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 2 59 2 4 27 107
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 0 0 0 27 0 0 17 142
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 11 0 0 10 121
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 85 0 1 19 539
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 4 28 750 1 7 71 2,394
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 15 0 0 10 168
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 26 0 3 14 134
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 16 1 2 10 117
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 0 19 0 2 13 120
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 1 1 3 50 1 2 18 93
A multi-country approach to forecasting output growth using PMIs 0 0 1 59 0 0 11 159
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 0 59 0 0 7 178
A simple model of price dispersion 0 0 0 31 0 1 12 118
Aggregation in Large Dynamic Panels 0 0 0 115 0 1 4 271
Aggregation in Large Dynamic Panels 0 0 0 51 0 1 18 152
Aggregation in Large Dynamic Panels 0 0 0 110 0 0 10 323
Aggregation in large dynamic panels 0 0 0 27 0 1 9 134
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 0 0 3 66 0 5 26 174
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio 0 0 0 0 0 1 16 20
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios 0 0 1 1 0 1 16 18
Analysis of Multiple Long-Run Relations in Panel Data Models 0 0 4 9 0 0 30 40
Analysis of Multiple Long-Run Relations in Panel Data Models 0 0 3 3 0 0 18 20
Big Data Analytics: A New Perspective 0 0 0 35 0 1 15 111
Big Data Analytics: A New Perspective 0 0 0 23 0 1 6 97
Big data analytics: a new perspective 0 0 0 219 0 2 18 309
COVID-19 Fiscal Support and Its Effectiveness 0 0 0 23 0 1 9 37
COVID-19 Fiscal Support and Its Effectiveness 0 0 0 3 0 0 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 50
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 0 0 1 6 18
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 7 0 0 6 41
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 2 7 256 3 10 45 525
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 0 0 189 0 0 23 429
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 1 1 3 134 2 5 43 558
Covid-19 Fiscal Support and its Effectiveness 0 2 22 386 0 4 54 1,030
Covid-19 fiscal support and its effectiveness 0 0 0 45 0 0 4 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 0 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 0 1 13 70
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 1 121 0 2 15 265
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 0 1 3 250 0 1 29 672
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 0 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 0 73 0 0 11 202
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 1 73 0 1 13 295
Econometric analysis of high dimensional VARs featuring a dominant unit 0 0 0 105 0 0 10 245
Estimating Impulse Response Functions When the Shock Series Is Observed 0 0 0 26 0 1 11 54
Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables 0 0 0 51 0 0 20 95
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables 0 0 1 20 0 1 19 81
Fed’s forecasting edge ebbed prepandemic, persisted in downside inflation surprises 0 5 5 5 2 10 10 10
Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data 0 0 0 51 1 1 8 61
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 1 51 0 1 22 172
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 1 17 141
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 2 18 296
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 37 0 1 10 106
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 34 0 1 15 71
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 25 0 2 15 122
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 2 158 0 1 11 390
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 0 15 0 1 15 56
Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model 0 0 0 75 0 0 13 263
Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model 0 0 0 316 0 0 14 626
In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries 0 0 1 101 0 0 7 286
Infinite Dimensional VARs and Factor Models 0 0 0 33 0 0 8 208
Infinite Dimensional VARs and Factor Models 0 0 0 165 1 1 10 540
Infinite Dimensional VARs and Factor Models 0 0 0 70 0 0 13 281
Infinite-dimensional VARs and factor models 0 0 0 152 0 0 16 430
Is There a Debt-threshold Effect on Output Growth? 0 0 5 93 0 1 35 288
Is There a Debt-threshold Effect on Output Growth? 0 0 0 159 0 0 9 448
Is there a Debt-Threshold Effect on Output Growth? 0 0 0 96 0 1 11 300
Is there a debt-threshold effect on output growth? 0 0 1 162 0 3 17 405
Lags, Leave-Outs and Fixed Effects 0 0 11 11 0 1 29 29
Large Panel Data Models with Cross-Sectional Dependence: A Survey 0 2 3 243 0 5 24 577
Large panel data models with cross-sectional dependence: a survey 0 2 8 266 0 10 65 652
Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis 0 0 0 108 0 0 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 0 2 12 288
Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title 0 0 0 91 0 1 13 208
Location, location, location: Mortgage rate impact varies by metro 0 0 0 0 0 3 3 3
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 0 1 5 95 1 5 45 282
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 0 1 4 221 0 4 41 499
Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels 0 0 1 21 0 0 21 28
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 0 0 43 0 3 15 64
Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks 4 4 4 4 3 3 3 3
Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks 0 1 20 20 0 2 12 12
Methodological advances in the assessment of equilibrium exchange rates 0 0 0 244 0 2 21 575
Modelling global trade flows: results from a GVAR model 0 0 3 315 0 2 40 1,009
Modelling global trade flows: results from a GVAR model 0 0 1 150 1 1 21 445
Persistence of house-price growth highlights geographic, credit factors 0 3 3 3 1 4 4 4
Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels 0 0 1 2 0 0 11 14
Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels 1 2 2 42 1 4 16 55
Revisiting the Great Ratios Hypothesis 0 0 0 6 0 1 7 17
Revisiting the Great Ratios Hypothesis 0 0 0 31 0 3 25 58
Revisiting the Great Ratios Hypothesis 0 0 1 56 0 0 17 38
Revisiting the Great Ratios Hypothesis 0 0 0 3 0 1 12 28
Size, openness, and macroeconomic interdependence 0 0 0 63 0 0 11 231
Size, openness, and macroeconomic interdependence 0 0 0 22 0 1 9 118
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 6 0 0 11 27
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 1 13 0 0 9 25
Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe 0 0 0 2 0 0 13 19
Spatial considerations on the PPP debate 0 0 0 33 0 1 24 98
Spatial considerations on the PPP debate 0 0 0 19 0 1 4 106
Strong U.S. employment driven by sectors less sensitive to business cycles 0 0 0 0 0 1 1 1
The GVAR approach and the dominance of the U.S. economy 0 0 2 144 1 3 15 424
The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas 0 0 0 32 0 2 13 69
The perils of aggregating foreign variables in panel data models 0 0 0 14 0 1 14 109
The perils of aggregating foreign variables in panel data models 0 0 0 22 0 0 6 88
Theory and Practice of GVAR Modeling 0 1 4 76 0 4 32 264
Theory and Practice of GVAR Modeling 0 0 0 184 0 1 19 641
Theory and practice of GVAR modeling 0 0 1 287 0 0 22 464
Thousands of Models, One Story: Current Account Imbalances in the Global Economy 0 0 0 4 0 0 13 73
Thousands of models, one story: current account imbalances in the global economy 0 0 1 80 0 3 28 250
Thousands of models, one story: current account imbalances in the global economy 0 0 1 79 0 1 37 245
Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply 0 0 1 4 1 1 16 24
Using the global dimension to identify shocks with sign restrictions 0 0 0 96 0 1 22 220
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 0 1 21 58
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 37 0 0 9 63
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 22 0 1 19 40
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 13 0 1 17 35
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 6 0 2 10 41
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 45 0 0 11 87
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 33 0 2 14 125
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 28 0 1 13 195
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 1 122 1 3 22 390
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 87 0 0 16 302
Weak and strong cross section dependence and estimation of large panels 0 0 0 81 0 1 26 328
Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels 0 0 2 7 1 1 20 27
xtcipsunb: The CIPS Panel Unit Root Test for Unbalanced Panel Data 0 0 0 0 1 1 1 1
‘Great Ratios’ in Economics Don’t All Add Up 0 0 0 0 0 0 0 0
Total Working Papers 7 33 184 9,768 27 184 2,069 27,906


