Daniel J. Lewis : Citation Profile

University College London (UCL)

10

H index

10

i10 index

555

Citations

RESEARCH PRODUCTION:

8

Articles

23

Papers

RESEARCH ACTIVITY:

   8 years (2018 - 2026). See details.
   Cites by year: 69
   Journals where Daniel J. Lewis has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 11 (1.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1010
   Updated: 2026-02-21    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Mertens, Karel (8)

Pilossoph, Laura (4)

Melcangi, Davide (4)

Stock, James (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel J. Lewis.

Is cited by:

Ortiz, Alvaro (12)

Hwang, Jungbin (10)

Perron, Pierre (9)

Shin, Minchul (8)

Marcellino, Massimiliano (8)

Iacone, Fabrizio (8)

Coroneo, Laura (8)

Duarte, Joao (7)

Meier, Matthias (7)

Corsetti, Giancarlo (7)

Carvalho, Vasco (7)

Cites to:

Gürkaynak, Refet (12)

Swanson, Eric (9)

Stock, James (9)

Lazarus, Eben (8)

Rigobon, Roberto (8)

Coibion, Olivier (7)

Ehrmann, Michael (7)

Sentana, Enrique (7)

Gorodnichenko, Yuriy (7)

Fiorentini, Gabriele (7)

Blinder, Alan (6)

Main data

Where Daniel J. Lewis has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York9
Working Papers / Federal Reserve Bank of Dallas5
CeMMAP working papers / Institute for Fiscal Studies4
Liberty Street Economics / Federal Reserve Bank of New York2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Daniel J. Lewis (2026 and 2025)

YearTitle of citing document
2025When 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

2025Estimating 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

2025Partial 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

2025Simultaneous 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

2025Quasi-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

2025What 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

2025Sequential 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

2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082.

Full description at Econpapers || Download paper

2025Testing 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

2025Overidentification testing with weak instruments and heteroskedasticity. (2025). Windmeijer, Frank ; Lane, Stuart. In: Papers. RePEc:arx:papers:2509.21096.

Full description at Econpapers || Download paper

2025Geometric 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

2025Control 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

2025España | 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

2025España | ¿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

2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

Full description at Econpapers || Download paper

2025The 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

2025HANKSSON. (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

2025The 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

2025HANKSSON. (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

2025Local 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

2025Central 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

2026Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Fornari, Fabio ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20263171.

Full description at Econpapers || Download paper

2025Beyond 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

2025Is 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

2025Social 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

2025Unveiling 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

2025Cryptocurrencies, 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

2025Heterogeneity 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

2025A 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

2025The 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

2025Uncovering 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

2025Fast 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

2025Three-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

2025Satellites 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

2025A 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

2025An 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

2025Testing 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

2024A 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

2025Do 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

2025Sinking 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

2025Household 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

2025The Social Returns to Public R&D. (2025). Mertens, Karel ; Fieldhouse, Andrew. In: Working Papers. RePEc:fip:feddwp:99990.

Full description at Econpapers || Download paper

2025A New Labor Market Stress Indicator. (2025). Jorda, Oscar ; Singh, Sanjay R ; Garimella, Rohit. In: Working Paper Series. RePEc:fip:fedfwp:102306.

Full description at Econpapers || Download paper

2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149.

Full description at Econpapers || Download paper

2025The Inflationary Effects of Quantitative Easing. (2025). Zhang, Xin ; Klein, Mathias. In: Working Paper Series. RePEc:hhs:rbnkwp:0447.

Full description at Econpapers || Download paper

2025What 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

2025Understanding 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

2025Which 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

2025Local 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

2025Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954.

Full description at Econpapers || Download paper

2025The 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

2025Identification, 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

2026Using 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

2025HAR 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

2024Nowcasting 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

2025Tracking 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

2025A 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

2025Geopolitical 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

Works by Daniel J. Lewis:

YearTitleTypeCited
2021High-Frequency Data and a Weekly Economic Index during the Pandemic In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article13
2020High 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
2026Weak instrument bias in impulse response estimators In: CeMMAP working papers.
[Full Text][Citation analysis]		paper0
2026Weak Instrument Bias in Impulse Response Estimators.(2026) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Identification based on higher moments In: CeMMAP working papers.
[Full Text][Citation analysis]		paper1
2025Identifying heterogeneous supply and demand shocks in European credit markets In: CeMMAP working papers.
[Full Text][Citation analysis]		paper0
2024Latent heterogeneity in the marginal propensity to consume In: CeMMAP working papers.
[Full Text][Citation analysis]		paper14
2019Latent Heterogeneity in the Marginal Propensity to Consume.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Latent Heterogeneity in the Marginal Propensity to Consume.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Do Monetary Policy Announcements Shift Household Expectations? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2020Do Monetary Policy Announcements Shift Household Expectations?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2019Do Monetary Policy Announcements Shift Household Expectations?.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2021Measuring Real Activity Using a Weekly Economic Index In: Working Papers.
[Full Text][Citation analysis]		paper104
2020Measuring Real Activity Using a Weekly Economic Index.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
2022Measuring real activity using a weekly economic index.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		article
2023Dynamic Identification Using System Projections on Instrumental Variables In: Working Papers.
[Full Text][Citation analysis]		paper2
2022A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors In: Working Papers.
[Full Text][Citation analysis]		paper8
2020Monitoring Real Activity in Real Time: The Weekly Economic Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper9
2020Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2018Identifying shocks via time-varying volatility In: Staff Reports.
[Full Text][Citation analysis]		paper48
2021Identifying Shocks via Time-Varying Volatility.(2021) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2018Robust inference in models identified via heteroskedasticity In: Staff Reports.
[Full Text][Citation analysis]		paper12
2022Robust 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
2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects In: Staff Reports.
[Full Text][Citation analysis]		paper8
2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors In: Staff Reports.
[Full Text][Citation analysis]		paper8
2022Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression In: Staff Reports.
[Full Text][Citation analysis]		paper3
2023Approximating 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: 3		article
2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak In: NBER Working Papers.
[Full Text][Citation analysis]		paper60
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article112
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article91
2021The Size‐Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article16

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team