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 4 6 9 76
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 2 4 8 213
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 0 2 58 4 5 13 111
Curve Forecasting by Functional Autoregression 0 0 0 170 0 8 13 400
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 3 5 9 659
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 3 3 5 618
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 3 6 10 90
Factor Analysis of a Large DSGE Model 0 0 0 233 3 4 6 587
Factor Analysis of a Large DSGE Model 0 0 1 132 3 7 11 295
Factor Analysis of a Large DSGE Model 0 0 0 22 1 3 5 72
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 8 11 15 298
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 7 8 11 79
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 2 6 6 434
Modeling Model Uncertainty 0 0 0 147 3 9 14 464
Modeling model uncertainty 0 0 0 437 5 12 16 1,057
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 550 5 7 16 1,265
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 21 6 10 16 163
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 1 2 4 170
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 2 3 5 826
Searching for Prosperity 0 0 0 181 3 7 11 811
Set Coverage and Robust Policy 0 0 0 10 4 5 10 52
Set Coverage and Robust Policy 0 0 0 21 1 4 8 59
Set coverage and robust policy 0 0 0 1 2 6 10 15
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 3 168
Spurious Factor Analysis 0 0 4 145 6 12 19 161
Testing in High-Dimensional Spiked Models 0 0 2 38 7 9 12 48
Unit Roots in White Noise 0 0 2 228 4 6 9 498
Total Working Papers 0 0 15 3,572 93 170 274 9,689


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 2 2 4 76
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 22 3 5 9 90
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 3 13 175 2 13 42 452
Curve forecasting by functional autoregression 0 0 0 77 6 10 14 198
Determining the Number of Factors from Empirical Distribution of Eigenvalues 2 4 12 339 5 15 33 779
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 4 11 14 383
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 1 4 8 23
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 4 11 0 2 8 37
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 6 9 9 148
Modeling Model Uncertainty 0 0 0 120 5 8 10 498
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 0 38 1 2 11 247
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS 0 2 2 2 9 17 17 17
Searching for prosperity 0 0 0 107 7 12 15 492
Set coverage and robust policy 0 0 0 16 3 4 9 64
Spurious Factor Analysis 0 0 5 46 9 12 23 137
Testing Hypotheses About the Number of Factors in Large Factor Models 0 0 5 178 4 10 23 535
UNIT ROOTS IN WHITE NOISE 0 0 0 55 7 9 11 197
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 1 2 5 219
Total Journal Articles 3 9 42 1,428 75 147 265 4,592
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 0 1 230 8 17 23 601
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory 0 0 0 0 2 2 2 2
Total Chapters 0 0 1 230 10 19 25 603


Statistics updated 2026-02-12