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 1 2 5 42 2 8 65 133
A Robust Test for Weak Instruments with Multiple Endogenous Regressors 0 0 1 26 0 0 63 98
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects 0 0 0 49 2 3 33 166
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression 0 0 0 11 0 0 7 25
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 23 0 0 11 119
Do Monetary Policy Announcements Shift Household Expectations? 0 1 4 41 2 3 23 83
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 19 1 3 14 53
Dynamic Identification Using System Projections and Instrumental Variables 0 0 2 4 0 0 8 20
Dynamic Identification Using System Projections on Instrumental Variables 0 0 2 34 1 2 23 78
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 0 11 0 0 16 75
Identification based on higher moments 0 0 1 33 0 3 16 58
Identifying Relationship-level Effects Using Covariance Restrictions 0 3 5 5 1 5 8 8
Identifying heterogeneous supply and demand shocks in European credit markets 0 1 5 22 2 4 27 48
Identifying relationship-level effects using convariance restrictions 0 0 22 22 0 1 7 7
Identifying relationship-level effects using covariance restrictions 0 3 3 3 0 1 1 1
Identifying relationship-level effects using covariance restrictions 0 0 0 0 2 5 7 7
Identifying relationship-level effects using covariance restrictions 0 1 21 21 2 3 12 12
Identifying shocks via time-varying volatility 0 1 1 94 0 2 16 134
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 0 35 0 2 19 120
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 2 6 0 0 15 26
Latent heterogeneity in the marginal propensity to consume 0 1 1 4 0 1 22 31
Measuring Real Activity Using a Weekly Economic Index 0 0 3 64 2 4 54 322
Measuring Real Activity Using a Weekly Economic Index 0 1 2 36 0 5 48 116
Monitoring Real Activity in Real Time: The Weekly Economic Index 0 0 7 284 2 3 42 778
Robust inference in models identified via heteroskedasticity 0 0 1 54 0 1 28 137
The Investment Channel of Monetary Policy: Disentangling Firm Heterogeneity 0 0 0 0 0 0 0 0
The Missing Surprise: Transmission Protection in Central Bank Announcements 0 0 0 0 0 0 0 0
The Missing Surprise: Transmission Protection in Central Bank Announcements 11 11 11 11 2 2 2 2
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 0 1 44 0 1 21 151
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 0 2 19 132
Weak Instrument Bias in Impulse Response Estimators 0 0 14 14 0 0 9 9
Weak Instrument Bias in Impulse Response Estimators 0 6 6 6 1 2 2 2
Weak instrument bias in impulse response estimators 0 0 23 23 2 2 17 17
Total Working Papers 12 31 143 1,071 24 68 655 2,968


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 0 1 7 7
Approximating grouped fixed effects estimation via fuzzy clustering regression 0 0 0 7 0 1 13 32
HAR Inference: Recommendations for Practice 0 1 4 10 8 16 26 70
HAR Inference: Recommendations for Practice Rejoinder 1 1 3 8 1 2 13 35
High-Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 10 0 1 14 47
Identification Based on Higher Moments in Macroeconometrics 0 0 0 0 0 1 4 4
Identifying Shocks via Time-Varying Volatility 1 2 10 30 4 7 33 101
Measuring real activity using a weekly economic index 0 0 0 31 4 6 28 123
Robust Inference in Models Identified via Heteroskedasticity 0 0 3 19 0 1 28 69
The Size‐Power Tradeoff in HAR Inference 0 0 0 7 0 0 9 44
Total Journal Articles 2 4 22 123 17 36 175 532


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 4 15 15 15 31 88 88
HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference 0 0 0 0 0 3 12 12
Total Software Items 2 4 15 15 15 34 100 100


Statistics updated 2026-10-11