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 0 66 0 0 1 68
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 1 88 0 1 3 207
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 0 0 56 0 0 1 99
Curve Forecasting by Functional Autoregression 0 0 0 170 2 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 2 614
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 0 1 3 83
Factor Analysis of a Large DSGE Model 0 0 0 22 0 0 2 68
Factor Analysis of a Large DSGE Model 0 0 1 131 1 2 4 286
Factor Analysis of a Large DSGE Model 0 0 0 233 0 0 3 583
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 95 1 1 5 285
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 0 1 3 451
Modeling model uncertainty 0 0 0 437 1 1 6 1,044
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 550 0 1 7 1,254
Monetary policy under uncertainty in micro-founded macroeconometric models 0 0 1 21 0 1 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 0 1 1 822
Searching for Prosperity 0 0 0 181 1 2 4 803
Set Coverage and Robust Policy 0 0 0 21 0 0 2 52
Set Coverage and Robust Policy 0 0 0 10 1 1 2 44
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 0 1 165
Spurious Factor Analysis 0 1 2 142 1 2 6 145
Testing in High-Dimensional Spiked Models 0 1 1 37 1 2 2 38
Unit Roots in White Noise 0 0 0 226 0 1 1 490
Total Working Papers 0 2 8 3,559 9 21 77 9,459


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 1 18 0 0 3 73
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 0 21 1 1 2 82
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 3 12 169 2 5 19 420
Curve forecasting by functional autoregression 0 0 1 77 0 0 5 186
Determining the Number of Factors from Empirical Distribution of Eigenvalues 1 4 9 332 1 7 18 754
Empirical and policy performance of a forward-looking monetary model 0 1 1 205 0 2 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 1 2 17
Extreme canonical correlations and high-dimensional cointegration analysis 1 2 3 9 1 2 4 31
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 4 38 0 1 8 238
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 1 1 2 441
Searching for prosperity 0 0 0 107 0 0 2 478
Set coverage and robust policy 0 0 0 16 1 1 4 58
Spurious Factor Analysis 2 4 9 45 2 6 20 122
Testing Hypotheses About the Number of Factors in Large Factor Models 0 2 5 176 1 4 13 517
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 1 1 3 216
Total Journal Articles 5 16 46 1,613 12 34 119 5,345


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 0 1 4 579
Total Chapters 0 0 1 229 0 1 4 579


Statistics updated 2025-08-05