Daniel J. Lewis : Citation Profile

University College London (UCL)

9

H index

9

i10 index

439

Citations

RESEARCH PRODUCTION:

8

Articles

20

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 73
   Journals where Daniel J. Lewis has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 11 (2.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1010
   Updated: 2025-03-22    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Mertens, Karel (13)

Stock, James (6)

Melcangi, Davide (3)

Makridis, Christos (2)

Pilossoph, Laura (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:

Perron, Pierre (9)

Marcellino, Massimiliano (8)

Wang, Xuexin (7)

Coibion, Olivier (6)

Phillips, Peter (6)

Coroneo, Laura (6)

Pinter, Julien (6)

PARK, DONGHYUN (6)

Iacone, Fabrizio (6)

Hwang, Jungbin (6)

Gorodnichenko, Yuriy (6)

Cites to:

Gürkaynak, Refet (12)

Swanson, Eric (9)

Stock, James (9)

Lazarus, Eben (8)

Rigobon, Roberto (8)

Sentana, Enrique (7)

Coibion, Olivier (7)

Fiorentini, Gabriele (7)

Gorodnichenko, Yuriy (7)

Ehrmann, Michael (7)

Gaballo, Gaetano (6)

Main data

Production by document typepaperarticle20182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20182019202020212022202320240100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents1234567891011050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daniel J. Lewis has published?

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

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York9
Working Papers / Federal Reserve Bank of Dallas4
CeMMAP working papers / Institute for Fiscal Studies2
Liberty Street Economics / Federal Reserve Bank of New York2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Daniel J. Lewis (2025 and 2024)

Year  ↓Title of citing document  ↓
2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

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2024On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2024Seasonal Adjustment of Weekly Data. (2024). Lumb, Rachit ; Mollins, Jeffrey. In: Discussion Papers. RePEc:bca:bocadp:24-17.

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2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451.

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2025The Short Lags of Monetary Policy. (2025). Rodraiguez, J V ; Ortiz, A ; Moura, A S ; Hansen, S ; Duarte, J B ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025.

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2024From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting.. (2024). Garafas, Georgios. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00335.

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2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Bias in local projections. (2024). Johannsen, Benjamin K ; Herbst, Edward P. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010.

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2024Is Newey–West optimal among first-order kernels?. (2024). Walker, Christopher D ; Stock, James H ; Kolokotrones, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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2024Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Pisera, Stefano ; Paltrinieri, Andrea ; Gurdgiev, Constantin ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2024Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504.

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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.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2024Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011.

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2024Consumer inflation expectations: Daily dynamics. (2024). Binder, Carola ; Campbell, Jeffrey R ; Ryngaert, Jane M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000667.

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2024Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Weidner, Martin ; Armstrong, Timothy ; Zeleneev, Andrei. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp28/24.

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2024Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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2024The Subjective Wealth Distribution: How it Arises and Why it Matters to Inform Policy?. (2024). Rapp, Severin ; Fessler, Pirmin. In: SocArXiv. RePEc:osf:socarx:3x4jh.

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2024The Subjective Wealth Distribution: How it Arises and Why it Matters to Inform Policy?. (2024). Rapp, Severin ; Fessler, Pirmin. In: SocArXiv. RePEc:osf:socarx:3x4jh_v1.

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2024A Fair Days Pay for a Fair Days Work: Optimal Tax Design as Redistributional Arbitrage. (2022). Werquin, Nicolas ; Hellwig, Christian. In: TSE Working Papers. RePEc:tse:wpaper:126368.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024Quick-fixing: Near-rationality in consumption and savings behavior. (2024). Andre, Peter ; Nikolakoudis, George ; Flynn, Joel P ; Sastry, Karthik A. In: SAFE Working Paper Series. RePEc:zbw:safewp:306361.

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Works by Daniel J. Lewis:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021High-Frequency Data and a Weekly Economic Index during the Pandemic In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article10
2020High Frequency Data and a Weekly Economic Index during the Pandemic.(2020) In: Staff Reports.
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This paper has nother version. Agregated cites: 10		paper
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper10
2019Latent Heterogeneity in the Marginal Propensity to Consume.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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: 10		paper
2020Do Monetary Policy Announcements Shift Household Expectations? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
2020Do Monetary Policy Announcements Shift Household Expectations?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2019Do Monetary Policy Announcements Shift Household Expectations?.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2021Measuring Real Activity Using a Weekly Economic Index In: Working Papers.
[Full Text][Citation analysis]		paper72
2020Measuring Real Activity Using a Weekly Economic Index.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		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: 72		article
2023Dynamic Identification Using System Projections on Instrumental Variables In: Working Papers.
[Full Text][Citation analysis]		paper0
2022A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors In: Working Papers.
[Full Text][Citation analysis]		paper3
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]		paper43
2021Identifying Shocks via Time-Varying Volatility.(2021) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2018Robust inference in models identified via heteroskedasticity In: Staff Reports.
[Full Text][Citation analysis]		paper8
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: 8		article
2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects In: Staff Reports.
[Full Text][Citation analysis]		paper6
2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors In: Staff Reports.
[Full Text][Citation analysis]		paper3
2022Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression In: Staff Reports.
[Full Text][Citation analysis]		paper0
2023Approximating grouped fixed effects estimation via fuzzy clustering regression.(2023) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 0		article
2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak In: NBER Working Papers.
[Full Text][Citation analysis]		paper59
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article92
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article71
2021The Size‐Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article14

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