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 1 52 1 3 8 51
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 3 13 13 13 21 40 40 40
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 2 18 18 18 9 32 32 32
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 14 35 35 35 53 188 188 188
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 1 7 7 7 3 11 11 11
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 4 6 6 3 24 28 28
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 24 114 155 155 146 604 819 819
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 1 19 0 2 11 75
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 0 1 1 42 0 4 8 53
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 0 9 9 9 8 71 71 71
A multi-country approach to forecasting output growth using PMIs 0 0 2 54 1 5 11 125
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 3 57 1 3 15 137
A simple model of price dispersion 0 0 0 30 1 4 6 103
Aggregation in Large Dynamic Panels 0 0 3 107 0 1 6 302
Aggregation in Large Dynamic Panels 0 1 1 115 1 3 4 265
Aggregation in Large Dynamic Panels 0 0 1 49 0 1 8 124
Aggregation in large dynamic panels 0 0 0 26 0 1 6 116
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 1 2 4 54 5 12 16 98
Big Data Analytics: A New Perspective 0 0 2 21 2 4 12 80
Big Data Analytics: A New Perspective 0 2 3 34 0 5 15 82
Big data analytics: a new perspective 0 1 3 215 1 5 21 270
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 1 1 3 171 1 2 8 358
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 1 11 227 0 3 36 406
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 0 1 2 120 0 3 14 469
Current account benchmarks for central and eastern Europe: a desperate search? 0 0 1 104 1 3 13 346
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 16 180 3 10 51 576
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 1 8 2 3 8 45
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 2 2 7 110 4 5 19 213
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 2 10 31 185 8 33 92 422
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 5 217
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 71 0 1 3 270
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 2 73 1 2 10 178
Econometric analysis of high dimensional VARs featuring a dominant unit 0 0 0 103 1 3 7 224
Estimating Impulse Response Functions When the Shock Series Is Observed 0 0 1 25 0 4 13 32
Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables 0 0 4 49 1 5 23 57
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables 0 0 2 12 0 1 10 19
Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data 0 0 0 50 0 1 15 45
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 1 48 0 3 14 103
How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation? 0 0 1 43 1 5 11 111
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation? 0 1 3 100 0 4 16 233
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 2 5 18 2 13 35 90
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 6 16 34 87 13 46 94 192
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 1 29 0 1 5 77
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 2 13 0 3 12 27
Identifying global and national output and fiscal policy shocks using a GVAR 0 1 8 29 2 6 17 38
Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model 0 0 0 75 2 4 11 244
Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model 0 2 4 313 2 7 16 581
In Search of Equilibrium; Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries 0 0 0 98 0 0 6 272
Infinite Dimensional VARs and Factor Models 0 0 0 33 1 2 7 191
Infinite Dimensional VARs and Factor Models 0 0 2 69 0 2 15 261
Infinite Dimensional VARs and Factor Models 0 0 0 164 0 2 12 514
Infinite-dimensional VARs and factor models 0 0 2 149 1 3 15 386
Is There a Debt-threshold Effect on Output Growth? 0 1 8 63 1 4 23 165
Is There a Debt-threshold Effect on Output Growth? 0 0 2 151 4 8 28 399
Is there a Debt-Threshold Effect on Output Growth? 0 0 8 86 2 5 26 257
Is there a debt-threshold effect on output growth? 1 7 25 140 8 37 76 326
Large Panel Data Models with Cross-Sectional Dependence: A Survey 1 2 6 224 2 4 15 506
Large panel data models with cross-sectional dependence: a survey 1 6 12 187 3 16 49 288
Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis 0 0 0 105 0 1 8 211
Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis 0 0 4 132 2 2 11 259
Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title 0 0 1 88 1 2 17 177
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 2 2 6 58 3 5 21 167
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 1 2 12 190 2 11 34 386
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 1 7 40 0 2 13 36
Methodological advances in the assessment of equilibrium exchange rates 0 0 1 224 1 2 17 462
Modelling global trade flows: results from a GVAR model 0 2 5 139 3 6 29 361
Modelling global trade flows: results from a GVAR model 0 1 8 288 1 6 32 866
Size, openness, and macroeconomic interdependence 0 0 0 61 1 2 8 198
Size, openness, and macroeconomic interdependence 0 0 0 21 0 1 4 86
Spatial considerations on the PPP debate 0 0 0 33 0 0 2 72
Spatial considerations on the PPP debate 0 0 0 19 0 0 4 96
The GVAR approach and the dominance of the U.S. economy 2 5 16 118 3 10 37 334
The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas 2 2 4 28 3 4 19 42
The perils of aggregating foreign variables in panel data models 0 0 0 21 1 1 3 76
The perils of aggregating foreign variables in panel data models 0 0 0 14 0 0 5 92
Theory and Practice of GVAR Modeling 1 2 6 56 6 10 26 200
Theory and Practice of GVAR Modeling 0 0 6 175 2 5 41 583
Theory and practice of GVAR modeling 0 0 1 283 3 9 24 408
Thousands of Models, One Story: Current Account Imbalances in the Global Economy 0 1 2 4 0 3 11 50
Thousands of models, one story: current account imbalances in the global economy 0 0 2 73 0 3 25 186
Thousands of models, one story: current account imbalances in the global economy 0 0 2 76 0 1 10 196
Using the global dimension to identify shocks with sign restrictions 0 0 3 89 0 0 8 167
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 17 17 0 5 25 25
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 6 31 31 0 7 26 26
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 1 3 24 24 4 14 71 71
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 1 1 0 3 13 13
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 4 43 43 0 7 61 61
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 19 19 2 6 96 96
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 118 0 3 11 351
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 1 86 1 2 12 268
Weak and strong cross section dependence and estimation of large panels 0 0 1 79 0 1 12 275
Total Working Papers 68 293 696 7,559 361 1,412 2,902 19,105
1 registered items for which data could not be found

