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 0 0 3 69 0 0 13 81
Asymptotic Power of Sphericity Tests for High-Dimensional Data 1 2 2 90 2 3 14 221
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 1 2 4 60 1 5 19 118
Curve Forecasting by Functional Autoregression 0 0 0 170 0 0 14 405
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 0 1 9 661
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 0 8 622
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 0 1 12 95
Factor Analysis of a Large DSGE Model 0 0 0 233 0 0 7 590
Factor Analysis of a Large DSGE Model 0 0 0 22 0 3 7 75
Factor Analysis of a Large DSGE Model 0 0 1 132 0 1 13 299
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 0 0 17 302
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 0 1 13 82
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 0 0 11 439
Modeling Model Uncertainty 0 0 0 147 0 1 17 468
Modeling model uncertainty 0 0 0 437 0 2 23 1,067
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 550 0 1 19 1,273
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 21 0 2 18 169
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 0 0 4 171
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 0 0 6 828
Searching for Prosperity 0 0 0 181 0 0 9 812
Set Coverage and Robust Policy 0 0 0 21 0 0 9 61
Set Coverage and Robust Policy 0 0 0 10 0 0 13 57
Set coverage and robust policy 0 0 0 1 0 0 8 15
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 2 7 172
Spurious Factor Analysis 0 1 6 148 1 2 20 165
Testing in High-Dimensional Spiked Models 0 0 1 38 0 1 13 51
Unit Roots in White Noise 0 0 2 228 0 0 18 508
Total Working Papers 2 5 20 3,580 4 26 341 9,807


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 1 8 81
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 22 0 2 14 96
Asymptotics of the principal components estimator of large factor models with weakly influential factors 0 0 6 175 1 6 45 465
Curve forecasting by functional autoregression 0 0 0 77 0 1 17 203
Determining the Number of Factors from Empirical Distribution of Eigenvalues 3 4 12 344 7 13 43 797
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 1 3 21 393
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 0 1 11 28
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 2 11 1 1 12 43
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 1 1 47 0 2 14 153
Modeling Model Uncertainty 0 0 0 120 0 1 12 501
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 1 1 1 39 2 2 15 253
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS 0 0 2 2 0 0 19 19
Searching for prosperity 0 0 0 107 1 3 30 508
Set coverage and robust policy 0 0 0 16 0 1 11 69
Spurious Factor Analysis 0 0 1 46 3 5 26 148
Testing Hypotheses About the Number of Factors in Large Factor Models 1 2 6 182 3 4 28 545
UNIT ROOTS IN WHITE NOISE 0 0 0 55 0 1 13 199
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 1 1 9 225
Total Journal Articles 5 8 32 1,439 20 48 348 4,726
2 registered items for which data could not be found


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 1 1 2 231 2 4 34 613
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory 0 0 0 0 0 0 4 4
Total Chapters 1 1 2 231 2 4 38 617


Statistics updated 2026-08-07