Alexei Onatski : Citation Profile


Are you Alexei Onatski?

University of Cambridge

11

H index

11

i10 index

1000

Citations

RESEARCH PRODUCTION:

13

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (1999 - 2012). See details.
   Cites by year: 76
   Journals where Alexei Onatski has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 9 (0.89 %)

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   Permalink: http://citec.repec.org/pon27
   Updated: 2017-11-18    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)

Hallin, Marc (19)

Kuester, Keith (19)

Lippi, Marco (18)

Luciani, Matteo (18)

Cites to:

Christiano, Lawrence (7)

Svensson, Lars (7)

Rudebusch, Glenn (7)

Eichenbaum, Martin (6)

Sims, Christopher (6)

Evans, Charles (6)

Stock, James (6)

Watson, Mark (5)

Reichlin, Lucrezia (5)

Quah, Danny (4)

Williams, Noah (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 (2017 and 2016)


YearTitle of citing document
2016A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-23.

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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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2016Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?. (2016). Górajski, Mariusz ; Gorajski, Mariusz . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2016.

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2016High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075.

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2016Robust Factor Models with Explanatory Proxies. (2016). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2016Cleaning large correlation matrices: tools from random matrix theory. (2016). Bun, Joel ; Potters, Marc ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1610.08104.

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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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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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2016Monetary Policy, Trend Inflation and Unemployment Volatility. (2016). Alves, Sergio ; Lago, Sergio A. In: Working Papers Series. RePEc:bcb:wpaper:450.

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2016The Linear Systems Approach to Linear Rational Expectations Models. (2016). Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:875.

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2016Productivity and the Welfare of Nations. (2016). Servén, Luis ; Schiantarelli, Fabio ; Pascali, Luigi ; Basu, Susanto ; Serven, Luis . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:793.

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2016Macroprudential policy under uncertainty. (2016). Foulis, Angus ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0584.

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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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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

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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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2016Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case. (2016). LINTON, OLIVER ; Hafner, Christian ; Tang, Haihan . In: CORE Discussion Papers. RePEc:cor:louvco:2016044.

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2016Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Forni, Mario ; Cavicchioli, Maddalena ; Zaffaroni, Paolo ; Lippi, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11440.

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2016Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). 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). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . 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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2016Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1602.

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2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908.

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

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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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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2016Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia. (2016). Proao, Christian R ; Bask, Mikael . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:112-126.

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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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2016Robust determination for the number of common factors in the approximate factor models. (2016). Wu, Jian Hong . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:102-106.

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2016Protectionism in a liquidity trap. (2016). Lechthaler, Wolfgang. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:165-167.

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2016Shrinkage estimation of dynamic panel data models with interactive fixed effects. (2016). Su, Liangjun ; Lu, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:148-175.

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2016Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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2016Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem. (2016). Boysen-Hogrefe, Jens ; Pape, Markus ; Assmann, Christian . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:190-206.

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2016Statistical inference in a random coefficient panel model. (2016). Horvath, Lajos ; Trapani, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:54-75.

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2016White noise testing and model diagnostic checking for functional time series. (2016). Zhang, Xianyang . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:76-95.

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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). FLORENS, Jean-Pierre ; Benatia, David ; 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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2016Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China. (2016). Ma, Yong . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:461-480.

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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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2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

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2016Constrained functional time series: Applications to the Italian gas market. (2016). Vantini, Simone ; Canale, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1340-1351.

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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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2016A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance. (2016). Focardi, Sergio M ; Mitov, Ivan K ; Fabozzi, Frank J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:134-155.

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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 S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:252-274.

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2016On the gains from monetary policy commitment under deep habits. (2016). Givens, Gregory. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:19-36.

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2016Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes. (2016). Blanke, D ; Bosq, D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:119-137.

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2016On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices. (2016). Deo, Rohit S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:265-272.

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2016Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151.

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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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2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415.

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2016Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-527.

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

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2016Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces. (2016). Alvarez-Liebana, Javier ; Ruiz-Medina, Maria D ; Bosq, Denis . In: Statistics & Probability Letters. RePEc:eee:stapro:v:117:y:2016:i:c:p:12-22.

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2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis. (2016). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:1607.

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2016Panel on Independence, Accountability, and Transparency in Central Bank Governance. (2016). Williams, John C ; Shultz, George P. In: Book Chapters. RePEc:hoo:bookch:11-6.

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2016Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?. (2016). Nunes, Ricardo ; Lindé, Jesper ; Kim, Jinill ; Debortoli, Davide ; Linde, Jesper . In: Discussion Paper Series. RePEc:iek:wpaper:1601.

