Alexei Onatski : Citation Profile


Are you Alexei Onatski?

University of Cambridge

13

H index

13

i10 index

1855

Citations

RESEARCH PRODUCTION:

19

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 84
   Journals where Alexei Onatski has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 16 (0.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pon27
   Updated: 2024-01-16    RAS profile: 2021-04-19    
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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:

Barigozzi, Matteo (41)

Schorfheide, Frank (36)

Forni, Mario (33)

Durlauf, Steven (33)

Brock, William (31)

Wieland, Volker (30)

Lippi, Marco (29)

Ruiz, Esther (23)

Luciani, Matteo (23)

Hallin, Marc (23)

Kuester, Keith (23)

Cites to:

Reichlin, Lucrezia (18)

Christiano, Lawrence (13)

Forni, Mario (12)

Hallin, Marc (11)

Levin, Andrew (11)

Bai, Jushan (9)

Giannone, Domenico (9)

Williams, John (9)

Watson, Mark (9)

Ng, Serena (9)

Woodford, Michael (8)

Main data


Where Alexei Onatski has published?


Journals with more than one article published# docs
Journal of Econometrics3
Journal of Applied Econometrics2
Proceedings2
Econometrica2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers ECARES / ULB -- Universite Libre de Bruxelles3

Recent works citing Alexei Onatski (2024 and 2023)


YearTitle of citing document
2023.

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2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2023Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Conformal Prediction Bands for Two-Dimensional Functional Time Series. (2022). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Papers. RePEc:arx:papers:2207.13656.

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2023Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2023Tensor Principal Component Analysis. (2022). Pan, Junsu ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2212.12981.

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2023Inference for Large Panel Data with Many Covariates. (2023). Zou, Jiacheng ; Pelger, Markus. In: Papers. RePEc:arx:papers:2301.00292.

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2023Sequential Estimation of Multivariate Factor Stochastic Volatility Models. (2023). Calzolari, Giorgio ; Mucher, Christian ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2302.07052.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2023High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2023Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2307.07689.

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2023Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2023Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

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2023Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499.

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2023Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Inference for Low-rank Models without Estimating the Rank. (2023). Liao, Yuan ; Kwon, Hyukjun ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2311.16440.

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2023Inference on common trends in functional time series. (2023). Seong, Dakyung ; Nielsen, Morten Orregaard. In: Papers. RePEc:arx:papers:2312.00590.

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2023Efficiency of QMLE for dynamic panel data models with interactive effects. (2023). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

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2023An eigenvalue ratio approach to inferring population structure from whole genome sequencing data. (2023). Yao, Jianfeng ; Liu, Zhonghua ; Xu, Yuyang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:891-902.

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2023Nighttime light pollution and economic activities: A spatio-temporal model with common factors for US counties. (2023). Lacroix, Guy ; Etienne, Jean-Michel ; Bresson, Georges. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-18.

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2023Economic activity and C02 emissions in Spain. (2023). Ortega, Esther Ruiz ; Poncela, Maria Pilar ; de Juan, Aranzazu. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37975.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868.

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2023Prediction in functional regression with discretely observed and noisy covariates. (2023). Jammoul, Fatima ; Hormann, Siegfried. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001803.

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2023Conformal prediction bands for two-dimensional functional time series. (2023). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001329.

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2023Optimal monetary policy in developing countries: The role of informality. (2023). Gomez, Monica A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001306.

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2023Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy. (2023). Leszczyska-Paczesna, Agnieszka ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000391.

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2023Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451.

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2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Information criteria for latent factor models: A study on factor pervasiveness and adaptivity. (2023). Tang, Cheng Yong ; Chen, YU ; Guo, Xiao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:237-250.

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2023Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023Most powerful test against a sequence of high dimensional local alternatives. (2023). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:151-177.

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2023Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143.

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2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

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2023Joint inference based on Stein-type averaging estimators in the linear regression model. (2023). Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1542-1563.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Approximate factor models with weaker loadings. (2023). Ng, Serena ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1893-1916.

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2023Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933.

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2023One-way or two-way factor model for matrix sequences?. (2023). Trapani, Lorenzo ; Yu, Long ; Kong, Xinbing ; He, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1981-2004.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

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2023A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:83-101.

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2023Long-term equilibrium relationship analysis and energy-saving measures of metro energy consumption and its influencing factors based on cointegration theory and an ARDL model. (2023). Chen, Hongyu ; Liu, Yang ; Feng, Zongbao ; Skibniewski, Mirosaw J. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028511.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023A Behrens–Fisher problem for general factor models in high dimensions. (2023). Pavlenko, Tatjana ; Nishiyama, Takahiro ; Hyodo, Masashi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000088.

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2023Linguistic metrics for patent disclosure: Evidence from university versus corporate patents. (2023). Sun, Shupeng ; Jaffe, Adam B ; Dulleck, Uwe ; Kong, Nancy ; Vajjala, Sowmya. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:2:s0048733322001913.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023.

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2023The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132.

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2023Nighttime Light Pollution and Economic Activities: A Spatio-Temporal Model with Common Factors for US Counties. (2023). Lacroix, Guy ; Etienne, Jean-Michel ; Bresson, Georges. In: IZA Discussion Papers. RePEc:iza:izadps:dp16342.

