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 2 68 2 2 5 72
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 2 4 6 211
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 1 2 58 0 7 9 107
Curve Forecasting by Functional Autoregression 0 0 0 170 4 9 13 400
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 1 4 6 656
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 0 2 615
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 2 4 7 87
Factor Analysis of a Large DSGE Model 0 0 0 233 1 1 3 584
Factor Analysis of a Large DSGE Model 0 0 1 132 3 5 8 292
Factor Analysis of a Large DSGE Model 0 0 0 22 1 3 4 71
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 2 4 8 290
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 0 2 4 72
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 1 4 4 432
Modeling Model Uncertainty 0 0 0 147 2 9 12 461
Modeling model uncertainty 0 0 0 437 3 7 11 1,052
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 550 1 4 12 1,260
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 21 4 6 10 157
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 1 2 3 169
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 0 1 3 824
Searching for Prosperity 0 0 0 181 2 5 9 808
Set Coverage and Robust Policy 0 0 0 21 2 3 7 58
Set Coverage and Robust Policy 0 0 0 10 1 2 6 48
Set coverage and robust policy 0 0 0 1 2 6 8 13
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 1 3 167
Spurious Factor Analysis 0 2 4 145 2 9 15 155
Testing in High-Dimensional Spiked Models 0 0 2 38 2 2 5 41
Unit Roots in White Noise 0 1 2 228 0 3 5 494
Total Working Papers 0 4 16 3,572 41 109 188 9,596


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 74
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 22 1 2 6 87
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 3 12 174 6 23 40 450
Curve forecasting by functional autoregression 0 0 0 77 3 4 9 192
Determining the Number of Factors from Empirical Distribution of Eigenvalues 0 5 10 337 2 17 28 774
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 1 7 10 379
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 1 4 7 22
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 5 11 0 3 10 37
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 2 3 3 142
Modeling Model Uncertainty 0 0 0 120 3 4 5 493
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 2 38 0 2 12 246
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS 0 2 2 2 3 8 8 8
Searching for prosperity 0 0 0 107 3 7 9 485
Set coverage and robust policy 0 0 0 16 0 2 6 61
Spurious Factor Analysis 0 1 5 46 2 5 17 128
Testing Hypotheses About the Number of Factors in Large Factor Models 0 1 7 178 4 13 21 531
UNIT ROOTS IN WHITE NOISE 0 0 0 55 1 4 4 190
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 1 2 4 218
Total Journal Articles 1 12 44 1,425 33 110 201 4,517
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 0 1 1 230 3 11 15 593
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory 0 0 0 0 0 0 0 0
Total Chapters 0 1 1 230 3 11 15 593


Statistics updated 2026-01-09