of factors using information criteria with data-driven penalty. (2017). Mishra, Sagarika ; Westerlund, Joakim . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0692-0.

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2017Constrained principal components estimation of large approximate factor models. (2017). Ouysse, Rachida. In: Discussion Papers. RePEc:swe:wpaper:2017-12.

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Works by Alexei Onatski:


YearTitleTypeCited
2009Unit Roots in White Noise In: Working Papers.
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paper1
2012UNIT ROOTS IN WHITE NOISE.(2012) In: Econometric Theory.
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This paper has another version. Agregated cites: 1
article
2009Unit Roots in White Noise.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2011Set Coverage and Robust Policy In: CIRANO Working Papers.
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paper5
2012Set coverage and robust policy.(2012) In: Economics Letters.
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This paper has another version. Agregated cites: 5
article
2011Set Coverage and Robust Policy.(2011) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 5
paper
2002ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY In: Macroeconomic Dynamics.
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article177
1999Robust monetary policy under model uncertainty in a small model of the U.S. economy.(1999) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 177
article
2000Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 177
paper
2012Signal Detection in High Dmension: The Multispiked Case In: Working Papers ECARES.
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paper1
2011Asymptotic Power of Sphericity Tests for High-Dimensional Data In: Working Papers ECARES.
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paper13
2002Modeling model uncertainty In: Working Paper Series.
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paper123
2003Modeling Model Uncertainty.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 123
paper
2003Modeling Model Uncertainty.(2003) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 123
article
2009Testing Hypotheses About the Number of Factors in Large Factor Models In: Econometrica.
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article112
2004Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings.
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paper0
2004Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics.
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This paper has another version. Agregated cites: 0
paper
2000Minimax Analysis of Monetary Policy Under Model Uncertainty In: Econometric Society World Congress 2000 Contributed Papers.
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paper5
2001Searching for prosperity In: Carnegie-Rochester Conference Series on Public Policy.
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article72
2001Searching for Prosperity.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 72
paper
2006Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models In: Journal of Economic Dynamics and Control.
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article11
2012Asymptotics of the principal components estimator of large factor models with weakly influential factors In: Journal of Econometrics.
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article41
2008Curve forecasting by functional autoregression In: Journal of Multivariate Analysis.
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article28
2005Curve Forecasting by Functional Autoregression.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 28
paper
2004Empirical and policy performance of a forward-looking monetary model In: Proceedings.
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article59
2010Empirical and policy performance of a forward-looking monetary model.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 59
article
2010Factor Analysis of a Large DSGE Model In: Cahiers de recherche.
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paper0
2010Factor Analysis of a Large DSGE Model.(2010) In: Working Paper series.
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This paper has another version. Agregated cites: 0
paper
2006Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models In: NBER Chapters.
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chapter248
2005Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 248
paper
2003Robust Monetary Policy Rules for the Short and Long Run In: Computing in Economics and Finance 2003.
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paper0
2010Determining the Number of Factors from Empirical Distribution of Eigenvalues In: The Review of Economics and Statistics.
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article120

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