11
H index
12
i10 index
591
Citations
University College London (UCL) | 11 H index 12 i10 index 591 Citations RESEARCH PRODUCTION: 9 Articles 23 Papers 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 Daniel J. Lewis. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| The Review of Economics and Statistics | 2 |
| Journal of Applied Econometrics | 2 |
| Journal of Business & Economic Statistics | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper |
| 2025 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
| 2025 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper |
| 2026 | Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330. Full description at Econpapers || Download paper |
| 2025 | Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560. Full description at Econpapers || Download paper |
| 2025 | Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249. Full description at Econpapers || Download paper |
| 2025 | What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?. (2025). Vazquez, Sirenia ; Sarasa, David ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Papers. RePEc:arx:papers:2504.01964. Full description at Econpapers || Download paper |
| 2025 | Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090. Full description at Econpapers || Download paper |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082. Full description at Econpapers || Download paper |
| 2025 | Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621. Full description at Econpapers || Download paper |
| 2025 | Overidentification testing with weak instruments and heteroskedasticity. (2025). Windmeijer, Frank ; Lane, Stuart. In: Papers. RePEc:arx:papers:2509.21096. Full description at Econpapers || Download paper |
| 2025 | Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis. (2025). Setiawan, Sandi ; Sudjianto, Agus. In: Papers. RePEc:arx:papers:2510.15892. Full description at Econpapers || Download paper |
| 2025 | Control VAR: a counterfactual based approach to inference in macroeconomics. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23762. Full description at Econpapers || Download paper |
| 2025 | Robust Two-Sample Mean Inference under Serial Dependence. (2025). Hounyo, Ulrich ; Kim, Minseong. In: Papers. RePEc:arx:papers:2512.11259. Full description at Econpapers || Download paper |
| 2026 | Asymptotic Inference for Rank Correlations. (2026). Pohle, Marc-Oliver ; Wermuth, Jan-Lukas ; Weiss, Christian H. In: Papers. RePEc:arx:papers:2512.14609. Full description at Econpapers || Download paper |
| 2025 | Extrapolating LATE with Weak IVs. (2025). Ren, Muyang. In: Papers. RePEc:arx:papers:2512.23854. Full description at Econpapers || Download paper |
| 2026 | Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter. (2026). Ruiz, Esther ; Barigozzi, Matteo ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2601.04087. Full description at Econpapers || Download paper |
| 2026 | Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models. (2026). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2601.21272. Full description at Econpapers || Download paper |
| 2026 | Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios. (2026). Vogelsang, Timothy J. In: Papers. RePEc:arx:papers:2602.23482. Full description at Econpapers || Download paper |
| 2026 | ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics. (2026). Schor, Nathan ; Shin, Minchul. In: Papers. RePEc:arx:papers:2603.07458. Full description at Econpapers || Download paper |
| 2025 | España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502. Full description at Econpapers || Download paper |
| 2025 | España | ¿Qué dicen 240.000 nuevas operaciones de crédito sobre el impacto de fondos NGEU?. (2025). Ortiz, Alvaro ; Flores, David Sarasa ; Rodrigo, Tomasa ; Torinos, Pedro ; Vzquez, Sirenia. In: Working Papers. RePEc:bbv:wpaper:2503. Full description at Econpapers || Download paper |
| 2025 | España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508. Full description at Econpapers || Download paper |
| 2025 | The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509. Full description at Econpapers || Download paper |
| 2025 | HANKSSON. (2025). bilbiie, florin ; Galaasen, S M ; Gurkayna, R S ; Maehlum, M ; Molnar, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2516. Full description at Econpapers || Download paper |
| 2025 | The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504. Full description at Econpapers || Download paper |
| 2025 | HANKSSON. (2025). Molnar, K ; Maehlum, M ; Bilbiie, F O ; Gurkayna, R S ; Galaasen, S M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2507. Full description at Econpapers || Download paper |
| 2025 | Local Public Goods and Property Tax Compliance: Experimental Evidence from Street Pavement. (2025). Gonzalez-Navarro, Marco ; Fernandez Sierra, Manuel ; Quintana-Domeque, Climent ; Fernndez, Manuel. In: Documentos CEDE. RePEc:col:000089:021501. Full description at Econpapers || Download paper |
| 2025 | Uncovering attention heterogeneity. (2025). Boccanfuso, Jérémy ; Neri, Luca. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2025009. Full description at Econpapers || Download paper |
| 2026 | Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155. Full description at Econpapers || Download paper |
| 2025 | Central bank communication with non-experts: insights from a randomized field experiment. (2025). Jung, Alexander ; Mongelli, Francesco Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20253103. Full description at Econpapers || Download paper |
| 2026 | Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Carboni, Giacomo ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263171. Full description at Econpapers || Download paper |
| 2025 | Beyond Russell reconstitution: A re-examination of methodologies for natural experiments. (2025). Young, Alex ; Wei, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001470. Full description at Econpapers || Download paper |
| 2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper |
