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 0 0 3 70
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 0 2 4 209
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 1 2 58 1 7 9 107
Curve Forecasting by Functional Autoregression 0 0 0 170 4 5 9 396
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 1 3 5 655
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 1 2 615
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 1 2 5 85
Factor Analysis of a Large DSGE Model 0 0 2 132 1 2 6 289
Factor Analysis of a Large DSGE Model 0 0 0 22 1 2 3 70
Factor Analysis of a Large DSGE Model 0 0 0 233 0 0 2 583
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 1 2 6 288
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 1 3 4 72
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 3 3 3 431
Modeling Model Uncertainty 0 0 0 147 4 7 10 459
Modeling model uncertainty 0 0 0 437 4 4 8 1,049
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 550 1 3 11 1,259
Monetary policy under uncertainty in micro-founded macroeconometric models 0 0 1 21 0 2 6 153
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 0 1 2 168
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 1 1 3 824
Searching for Prosperity 0 0 0 181 2 3 7 806
Set Coverage and Robust Policy 0 0 0 10 0 2 5 47
Set Coverage and Robust Policy 0 0 0 21 1 2 5 56
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 3 167
Spurious Factor Analysis 0 2 4 145 4 7 13 153
Testing in High-Dimensional Spiked Models 0 0 2 38 0 0 3 39
Unit Roots in White Noise 0 2 2 228 2 4 5 494
Total Working Papers 0 5 17 3,571 34 70 142 9,544

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 3 74
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 22 1 2 5 86
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 3 12 173 5 21 35 444
Curve forecasting by functional autoregression 0 0 1 77 1 1 8 189
Determining the Number of Factors from Empirical Distribution of Eigenvalues 2 5 11 337 8 17 31 772
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 6 6 9 378
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 2 3 6 21
Extreme canonical correlations and high-dimensional cointegration analysis 0 1 5 11 2 5 10 37
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 1 1 1 140
Modeling Model Uncertainty 0 0 0 120 0 1 2 490
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 2 38 1 2 12 246
Searching for prosperity 0 0 0 107 2 4 6 482
Set coverage and robust policy 0 0 0 16 1 3 6 61
Spurious Factor Analysis 0 1 5 46 1 3 15 126
Testing Hypotheses About the Number of Factors in Large Factor Models 0 1 7 178 2 9 20 527
UNIT ROOTS IN WHITE NOISE 0 0 0 55 1 3 3 189
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 0 1 3 217
Total Journal Articles 3 11 44 1,422 34 83 175 4,479
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 6 10 12 590
Total Chapters 0 1 1 230 6 10 12 590

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Statistics updated 2025-12-06