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2023Resilient Control for Macroeconomic Models. (2023). Hudgins, David ; Crowley, Patrick. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10246-6.

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2023Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China. (2023). Yao, Yao ; Louhichi, Wael ; Liu, Zhenya ; Boubaker, Sabri. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10265-3.

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2023Hospital cost efficiency: an examination of US acute care inpatient hospitals. (2023). Linde, Sebastian. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:23:y:2023:i:3:d:10.1007_s10754-023-09356-x.

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2023Eigen-Analysis for High-Dimensional Time Series Clustering. (2023). GAO, Jiti ; Yang, Yanrong ; Pan, Guangming ; Zhang, BO. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-22.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Regional income convergence in Colombia: population, space, and long-run dynamics. (2023). Tortosa-Ausina, Emili ; Prieto-Bustos, William Orlando ; Peiro-Palomino, Jesus. In: The Annals of Regional Science. RePEc:spr:anresc:v:70:y:2023:i:2:d:10.1007_s00168-022-01163-5.

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2023On a Constrained Infinite-Time Horizon Linear Quadratic Game. (2023). Stefanov, Boyan K ; Rozenov, Rossen ; Krastanov, Mikhail I. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:13:y:2023:i:3:d:10.1007_s13235-022-00484-6.

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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

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2023Microchipped bags and waste sorting. (2023). Picchio, Matteo. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:1:d:10.1007_s10018-021-00338-2.

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2023Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. (2023). Phiri, Andrew. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01561-z.

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2023Nonlinear prediction of functional time series. (2023). Cao, Jiguo ; Wang, Haixu. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2792.

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2023Short T dynamic panel data models with individual, time and interactive effects. (2023). Pesaran, Mohammad ; Hayakawa, Kazuhiko ; Smith, Vanessa L. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:940-967.

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2023.

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2023Quantifying noise in survey expectations. (2023). Kuinskas, Simas ; Juodis, Artras. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:609-650.

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2023.

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2023Robust frequency-based monetary policy rules. (2023). Verona, Fabio ; Duck, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:180.

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2023Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189.

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Works by Alexei Onatski:


YearTitleTypeCited
2016Alternative Asymptotics for Cointegration Tests in Large VARs In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper21
2018Alternative Asymptotics for Cointegration Tests in Large VARs.(2018) In: Econometrica.
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This paper has nother version. Agregated cites: 21
article
2018Extreme canonical correlations and high-dimensional cointegration analysis In: Cambridge Working Papers in Economics.
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paper7
2019Extreme canonical correlations and high-dimensional cointegration analysis.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7
article
2018Testing in High-Dimensional Spiked Models In: Cambridge Working Papers in Economics.
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paper1
2018Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios In: Cambridge Working Papers in Economics.
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paper0
2018Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise. In: Cambridge Working Papers in Economics.
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paper1
2020Spurious Factor Analysis In: Cambridge Working Papers in Economics.
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paper7
2021Spurious Factor Analysis.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 7
article
2011Set Coverage and Robust Policy In: CIRANO Working Papers.
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paper8
2012Set coverage and robust policy.(2012) In: Economics Letters.
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This paper has nother version. Agregated cites: 8
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2011Set Coverage and Robust Policy.(2011) In: CIRJE F-Series.
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This paper has nother version. Agregated cites: 8
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2012UNIT ROOTS IN WHITE NOISE In: Econometric Theory.
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article4
2009Unit Roots in White Noise.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4
paper
2002ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY In: Macroeconomic Dynamics.
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article241
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 nother version. Agregated cites: 241
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 nother version. Agregated cites: 241
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2012Signal Detection in High Dmension: The Multispiked Case In: Working Papers ECARES.
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paper6
2013Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 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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paper27
2002Modeling model uncertainty In: Working Paper Series.
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paper164
2003Modeling Model Uncertainty.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 164
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2003Modeling Model Uncertainty.(2003) In: Journal of the European Economic Association.
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This paper has nother version. Agregated cites: 164
article
2009Testing Hypotheses About the Number of Factors in Large Factor Models In: Econometrica.
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article228
2004Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings.
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paper1
2004Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics.
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This paper has nother version. Agregated cites: 1
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2000Minimax Analysis of Monetary Policy Under Model Uncertainty In: Econometric Society World Congress 2000 Contributed Papers.
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paper6
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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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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2015Asymptotic analysis of the squared estimation error in misspecified factor models In: Journal of Econometrics.
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2005Curve Forecasting by Functional Autoregression.(2005) In: Computing in Economics and Finance 2005.
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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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2010Empirical and policy performance of a forward?looking monetary model.(2010) In: Journal of Applied Econometrics.
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2005Monetary policy under uncertainty in micro-founded macroeconometric models In: Working Paper Series.
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2006Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models.(2006) In: NBER Chapters.
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2005Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
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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: Cahiers de recherche.
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2010Factor Analysis of a Large DSGE Model.(2010) In: Working Paper series.
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2013FACTOR ANALYSIS OF A LARGE DSGE MODEL.(2013) In: Journal of Applied Econometrics.
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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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