| 2025 | Social learning for the masses. (2025). Bullard, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001751. Full description at Econpapers || Download paper |
| 2025 | SVAR identification with nowcasted macroeconomic data. (2025). Longo, Luigi ; Corsi, Fulvio ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001423. Full description at Econpapers || Download paper |
| 2025 | Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665. Full description at Econpapers || Download paper |
| 2025 | Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452. Full description at Econpapers || Download paper |
| 2025 | Heterogeneity and macroeconomic state dependence in the spending response to stimulus. (2025). Jeon, Woongchan ; Walsh, Kieran James. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006013. Full description at Econpapers || Download paper |
| 2025 | A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776. Full description at Econpapers || Download paper |
| 2025 | Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons. (2025). Baillie, Richard T ; Ho, Kun ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005336. Full description at Econpapers || Download paper |
| 2025 | The robust F-statistic as a test for weak instruments. (2025). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407625000053. Full description at Econpapers || Download paper |
| 2025 | Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124. Full description at Econpapers || Download paper |
| 2025 | Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198. Full description at Econpapers || Download paper |
| 2025 | Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119. Full description at Econpapers || Download paper |
| 2025 | Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744. Full description at Econpapers || Download paper |
| 2025 | A simple and computationally trivial estimator for grouped fixed effects models. (2025). Mugnier, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s030440762500065x. Full description at Econpapers || Download paper |
| 2025 | An order-invariant score-driven dynamic factor model. (2025). Artemova, Mariia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001277. Full description at Econpapers || Download paper |
| 2026 | Robust Fixed-b Inference in the Presence of Time-Varying Volatility. (2026). Kruse-Becher, Robinson ; Demetrescu, Matei ; Hanck, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:154-173. Full description at Econpapers || Download paper |
| 2026 | A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation. (2026). Hurvich, Clifford ; Xu, Zhihao. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:214-229. Full description at Econpapers || Download paper |
| 2025 | Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092. Full description at Econpapers || Download paper |
| 2024 | A nowcasting model of industrial production using alternative data and machine learning approaches. (2024). Minoura, Yukio ; Yagi, Tomoyuki ; Hisano, Ryohei ; Furukawa, Kakuho. In: Japan and the World Economy. RePEc:eee:japwor:v:71:y:2024:i:c:s0922142524000343. Full description at Econpapers || Download paper |
| 2025 | Do firm expectations respond to monetary policy announcements?. (2025). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001016. Full description at Econpapers || Download paper |
| 2025 | Sinking ships: Liquidity constraints and return predictability in recessions. (2025). Doshchyn, Artur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000170. Full description at Econpapers || Download paper |
| 2025 | Household expectations and dissent among policymakers. (2025). Tillmann, Peter ; Grebe, Moritz. In: European Journal of Political Economy. RePEc:eee:poleco:v:86:y:2025:i:c:s017626802400140x. Full description at Econpapers || Download paper |
| 2025 | Patronage and pollution abatement. (2025). Chu, Yin ; Tian, Xian-Liang ; Holladay, Scott J. In: Journal of Public Economics. RePEc:eee:pubeco:v:251:y:2025:i:c:s004727272500218x. Full description at Econpapers || Download paper |
| 2025 | The Social Returns to Public R&D. (2025). Mertens, Karel ; Fieldhouse, Andrew. In: Working Papers. RePEc:fip:feddwp:99990. Full description at Econpapers || Download paper |
| 2025 | A New Labor Market Stress Indicator. (2025). Singh, Sanjay ; Jorda, Oscar ; Garimella, Rohit. In: Working Paper Series. RePEc:fip:fedfwp:102306. Full description at Econpapers || Download paper |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149. Full description at Econpapers || Download paper |
| 2025 | The Inflationary Effects of Quantitative Easing. (2025). Zhang, Xin ; Klein, Mathias. In: Working Paper Series. RePEc:hhs:rbnkwp:0447. Full description at Econpapers || Download paper |
| 2025 | What would you do with £500? (...in your own words). (2025). Vsquez, Sofa Sierra ; Levell, Peter ; Crossley, Thomas F. In: IFS Working Papers. RePEc:ifs:ifsewp:25/42. Full description at Econpapers || Download paper |
| 2025 | Understanding Firm Dynamics with Daily Data. (2025). Rostam-Afschar, Davud ; Hack, Lukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp17882. Full description at Econpapers || Download paper |
| 2025 | Which Macroeconomic News Matters for Price-Setting?. (2025). Rostam-Afschar, Davud ; Hack, Lukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp17935. Full description at Econpapers || Download paper |
| 2025 | Local Public Goods and Property Tax Compliance: Experimental Evidence from Street Pavement. (2025). Gonzalez-Navarro, Marco ; Sierra, Manuel Fernandez ; Quintana-Domeque, Climent. In: IZA Discussion Papers. RePEc:iza:izadps:dp18082. Full description at Econpapers || Download paper |
| 2025 | Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954. Full description at Econpapers || Download paper |
| 2025 | The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Rodrigo, Tomasa ; Moura, Afonso S ; Buda, Gergely ; Carvalho, Vasco M ; Corsetti, Giancarlo ; Hansen, Stephen ; da Silva, Guilherme Alves ; Rodrguez, Jos V. In: Working Papers. RePEc:ptu:wpaper:w202501. Full description at Econpapers || Download paper |
