Access Statistics for Alexander Chudik

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels 0 0 3 59 2 7 28 105
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 0 0 0 27 0 4 17 142
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 4 10 30 750 5 24 78 2,392
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 15 0 5 10 168
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 26 2 5 13 133
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 16 0 0 10 115
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 85 1 5 19 539
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 11 0 5 12 121
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 0 19 1 2 12 119
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 0 1 2 49 0 4 16 91
A multi-country approach to forecasting output growth using PMIs 0 0 1 59 0 0 12 159
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 0 59 0 1 8 178
A simple model of price dispersion 0 0 0 31 1 4 12 118
Aggregation in Large Dynamic Panels 0 0 0 110 0 2 10 323
Aggregation in Large Dynamic Panels 0 0 1 51 1 6 19 152
Aggregation in Large Dynamic Panels 0 0 0 115 1 3 4 271
Aggregation in large dynamic panels 0 0 0 27 0 0 8 133
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 0 1 3 66 3 12 27 172
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio 0 0 0 0 1 3 20 20
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios 0 0 1 1 1 3 18 18
Analysis of Multiple Long-Run Relations in Panel Data Models 0 1 3 3 0 8 20 20
Analysis of Multiple Long-Run Relations in Panel Data Models 0 0 9 9 0 3 40 40
Big Data Analytics: A New Perspective 0 0 0 23 0 1 5 96
Big Data Analytics: A New Perspective 0 0 0 35 1 1 15 111
Big data analytics: a new perspective 0 0 0 219 1 3 17 308
COVID-19 Fiscal Support and Its Effectiveness 0 0 0 23 1 1 9 37
COVID-19 Fiscal Support and Its Effectiveness 0 0 0 3 0 2 5 37
COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 4 0 1 8 49
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 7 0 3 7 41
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 0 1 2 6 18
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 0 5 254 3 15 39 518
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 0 1 189 0 9 25 429
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 0 2 4 133 2 13 45 555
Covid-19 Fiscal Support and its Effectiveness 2 5 24 386 3 15 58 1,029
Covid-19 fiscal support and its effectiveness 0 0 0 45 0 0 5 86
Crude Oil Price Changes Quicker to Register at Gasoline Pump 0 0 0 0 0 0 0 0
Current account benchmarks for central and eastern Europe: a desperate search? 0 0 0 105 0 3 12 372
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 0 202 0 0 6 656
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 1 13 1 3 14 70
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 1 121 2 7 16 265
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 0 0 2 249 0 8 29 671
Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR 0 0 0 81 0 1 3 227
Early Mandated Social Distancing Does Best to Control COVID–19 Spread 0 0 0 0 0 0 0 0
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 1 73 1 6 13 295
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 73 0 2 12 202
Econometric analysis of high dimensional VARs featuring a dominant unit 0 0 0 105 0 1 10 245
Estimating Impulse Response Functions When the Shock Series Is Observed 0 0 0 26 1 2 11 54
Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables 0 0 0 51 0 6 21 95
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables 0 1 2 20 1 6 22 81
Fed’s forecasting edge ebbed prepandemic, persisted in downside inflation surprises 2 2 2 2 3 3 3 3
Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data 0 0 0 51 0 2 7 60
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 2 51 1 4 25 172
How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation? 0 0 0 44 0 4 16 140
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation? 0 0 1 103 1 5 17 295
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 2 158 0 5 12 389
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 37 1 3 10 106
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 34 0 1 14 70
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 25 0 3 14 120
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 0 15 0 2 17 55
Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model 0 0 0 75 0 3 13 263
Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model 0 0 0 316 0 2 15 626
In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries 0 1 1 101 0 2 7 286
Infinite Dimensional VARs and Factor Models 0 0 0 165 0 2 10 539
Infinite Dimensional VARs and Factor Models 0 0 0 70 0 6 13 281
Infinite Dimensional VARs and Factor Models 0 0 0 33 0 0 9 208
Infinite-dimensional VARs and factor models 0 0 0 152 0 6 16 430
Is There a Debt-threshold Effect on Output Growth? 0 0 0 159 0 3 9 448
Is There a Debt-threshold Effect on Output Growth? 0 1 5 93 0 12 36 287
Is there a Debt-Threshold Effect on Output Growth? 0 0 0 96 0 2 10 299
Is there a debt-threshold effect on output growth? 0 0 1 162 2 7 17 404
Lags, Leave-Outs and Fixed Effects 0 0 11 11 1 6 29 29
Large Panel Data Models with Cross-Sectional Dependence: A Survey 1 1 2 242 2 9 21 574
Large panel data models with cross-sectional dependence: a survey 0 0 6 264 5 24 70 647
Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis 0 0 0 108 0 4 10 226
Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis 0 0 1 136 1 4 11 287
Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title 0 0 0 91 1 2 13 208
Location, location, location: Mortgage rate impact varies by metro 0 0 0 0 1 1 1 1
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 0 2 4 94 2 15 45 279
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 0 0 3 220 1 11 40 496
Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels 0 0 1 21 0 7 21 28
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 0 0 43 2 3 14 63
Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks 1 20 20 20 2 12 12 12
Methodological advances in the assessment of equilibrium exchange rates 0 0 0 244 2 8 21 575
Modelling global trade flows: results from a GVAR model 0 0 3 150 0 2 23 444
Modelling global trade flows: results from a GVAR model 0 1 4 315 1 13 41 1,008
Persistence of house-price growth highlights geographic, credit factors 1 1 1 1 0 0 0 0
Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels 0 0 1 2 0 2 11 14
Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels 1 1 1 41 1 5 13 52
Revisiting the Great Ratios Hypothesis 0 0 0 6 1 3 8 17
Revisiting the Great Ratios Hypothesis 0 0 0 3 0 1 11 27
Revisiting the Great Ratios Hypothesis 0 0 0 31 2 7 25 57
Revisiting the Great Ratios Hypothesis 0 0 1 56 0 2 17 38
Size, openness, and macroeconomic interdependence 0 0 0 63 0 4 12 231
Size, openness, and macroeconomic interdependence 0 0 0 22 1 3 9 118
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 6 0 7 12 27
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 1 13 0 0 10 25
Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe 0 0 0 2 0 2 15 19
Spatial considerations on the PPP debate 0 0 0 33 0 5 23 97
Spatial considerations on the PPP debate 0 0 0 19 1 1 4 106
Strong U.S. employment driven by sectors less sensitive to business cycles 0 0 0 0 1 1 1 1
The GVAR approach and the dominance of the U.S. economy 0 1 3 144 2 6 15 423
The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas 0 0 0 32 2 3 13 69
The perils of aggregating foreign variables in panel data models 0 0 0 22 0 1 6 88
The perils of aggregating foreign variables in panel data models 0 0 0 14 1 5 14 109
Theory and Practice of GVAR Modeling 0 0 0 184 0 7 19 640
Theory and Practice of GVAR Modeling 0 2 4 75 2 11 31 262
Theory and practice of GVAR modeling 0 0 1 287 0 3 22 464
Thousands of Models, One Story: Current Account Imbalances in the Global Economy 0 0 0 4 0 2 13 73
Thousands of models, one story: current account imbalances in the global economy 0 0 1 79 1 3 37 245
Thousands of models, one story: current account imbalances in the global economy 0 0 1 80 0 2 25 247
Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply 0 0 1 4 0 6 16 23
Using the global dimension to identify shocks with sign restrictions 0 0 0 96 0 3 21 219
Vaccines Were Key to Curbing COVID-19 in Europe; Other Measures Also Useful 0 0 0 0 0 0 0 0
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 0 18 1 11 21 58
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 13 1 1 17 35
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 37 0 3 10 63
