Access Statistics for Alexei Onatski

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
Alternative Asymptotics for Cointegration Tests in Large VARs 2 2 2 68 2 2 3 70
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 0 1 2 207
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 1 1 1 57 1 1 2 100
Curve Forecasting by Functional Autoregression 0 0 0 170 0 2 4 391
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 0 0 2 652
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 1 1 614
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 0 0 3 83
Factor Analysis of a Large DSGE Model 1 1 2 132 1 3 5 287
Factor Analysis of a Large DSGE Model 0 0 0 233 0 0 3 583
Factor Analysis of a Large DSGE Model 0 0 0 22 0 0 2 68
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 1 1 2 96 1 2 6 286
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 0 0 3 69
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 0 0 1 428
Modeling Model Uncertainty 0 0 0 147 1 1 4 452
Modeling model uncertainty 0 0 0 437 1 2 7 1,045
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 550 2 3 9 1,256
Monetary policy under uncertainty in micro-founded macroeconometric models 0 0 1 21 0 0 7 151
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 0 0 1 167
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 1 2 2 823
Searching for Prosperity 0 0 0 181 0 2 4 803
Set Coverage and Robust Policy 0 0 0 10 1 2 3 45
Set Coverage and Robust Policy 0 0 0 21 2 2 4 54
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 0 1 165
Spurious Factor Analysis 1 1 3 143 1 2 7 146
Testing in High-Dimensional Spiked Models 1 1 2 38 1 2 3 39
Unit Roots in White Noise 0 0 0 226 0 0 1 490
Total Working Papers 7 7 14 3,566 15 30 90 9,474


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Asymptotics for Cointegration Tests in Large VARs 0 0 0 18 0 0 2 73
Asymptotic analysis of the squared estimation error in misspecified factor models 1 1 1 22 2 3 4 84
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 2 11 170 3 5 19 423
Curve forecasting by functional autoregression 0 0 1 77 2 2 7 188
Determining the Number of Factors from Empirical Distribution of Eigenvalues 0 3 9 332 1 4 19 755
Empirical and policy performance of a forward-looking monetary model 0 0 1 205 0 1 3 526
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 0 2 4 372
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 1 2 3 18
Extreme canonical correlations and high-dimensional cointegration analysis 1 3 4 10 1 3 5 32
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 0 0 4 139
Modeling Model Uncertainty 0 0 1 120 0 0 3 489
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 3 38 6 7 13 244
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 1 2 3 442
Searching for prosperity 0 0 0 107 0 0 2 478
Set coverage and robust policy 0 0 0 16 0 1 4 58
Spurious Factor Analysis 0 2 8 45 1 5 20 123
Testing Hypotheses About the Number of Factors in Large Factor Models 1 2 6 177 1 3 13 518
UNIT ROOTS IN WHITE NOISE 0 0 0 55 0 0 0 186
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 0 1 3 216
Total Journal Articles 4 13 45 1,617 19 41 131 5,364


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 229 1 1 5 580
Total Chapters 0 0 1 229 1 1 5 580


Statistics updated 2025-09-05