Alexei Onatski : Citation Profile

University of Cambridge

16

H index

17

i10 index

2101

Citations

RESEARCH PRODUCTION:

20

Articles

27

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 80
   Journals where Alexei Onatski has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 16 (0.76 %)

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   Permalink: http://citec.repec.org/pon27
   Updated: 2026-01-03    RAS profile: 2025-12-09    
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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 (57)

Durlauf, Steven (43)

Schorfheide, Frank (42)

Brock, William (40)

Wieland, Volker (34)

Forni, Mario (34)

Hallin, Marc (30)

Lippi, Marco (29)

Luciani, Matteo (28)

Del Negro, Marco (27)

Pesaran, Mohammad (27)

Cites to:

Reichlin, Lucrezia (18)

Levin, Andrew (17)

Christiano, Lawrence (16)

Williams, John (15)

Forni, Mario (12)

Hallin, Marc (11)

Woodford, Michael (9)

Giannone, Domenico (9)

Watson, Mark (9)

Bai, Jushan (9)

Ng, Serena (9)

Main data

Where Alexei Onatski has published?

Journals with more than one article published# docs
Journal of Econometrics3
Econometrica2
Proceedings2
Journal of Applied Econometrics2
Econometric Theory2

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 (2025 and 2024)

YearTitle of citing document
2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2025Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2024The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2025Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532.

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2025Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Vogt, Michael ; Walsh, Christopher. In: Papers. RePEc:arx:papers:2206.12152.

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2024Matrix Quantile Factor Model. (2024). Liu, Yong-Xin ; Kong, Xin-Bing ; Zhao, Peng ; Yu, Long. In: Papers. RePEc:arx:papers:2208.08693.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2024). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024On LASSO for High Dimensional Predictive Regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2212.07052.

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2025Tensor PCA for Factor Models. (2025). Babii, Andrii ; Pan, Junsu ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2212.12981.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2025The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

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2025Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454.

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2024Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Inference for Low-rank Models without Estimating the Rank. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Papers. RePEc:arx:papers:2311.16440.

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2025Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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2025Efficiency of QMLE for dynamic panel data models with interactive effects. (2024). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

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2024High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2404.08129.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2024How does the national new area impact the local economy? -- An empirical analysis from Zhoushan. (2024). Zheng, YI. In: Papers. RePEc:arx:papers:2407.17523.

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2025Fundamental properties of linear factor models. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2409.02521.

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2024Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2025Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series. (2024). Zhang, Wei. In: Papers. RePEc:arx:papers:2409.08354.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024Statistical Arbitrage in Rank Space. (2024). Papanicolaou, G ; Y. -F. Li, . In: Papers. RePEc:arx:papers:2410.06568.

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2024A Dynamic Spatiotemporal and Network ARCH Model with Common Factors. (2024). Otto, Philipp ; Mattera, Raffaele ; Dougan, Osman ; Tacspinar, Suleyman. In: Papers. RePEc:arx:papers:2410.16526.

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2025Canonical Correlation Analysis: review. (2024). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2411.15625.

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2025Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2025Detecting Sparse Cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2501.13839.

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2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2025A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data. (2025). Shi, Zhentao ; Xie, Haitian. In: Papers. RePEc:arx:papers:2505.22388.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2025The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models. (2025). Zhou, Wang ; Zhang, Yangchun ; Hu, Jiang ; Xie, Jiahui. In: Papers. RePEc:arx:papers:2506.05116.

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2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

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2025How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

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2025Large-dimensional Factor Analysis with Weighted PCA. (2025). Yuan, Ming ; Lyu, Zhongyuan. In: Papers. RePEc:arx:papers:2508.15675.

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2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

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2025Largevars: An R Package for Testing Large VARs for the Presence of Cointegration. (2025). Gorin, Vadim ; Bykhovskaya, Anna ; Kiss, Eszter. In: Papers. RePEc:arx:papers:2509.06295.

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2025An alternative bootstrap procedure for factor-augmented regression models. (2025). Yamagata, Takashi ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2510.00947.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

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2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

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2024Are New Keynesian Models Useful When Trend Inflation is Not Low?. (2024). Alves, Sergio Lago ; Khan, Hashmat. In: Working Papers. RePEc:bbh:wpaper:24-08.

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2024International comovements of public debt. (2024). Yun, Youngjin ; Payne, James ; Lee, Junsoo ; Arčabić, Vladimir ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747.

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2024Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193.

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2025Sub-Gaussian Estimation of the Scatter Matrix in Ultra-High Dimensional Elliptical Factor Models with 2 + eth Moment. (2025). Zheng, Xinghua ; Ding, YI. In: Working Papers. RePEc:boa:wpaper:202529.

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2025The Factor Structure of Jump Risk. (2025). Ding, YI ; Andersen, Torben G ; Yu, Seunghyeon ; Todorov, Viktor. In: Working Papers. RePEc:boa:wpaper:202531.

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2024Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2538.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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2025Are New Keynesian Models Useful When Trend Inflation is Not Very Low?. (2025). Khan, Hashmat ; Alves, Sergio Lago. In: Carleton Economic Papers. RePEc:car:carecp:25-01.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2025Detecting sparse cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:45708.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2386.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2025Inflation and monetary policy in medium-sized New Keynesian DSGE models. (2025). Wouters, Raf ; Coenen, Günter ; Mazelis, Falk ; Warne, Anders ; Smets, Frank ; Ristiniemi, Annukka ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20253137.