| 2025 | Identification, Estimation and Inference in High-Frequency Event Study Regressions. (2025). McCloskey, Adam ; Casini, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:608. Full description at Econpapers || Download paper |
| 2026 | How Food Prices Shape Inflation Expectations and the Monetary Policy Response. (2026). Masolo, Riccardo M. ; Bonciani, Dario ; Sarpietro, Silvia. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp274. Full description at Econpapers || Download paper |
| 2025 | Fuzzy group fixed-effects estimation with spatial clustering. (2025). Cerqueti, Roy ; Mattera, Raffaele ; Durso, Pierpaolo. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:4:d:10.1007_s10182-024-00522-1. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of oil price volatility: a comparative study of market fundamentals and global uncertainty. (2025). el Amine, Youness ; Benboubker, Mounir. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:42:y:2025:i:3:d:10.1007_s40888-025-00373-2. Full description at Econpapers || Download paper |
| 2026 | Using Consumption Data to Derive Optimal Income and Capital Tax Rates. (2024). Werquin, Nicolas ; Hellwig, Christian. In: TSE Working Papers. RePEc:tse:wpaper:126368. Full description at Econpapers || Download paper |
| 2025 | HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
| 2025 | Tracking Economic Activity With Alternative High‐Frequency Data. (2025). Kronenberg, Philipp ; Eckert, Florian ; Mikosch, Heiner ; Neuwirth, Stefan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:270-290. Full description at Econpapers || Download paper |
| 2025 | A Measure of Trend Wage Inflation. (2025). Melcangi, Davide ; Audoly, Richard ; Almuzara, Martn. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:5:p:508-520. Full description at Econpapers || Download paper |
| 2026 | Silent News in Chinas Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity. (2026). Niu, Linlin ; Hong, Zhiwu. In: Working Papers. RePEc:wyi:wpaper:002615. Full description at Econpapers || Download paper |
| 2026 | Resolving the Fiscal Price Puzzle: General Equilibrium Effects and the Composition of Government Spending. (2026). Koh, Kyung Woong ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2026rwp-280. Full description at Econpapers || Download paper |
| 2025 | Geopolitical surprises and macroeconomic shocks: A tale of two events. (2025). Lehmus, Markku ; Anttonen, Jetro. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:317790. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | High-Frequency Data and a Weekly Economic Index during the Pandemic In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 13 |
| 2020 | High Frequency Data and a Weekly Economic Index during the Pandemic.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2026 | Weak instrument bias in impulse response estimators In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 1 |
| 2026 | Weak Instrument Bias in Impulse Response Estimators.(2026) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Identification based on higher moments In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Identifying heterogeneous supply and demand shocks in European credit markets In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Latent heterogeneity in the marginal propensity to consume In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 16 |
| 2019 | Latent Heterogeneity in the Marginal Propensity to Consume.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2024 | Latent Heterogeneity in the Marginal Propensity to Consume.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2020 | Do Monetary Policy Announcements Shift Household Expectations? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
| 2020 | Do Monetary Policy Announcements Shift Household Expectations?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2019 | Do Monetary Policy Announcements Shift Household Expectations?.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2021 | Measuring Real Activity Using a Weekly Economic Index In: Working Papers. [Full Text][Citation analysis] | paper | 107 |
| 2020 | Measuring Real Activity Using a Weekly Economic Index.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2022 | Measuring real activity using a weekly economic index.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | article | |
| 2023 | Dynamic Identification Using System Projections on Instrumental Variables In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | Monitoring Real Activity in Real Time: The Weekly Economic Index In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 9 |
| 2020 | Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Identifying shocks via time-varying volatility In: Staff Reports. [Full Text][Citation analysis] | paper | 49 |
| 2021 | Identifying Shocks via Time-Varying Volatility.(2021) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2018 | Robust inference in models identified via heteroskedasticity In: Staff Reports. [Full Text][Citation analysis] | paper | 12 |
| 2022 | Robust Inference in Models Identified via Heteroskedasticity.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2019 | Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects In: Staff Reports. [Full Text][Citation analysis] | paper | 8 |
| 2022 | A Robust Test for Weak Instruments with Multiple Endogenous Regressors In: Staff Reports. [Full Text][Citation analysis] | paper | 11 |
| 2022 | Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression In: Staff Reports. [Full Text][Citation analysis] | paper | 5 |
| 2023 | Approximating grouped fixed effects estimation via fuzzy clustering regression.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak In: NBER Working Papers. [Full Text][Citation analysis] | paper | 60 |
| 2018 | HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 120 |
| 2018 | HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 99 |
| 2025 | Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2021 | The Size‐Power Tradeoff in HAR Inference In: Econometrica. [Full Text][Citation analysis] | article | 20 |
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