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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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2016Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors. (2016). Moreira, Marcelo. In: CeMMAP working papers. RePEc:ifs:cemmap:25/16.

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2016Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy. (2016). Shirota, Toyoichiro ; Fukunaga, Ichiro ; Ichiue, Hibiki ; Fueki, Takuji . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2016:q:1:a:1.

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2016Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model. (2016). Hudgins, David ; Na, Joon . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:2:d:10.1007_s10614-014-9472-5.

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2016A comparison of pre- and post-crisis efficiency of OECD countries: evidence from a model with temporal heterogeneity in time and unobservable individual effect. (2016). Matkovskyy, Roman. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:2:p:135-167.

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2016Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model. (2016). Baltagi, Badi ; Wang, FA ; Kao, Chihwa . In: Center for Policy Research Working Papers. RePEc:max:cprwps:189.

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2016Determinacy analysis in high order dynamic systems: The case of nominal rigidities and limited asset market participation. (2016). rossi, lorenza ; Ascari, Guido ; Guido, Ascari ; Lorenza, Rossi ; Andrea, Colciago . In: Working Papers. RePEc:mib:wpaper:334.

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2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Center for Economic Research (RECent). RePEc:mod:recent:120.

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2016CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence. (2016). GAO, Jiti ; Yang, Yanrong ; Pan, Guangming . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-12.

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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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2016How wages are set: evidence from a large survey of firms. (2016). Parker, Miles ; Armstrong, Jed . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/03.

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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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2016Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. (2016). Lu, Lina ; Li, QI. In: MPRA Paper. RePEc:pra:mprapa:75676.

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2016A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio . In: Working Papers. RePEc:ptu:wpaper:w201612.

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2016A Multilevel Factor Model: Identification, Asymptotic Theory and Applications. (2016). Kim, Dukpa ; Choi, IN ; Kwark, Noh-Sun . In: Working Papers. RePEc:sgo:wpaper:1609.

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2016Empirical identification of factor models. (2016). Yagihashi, Takeshi ; Phiromswad, Piyachart . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:2:d:10.1007_s00181-015-1025-9.

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2016Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods. (2016). Babikir, Ali ; Mwambi, Henry . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1049-1.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . 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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2016Model selection with factors and variables. (2016). Fosten, Jack. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2016_07.

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2016The linear systems approach to linear rational expectations models. (2016). Al-Sadoon, Majid. In: Economics Working Papers. RePEc:upf:upfgen:1511.

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2016An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han . In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32.

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Works by Alexei Onatski:


YearTitleTypeCited
2009Unit Roots in White Noise In: Working Papers.
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2012UNIT ROOTS IN WHITE NOISE.(2012) In: Econometric Theory.
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2009Unit Roots in White Noise.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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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
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2011Set Coverage and Robust Policy.(2011) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 5
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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.
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This paper has another version. Agregated cites: 177
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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
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2012Signal Detection in High Dmension: The Multispiked Case In: Working Papers ECARES.
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2011Asymptotic Power of Sphericity Tests for High-Dimensional Data In: Working Papers ECARES.
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2002Modeling model uncertainty In: Working Paper Series.
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2003Modeling Model Uncertainty.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 122
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2003Modeling Model Uncertainty.(2003) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 122
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2009Testing Hypotheses About the Number of Factors in Large Factor Models In: Econometrica.
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article108
2004Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings.
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2004Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics.
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2000Minimax Analysis of Monetary Policy Under Model Uncertainty In: Econometric Society World Congress 2000 Contributed Papers.
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2001Searching for prosperity In: Carnegie-Rochester Conference Series on Public Policy.
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2001Searching for Prosperity.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 72
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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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2012Asymptotics of the principal components estimator of large factor models with weakly influential factors In: Journal of Econometrics.
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2008Curve forecasting by functional autoregression In: Journal of Multivariate Analysis.
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2005Curve Forecasting by Functional Autoregression.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 24
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2004Empirical and policy performance of a forward-looking monetary model In: Proceedings.
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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
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2010Factor Analysis of a Large DSGE Model In: Cahiers de recherche.
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2010Factor Analysis of a Large DSGE Model.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 0
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2006Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models In: NBER Chapters.
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chapter247
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: 247
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2003Robust Monetary Policy Rules for the Short and Long Run In: Computing in Economics and Finance 2003.
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2010Determining the Number of Factors from Empirical Distribution of Eigenvalues In: The Review of Economics and Statistics.
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