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2025The long shadow of conflict on human capital: Intergenerational evidence from Peru. (2025). SINGHAL, SAURABH ; Porter, Catherine ; Snchez, Alan ; Hidalgo-Arstegui, Alessandra. In: Journal of Development Economics. RePEc:eee:deveco:v:174:y:2025:i:c:s0304387825000197.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2025Monetary policy, labor force participation, and wage rigidity. (2025). Muto, Ichiro ; Iwasaki, Yuto ; Shintani, Mototsugu ; Kubota, Hiroyuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s016518892500051x.

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2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Target PCA: Transfer learning large dimensional panel data. (2024). Pelger, Markus ; Duan, Junting ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407623002373.

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2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Tensor time series imputation through tensor factor modelling. (2025). Lam, Clifford ; Cen, Zetai. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000284.

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2025Huber Principal Component Analysis for large-dimensional factor models. (2025). He, Yong ; Zhou, Wen-Xin ; Liu, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000478.

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2025Multilevel matrix factor model. (2025). Hui, Yongchang ; Song, Junrong ; Zhang, Yuteng ; Zheng, Shurong. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000879.

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2025A robust residual-based test for structural changes in factor models. (2025). Yan, Yayi ; Su, Liangjun ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500096x.

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2025Sieve estimation of state-varying factor models. (2025). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001186.

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2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

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2024Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables. (2024). Bura, Efstathia ; Barbarino, Alessandro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:1-18.

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2024Comovement and Global Imbalances of Current Accounts. (2024). Yang, Zheng ; Kim, Yoonbai ; Lee, Junsoo ; You, YU. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000219.

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2025Trade policy uncertainty, shipping risk, and commodity markets. (2025). Shang, Mengya ; Zhang, Lin ; Duan, Hongcheng ; Wang, Lizhi ; Xiao, Nanyun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016337.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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More than 100 citations found, this list is not complete...

Works by Alexei Onatski:

YearTitleTypeCited
2021Set coverage and robust policy In: Papers.
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2011Set Coverage and Robust Policy.(2011) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2012Set coverage and robust policy.(2012) In: Economics Letters.
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This paper has nother version. Agregated cites: 9		article
2011Set Coverage and Robust Policy.(2011) In: CIRJE F-Series.
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This paper has nother version. Agregated cites: 9		paper
2016Alternative Asymptotics for Cointegration Tests in Large VARs In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper32
2018Alternative Asymptotics for Cointegration Tests in Large VARs.(2018) In: Econometrica.
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This paper has nother version. Agregated cites: 32		article
2018Extreme canonical correlations and high-dimensional cointegration analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper14
2019Extreme canonical correlations and high-dimensional cointegration analysis.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 14		article
2018Testing in High-Dimensional Spiked Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2018Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		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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2020Spurious Factor Analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper19
2021Spurious Factor Analysis.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 19		article
2012UNIT ROOTS IN WHITE NOISE In: Econometric Theory.
[Full Text][Citation analysis]		article4
2009Unit Roots in White Noise.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4		paper
2025SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS In: Econometric Theory.
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2002ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article227
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: 227		paper
2012Signal Detection in High Dmension: The Multispiked Case In: Working Papers ECARES.
[Full Text][Citation analysis]		paper6
2013Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2011Asymptotic Power of Sphericity Tests for High-Dimensional Data In: Working Papers ECARES.
[Full Text][Citation analysis]		paper27
2002Modeling model uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper166
2003Modeling Model Uncertainty.(2003) In: NBER Working Papers.
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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: 166		article
2009Testing Hypotheses About the Number of Factors in Large Factor Models In: Econometrica.
[Full Text][Citation analysis]		article255
2004Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		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		paper
2000Minimax Analysis of Monetary Policy Under Model Uncertainty In: Econometric Society World Congress 2000 Contributed Papers.
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2001Searching for prosperity In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article107
2001Searching for Prosperity.(2001) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 107		paper
2006Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
2012Asymptotics of the principal components estimator of large factor models with weakly influential factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article153
2015Asymptotic analysis of the squared estimation error in misspecified factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2008Curve forecasting by functional autoregression In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article59
2005Curve Forecasting by Functional Autoregression.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 59		paper
1999Robust monetary policy under model uncertainty in a small model of the U.S. economy In: Proceedings.
[Citation analysis]		article85
2004Empirical and policy performance of a forward-looking monetary model In: Proceedings.
[Full Text][Citation analysis]		article49
2005Monetary policy under uncertainty in micro-founded macroeconometric models In: Working Paper Series.
[Full Text][Citation analysis]		paper404
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.
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This paper has nother version. Agregated cites: 404		paper
2010Empirical and policy performance of a forward-looking monetary model In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article24
2010Empirical and policy performance of a forward‐looking monetary model.(2010) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 24		article
2010Factor Analysis of a Large DSGE Model In: Cahiers de recherche.
[Full Text][Citation analysis]		paper3
2010Factor Analysis of a Large DSGE Model.(2010) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 3		paper
2010Factor Analysis of a Large DSGE Model.(2010) In: Working Paper series.
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This paper has nother version. Agregated cites: 3		paper
2013FACTOR ANALYSIS OF A LARGE DSGE MODEL.(2013) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 3		article
2003Robust Monetary Policy Rules for the Short and Long Run In: Computing in Economics and Finance 2003.
[Citation analysis]		paper0
2024The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory In: Springer Books.
[Citation analysis]		chapter0
2010Determining the Number of Factors from Empirical Distribution of Eigenvalues In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article402

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