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 1 2 18 1 5 19 70
A multi-country approach to forecasting output growth using PMIs 0 0 1 16 0 2 8 91
A simple model of price dispersion 0 0 0 12 1 1 2 60
Aggregation in large dynamic panels 0 1 4 49 0 2 18 191
And then current accounts (over)adjusted 0 0 1 27 0 0 2 82
Cheaper crude oil affects consumer prices unevenly 0 0 0 14 1 2 6 50
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 9 17 96 507 21 56 278 1,317
Consuming price differences persist among eight Texas cities 0 0 0 7 0 0 2 52
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 1 1 2 65 2 4 12 162
Economic shocks reverberate in world of interconnected trade ties 0 0 0 25 0 2 21 142
Estimating impulse response functions when the shock series is observed 0 1 4 8 2 4 22 30
Global and National Shocks Explain A Large Share of State Job Growth 0 1 1 4 1 2 8 35
Global, National Business Cycles and Energy Explain Texas Metro Growth 0 0 1 6 0 0 2 24
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 0 1 3 0 1 7 23
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation? 0 0 1 49 1 5 11 177
How the global perspective can help us identify structural shocks 0 0 3 38 0 0 6 122
Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model 0 2 8 221 3 5 31 633
Impact of Chinese slowdown on U.S. no longer negligible 0 1 1 10 2 4 9 34
Infinite-dimensional VARs and factor models 0 1 6 126 3 6 37 373
Is There a Debt-Threshold Effect on Output Growth? 2 11 40 152 15 46 138 476
Mean group estimation in presence of weakly cross-correlated estimators 0 0 3 6 0 4 16 28
Regional inequality in the U.S.: Evidence from city‐level purchasing power 1 3 3 3 2 7 7 7
Rising Public Debt to GDP Can Harm Economic Growth 1 4 17 73 6 20 65 248
Risk, uncertainty separately cloud global growth forecasting 0 1 2 6 0 2 5 23
SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE 0 0 2 3 1 3 11 24
THEORY AND PRACTICE OF GVAR MODELLING 2 3 13 64 6 16 44 206
The euro and global turbulence: member countries gain stability 0 0 0 16 0 1 6 55
Thousands of models, one story: Current account imbalances in the global economy 0 6 14 103 1 12 62 330
Toward a Better Understanding of Macroeconomic Interdependence 0 0 0 0 0 0 2 9
Weak and strong cross‐section dependence and estimation of large panels 0 0 2 20 4 9 44 181
Weak and strong cross‐section dependence and estimation of large panels 0 0 1 122 1 2 14 368
Total Journal Articles 16 54 229 1,773 74 223 915 5,623

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 1 5 8 8 3 10 17 17
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 4 8 25 58 5 18 58 160
Total Chapters 5 13 33 66 8 28 75 177

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Statistics updated 2021-01-03