Lina Lu : Citation Profile

Are you Lina Lu?

Federal Reserve Bank of Boston

3

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

2

Articles

9

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 5
   Journals where Lina Lu has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu263
   Updated: 2024-12-03    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Anadu, Kenechukwu (2)

Zlate, Andrei (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lina Lu.

Is cited by:

Chudik, Alexander (4)

Mohaddes, Kamiar (4)

Pesaran, Mohammad (4)

Beyeler, Simon (3)

Kaufmann, Sylvia (3)

Campbell, John (2)

shin, yongcheol (2)

Li, Degui (2)

Mesters, Geert (2)

Yamamoto, Yohei (2)

Banerjee, Anindya (2)

Cites to:

Reichlin, Lucrezia (19)

Bai, Jushan (16)

Giannone, Domenico (16)

Lee, Lung-Fei (7)

Baltagi, Badi (7)

Ng, Serena (7)

Sims, Christopher (6)

Prucha, Ingmar (5)

Watson, Mark (5)

Fan, Jianqing (5)

Pesaran, Mohammad (5)

Main data

Where Lina Lu has published?

Working Papers Series with more than one paper published# docs
Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston4
MPRA Paper / University Library of Munich, Germany3

Recent works citing Lina Lu (2024 and 2023)

YearTitle of citing document
2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

Full description at Econpapers || Download paper

2023A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

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2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

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2023Uniform predictive inference for factor models with instrumental and idiosyncratic betas. (2023). Yang, Xiye ; Liao, Yuan ; Cheng, Mingmian. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002123.

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2023Procyclicality of fiscal policy in oil-rich countries: Roles of resource funds and institutional quality. (2023). Gaygisiz, Esma ; Ieki, Cumhur. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723003860.

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2024Monetary policy in China: A Factor Augmented VAR approach. (2024). Tang, Biyan ; Kitenge, Erick ; Yemba, Boniface ; Gaekwad, Neepa B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

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Works by Lina Lu:

YearTitleTypeCited
2018Quasi maximum likelihood analysis of high dimensional constrained factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2018Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models.(2018) In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper0
2017Simultaneous Spatial Panel Data Models with Common Shocks In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper6
2019Reach for Yield by U.S. Public Pension Funds In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper4
2019Reach for Yield by U.S. Public Pension Funds.(2019) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities In: Staff Reports.
[Full Text][Citation analysis]		paper0
2014Efficient estimation of heterogeneous coefficients in panel data models with common shock In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Estimation and inference of FAVAR models In: MPRA Paper.
[Full Text][Citation analysis]		paper39
2016Estimation and Inference of FAVAR Models.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article

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