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 22 1 5 19 40
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 33 1 5 13 124
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 6 1 1 9 40
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 45 0 3 11 87
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 28 1 3 13 195
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 1 3 122 1 7 23 388
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 87 0 5 16 302
Weak and strong cross section dependence and estimation of large panels 0 0 0 81 0 7 25 327
Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels 0 0 2 7 0 5 19 26
‘Great Ratios’ in Economics Don’t All Add Up 0 0 0 0 0 0 0 0
Total Working Papers 12 55 187 9,747 88 566 2,087 27,810


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models 0 0 2 33 0 9 21 134
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 0 0 1 27 2 8 23 109
A multi-country approach to forecasting output growth using PMIs 0 0 0 23 1 3 16 134
A simple model of price dispersion 0 0 0 13 0 3 14 93
Aggregation in large dynamic panels 0 0 1 67 0 0 14 270
An augmented Anderson–Hsiao estimator for dynamic short-T panels† 1 3 7 24 1 7 22 57
And then current accounts (over)adjusted 0 0 0 31 0 2 12 105
Cheaper crude oil affects consumer prices unevenly 0 0 0 15 1 3 10 63
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 10 24 73 854 33 106 298 2,433
Consuming price differences persist among eight Texas cities 0 0 0 7 0 1 8 66
Covid-19 fiscal support and its effectiveness 0 0 0 22 1 1 18 65
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 1 2 73 3 7 36 230
Economic shocks reverberate in world of interconnected trade ties 0 0 0 25 1 4 9 166
Estimating impulse response functions when the shock series is observed 0 1 1 17 2 6 24 94
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables 0 1 2 13 3 7 23 46
Global and National Shocks Explain A Large Share of State Job Growth 0 0 0 5 0 2 10 51
Global, National Business Cycles and Energy Explain Texas Metro Growth 0 0 0 7 0 2 8 36
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 0 4 18 0 1 23 84
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation? 0 0 0 49 0 1 13 222
How the global perspective can help us identify structural shocks 0 0 0 47 0 3 11 152
Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model 0 0 0 258 2 4 27 751
Impact of Chinese slowdown on U.S. no longer negligible 0 0 0 11 0 1 16 57
Infinite-dimensional VARs and factor models 0 0 0 142 1 5 18 432
Is There a Debt-Threshold Effect on Output Growth? 2 6 23 304 5 22 87 915
Mean group estimation in presence of weakly cross-correlated estimators 0 0 0 9 2 7 16 64
Regional inequality in the U.S.: Evidence from city‐level purchasing power 0 0 0 7 1 2 9 40
Revisiting the Great Ratios Hypothesis 0 0 1 7 0 2 14 36
Rising Public Debt to GDP Can Harm Economic Growth 1 2 4 122 2 7 30 409
Risk, uncertainty separately cloud global growth forecasting 0 0 0 6 1 3 9 33
SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE 0 0 0 1 1 2 13 19
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 0 1 5 15 30
THEORY AND PRACTICE OF GVAR MODELLING 0 0 10 107 2 9 39 367
The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas 0 0 0 2 0 2 9 22
The euro and global turbulence: member countries gain stability 0 0 0 16 0 2 8 68
Thousands of models, one story: Current account imbalances in the global economy 1 1 1 117 1 8 17 403
Toward a Better Understanding of Macroeconomic Interdependence 0 0 0 0 0 2 5 18
Variable selection in high dimensional linear regressions with parameter instability 0 1 2 2 0 4 22 22
Weak and strong cross‐section dependence and estimation of large panels 0 0 7 28 0 6 25 277
Weak and strong cross‐section dependence and estimation of large panels 0 0 0 127 1 6 15 426
xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels 0 0 2 2 0 5 25 26
Total Journal Articles 15 40 143 2,638 68 280 1,032 9,025


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 1 21 1 8 21 70
Introduction 0 0 0 0 1 2 12 12
Introduction 0 0 0 0 1 2 9 11
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 1 5 31 233 8 46 140 695
Total Chapters 1 5 32 254 11 58 182 788


Statistics updated 2026-06-04