Alexei Onatski : Citation Profile

University of Cambridge

14

H index

14

i10 index

1953

Citations

RESEARCH PRODUCTION:

19

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 88
   Journals where Alexei Onatski has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 16 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pon27
   Updated: 2025-04-12    RAS profile: 2021-04-19    
   Missing citations? Add them    Incorrect content? Let us know

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 (55)

Schorfheide, Frank (36)

Forni, Mario (33)

Durlauf, Steven (33)

Brock, William (31)

Hallin, Marc (30)

Wieland, Volker (30)

Lippi, Marco (29)

Ruiz, Esther (25)

Luciani, Matteo (24)

Kuester, Keith (23)

Cites to:

Reichlin, Lucrezia (18)

Levin, Andrew (13)

Christiano, Lawrence (13)

Forni, Mario (12)

Williams, John (11)

Hallin, Marc (11)

Giannone, Domenico (9)

Bai, Jushan (9)

Ng, Serena (9)

Watson, Mark (9)

Lippi, Marco (8)

Main data

Production by document typearticlepaperchapter1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Alexei Onatski has published?

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

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)

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

Full description at Econpapers || Download paper

2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

Full description at Econpapers || Download paper

2025Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

Full description at Econpapers || Download paper

2024CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Linton, Oliver ; Walsh, Christopher ; Vogt, Michael. In: Papers. RePEc:arx:papers:2206.12152.

Full description at Econpapers || Download paper

2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

Full description at Econpapers || Download paper

2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

Full description at Econpapers || Download paper

2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

Full description at Econpapers || Download paper

2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

Full description at Econpapers || Download paper

2025Tensor Principal Component Analysis. (2022). Pan, Junsu ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2212.12981.

Full description at Econpapers || Download paper

2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

Full description at Econpapers || Download paper

2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

Full description at Econpapers || Download paper

2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

Full description at Econpapers || Download paper

2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

Full description at Econpapers || Download paper

2025High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

Full description at Econpapers || Download paper

2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

Full description at Econpapers || Download paper

2025Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

Full description at Econpapers || Download paper

2024Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

Full description at Econpapers || Download paper

2024Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

Full description at Econpapers || Download paper

2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

Full description at Econpapers || Download paper

2024Inference for Low-rank Models without Estimating the Rank. (2023). Kwon, Hyukjun ; Choi, Jungjun ; Liao, Yuan. In: Papers. RePEc:arx:papers:2311.16440.

Full description at Econpapers || Download paper

2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

Full description at Econpapers || Download paper

2024Efficiency of QMLE for dynamic panel data models with interactive effects. (2023). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

Full description at Econpapers || Download paper

2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

Full description at Econpapers || Download paper

2024Large factor model estimation by nuclear norm plus ?1 norm penalization. (2024). Montanari, Angela ; Farne, Matteo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000908.

Full description at Econpapers || Download paper

2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

Full description at Econpapers || Download paper

2024The anatomy of government bond yields synchronization in the Eurozone. (2024). Barbieri, Claudio ; Napoletano, Mauro ; Guerini, Mattia. In: Post-Print. RePEc:hal:journl:hal-04530954.

Full description at Econpapers || Download paper

2024Perceived shocks and impulse responses. (2024). Smetanina, Katja ; Lu, Jason ; Giacomini, Raffaella. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24.

Full description at Econpapers || Download paper

2024Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change. (2024). Miller, J. ; Chang, Yoosoon ; Park, Joon K. In: CAEPR Working Papers. RePEc:inu:caeprp:2024007.

Full description at Econpapers || Download paper

2025Adjusted principal component estimation for binary factor model. (2025). Wang, XI. In: MPRA Paper. RePEc:pra:mprapa:123844.

Full description at Econpapers || Download paper

2024Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models. (2024). Boudt, Kris ; Huang, Guanglin ; Lu, Wanbo. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1085.

Full description at Econpapers || Download paper

2025High dimensional T-type Estimator for robust covariance matrix estimation with applications to elliptical factor models. (2025). Cui, Hengjian ; Wang, Guanpeng. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01505-1.

Full description at Econpapers || Download paper

2025Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1.

Full description at Econpapers || Download paper

2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

Full description at Econpapers || Download paper

2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

Full description at Econpapers || Download paper

2024Optimal index insurance and basis risk decomposition: an application to Kenya. (2024). Lobell, David ; Stigler, Matthieu. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:1:p:306-329.

Full description at Econpapers || Download paper

2024Breaks in term structures: Evidence from the oil futures markets. (2024). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

Full description at Econpapers || Download paper

Works by Alexei Onatski:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Alternative Asymptotics for Cointegration Tests in Large VARs In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper28
2018Alternative Asymptotics for Cointegration Tests in Large VARs.(2018) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2018Extreme canonical correlations and high-dimensional cointegration analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper9
2019Extreme canonical correlations and high-dimensional cointegration analysis.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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.
[Full Text][Citation analysis]		paper2
2020Spurious Factor Analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper14
2021Spurious Factor Analysis.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2011Set Coverage and Robust Policy In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper8
2012Set coverage and robust policy.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2011Set Coverage and Robust Policy.(2011) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2012UNIT ROOTS IN WHITE NOISE In: Econometric Theory.
[Full Text][Citation analysis]		article4
2009Unit Roots in White Noise.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2002ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article239
1999Robust monetary policy under model uncertainty in a small model of the U.S. economy.(1999) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 239		article
2000Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		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]		paper165
2003Modeling Model Uncertainty.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165		paper
2003Modeling Model Uncertainty.(2003) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165		article
2009Testing Hypotheses About the Number of Factors in Large Factor Models In: Econometrica.
[Full Text][Citation analysis]		article244
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper6
2001Searching for prosperity In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article106
2001Searching for Prosperity.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		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]		article142
2015Asymptotic analysis of the squared estimation error in misspecified factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2008Curve forecasting by functional autoregression In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article57
2005Curve Forecasting by Functional Autoregression.(2005) In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2004Empirical and policy performance of a forward-looking monetary model In: Proceedings.
[Full Text][Citation analysis]		article69
2010Empirical and policy performance of a forward-looking monetary model.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		article
2010Empirical and policy performance of a forward‐looking monetary model.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		article
2005Monetary policy under uncertainty in micro-founded macroeconometric models In: Working Paper Series.
[Full Text][Citation analysis]		paper401
2006Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models.(2006) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		chapter
2005Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		paper
2010Factor Analysis of a Large DSGE Model In: Cahiers de recherche.
[Full Text][Citation analysis]		paper2
2010Factor Analysis of a Large DSGE Model.(2010) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2010Factor Analysis of a Large DSGE Model.(2010) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013FACTOR ANALYSIS OF A LARGE DSGE MODEL.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2003Robust Monetary Policy Rules for the Short and Long Run In: Computing in Economics and Finance 2003.
[Citation analysis]		paper0
2010Determining the Number of Factors from Empirical Distribution of Eigenvalues In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article377

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team