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 0 20 134
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 0 1 2 28 0 5 26 112
A multi-country approach to forecasting output growth using PMIs 0 0 0 23 0 1 14 134
A simple model of price dispersion 0 0 0 13 1 1 15 94
Aggregation in large dynamic panels 0 0 1 67 0 0 13 270
An augmented Anderson–Hsiao estimator for dynamic short-T panels† 0 1 5 24 1 4 22 60
And then current accounts (over)adjusted 0 0 0 31 0 0 11 105
Cheaper crude oil affects consumer prices unevenly 0 0 0 15 0 3 12 65
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 4 21 71 865 19 88 317 2,488
Consuming price differences persist among eight Texas cities 0 0 0 7 0 0 8 66
Covid-19 fiscal support and its effectiveness 0 0 0 22 1 3 17 67
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 1 73 1 4 34 231
Economic shocks reverberate in world of interconnected trade ties 0 0 0 25 0 1 9 166
Estimating impulse response functions when the shock series is observed 0 0 1 17 0 2 23 94
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables 0 0 2 13 1 4 22 47
Global and National Shocks Explain A Large Share of State Job Growth 0 0 0 5 0 0 10 51
Global, National Business Cycles and Energy Explain Texas Metro Growth 0 0 0 7 0 0 8 36
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 0 4 18 0 1 24 85
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation? 0 0 0 49 2 2 15 224
How the global perspective can help us identify structural shocks 0 0 0 47 0 0 11 152
Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model 0 0 0 258 1 4 27 753
Impact of Chinese slowdown on U.S. no longer negligible 0 0 0 11 1 1 16 58
Infinite-dimensional VARs and factor models 0 0 0 142 0 1 17 432
Is There a Debt-Threshold Effect on Output Growth? 2 5 22 307 3 15 87 925
Mean group estimation in presence of weakly cross-correlated estimators 0 0 0 9 1 5 18 67
Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels 1 1 2 2 1 1 6 6
Regional inequality in the U.S.: Evidence from city‐level purchasing power 1 1 1 8 3 5 12 44
Revisiting the Great Ratios Hypothesis 0 0 1 7 1 2 16 38
Rising Public Debt to GDP Can Harm Economic Growth 0 1 3 122 1 3 29 410
Risk, uncertainty separately cloud global growth forecasting 0 0 0 6 0 1 9 33
SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE 0 0 0 1 2 3 14 21
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 0 0 2 16 31
THEORY AND PRACTICE OF GVAR MODELLING 0 0 6 107 0 2 34 367
The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas 0 0 0 2 2 2 11 24
The euro and global turbulence: member countries gain stability 0 0 0 16 1 1 9 69
Thousands of models, one story: Current account imbalances in the global economy 0 1 1 117 0 3 18 405
Toward a Better Understanding of Macroeconomic Interdependence 0 0 0 0 1 2 7 20
Variable selection in high dimensional linear regressions with parameter instability 0 0 1 2 1 1 22 23
Weak and strong cross‐section dependence and estimation of large panels 0 0 0 127 2 4 18 429
Weak and strong cross‐section dependence and estimation of large panels 0 0 6 28 2 3 27 280
xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels 0 1 3 3 0 2 26 28
Total Journal Articles 8 33 135 2,657 49 182 1,070 9,144


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 0 21 0 1 19 70
Introduction 0 0 0 0 0 1 12 12
Introduction 0 0 0 0 0 1 8 11
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 0 4 27 236 5 25 141 712
Total Chapters 0 4 27 257 5 28 180 805


Statistics updated 2026-08-07