Access Statistics for Daniel J. Lewis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors 0 2 5 42 3 10 61 136
A Robust Test for Weak Instruments with Multiple Endogenous Regressors 0 0 1 26 0 0 60 98
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects 0 0 0 49 1 4 32 167
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression 0 0 0 11 1 1 6 26
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 19 2 5 15 55
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 23 2 2 12 121
Do Monetary Policy Announcements Shift Household Expectations? 0 0 4 41 2 4 24 85
Dynamic Identification Using System Projections and Instrumental Variables 0 0 2 4 1 1 9 21
Dynamic Identification Using System Projections on Instrumental Variables 0 0 2 34 4 6 24 82
Firm Heterogeneity and the Response of Investment to Monetary Policy 7 7 7 7 8 8 8 8
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 0 11 4 4 19 79
Identification based on higher moments 0 0 1 33 0 1 15 58
Identifying Relationship-level Effects Using Covariance Restrictions 0 1 5 5 2 5 10 10
Identifying heterogeneous supply and demand shocks in European credit markets 0 1 4 22 3 6 26 51
Identifying relationship-level effects using convariance restrictions 0 0 22 22 4 5 11 11
Identifying relationship-level effects using covariance restrictions 0 0 21 21 1 4 13 13
Identifying relationship-level effects using covariance restrictions 0 0 0 0 0 2 7 7
Identifying relationship-level effects using covariance restrictions 0 2 3 3 4 5 5 5
Identifying shocks via time-varying volatility 0 1 1 94 1 3 15 135
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 2 6 4 4 17 30
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 0 35 2 4 20 122
Latent heterogeneity in the marginal propensity to consume 0 1 1 4 2 3 20 33
Measuring Real Activity Using a Weekly Economic Index 0 0 3 64 4 8 56 326
Measuring Real Activity Using a Weekly Economic Index 0 0 2 36 5 7 53 121
Monitoring Real Activity in Real Time: The Weekly Economic Index 0 0 6 284 2 5 41 780
Robust inference in models identified via heteroskedasticity 0 0 1 54 3 4 30 140
The Investment Channel of Monetary Policy: Disentangling Firm Heterogeneity 25 25 25 25 20 20 20 20
The Investment Channel of Monetary Policy: Disentangling Firm Heterogeneity 6 6 6 6 6 6 6 6
The Missing Surprise: Transmission Protection in Central Bank Announcements 0 0 0 0 2 2 2 2
The Missing Surprise: Transmission Protection in Central Bank Announcements 0 11 11 11 3 5 5 5
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 0 1 44 5 5 26 156
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 1 3 17 133
Weak Instrument Bias in Impulse Response Estimators 0 0 14 14 2 2 11 11
Weak Instrument Bias in Impulse Response Estimators 0 3 6 6 1 3 3 3
Weak instrument bias in impulse response estimators 0 0 23 23 2 4 19 19
Total Working Papers 38 60 179 1,109 107 161 718 3,075


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects 0 0 1 1 1 2 8 8
Approximating grouped fixed effects estimation via fuzzy clustering regression 0 0 0 7 2 2 13 34
HAR Inference: Recommendations for Practice 1 1 5 11 16 29 41 86
HAR Inference: Recommendations for Practice Rejoinder 0 1 3 8 4 6 17 39
High-Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 10 0 1 13 47
Identification Based on Higher Moments in Macroeconometrics 0 0 0 0 2 3 6 6
Identifying Shocks via Time-Varying Volatility 0 2 7 30 1 6 31 102
Measuring real activity using a weekly economic index 0 0 0 31 1 6 28 124
Robust Inference in Models Identified via Heteroskedasticity 1 1 3 20 2 3 27 71
The Size‐Power Tradeoff in HAR Inference 0 0 0 7 3 3 12 47
Total Journal Articles 2 5 20 125 32 61 196 564


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GWEAKIVTEST: Stata module providing robust test for weak instruments for 2SLS with multiple endogenous regressors 2 5 17 17 11 34 99 99
HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference 1 1 1 1 4 5 16 16
Total Software Items 3 6 18 18 15 39 115 115


Statistics updated 2026-11-12