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 1 3 69 0 4 13 81
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 0 2 12 218
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 0 2 58 3 4 17 116
Curve Forecasting by Functional Autoregression 0 0 0 170 0 5 16 405
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 0 1 8 660
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 4 9 622
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 1 5 12 95
Factor Analysis of a Large DSGE Model 0 0 1 132 0 3 14 298
Factor Analysis of a Large DSGE Model 0 0 0 233 0 3 7 590
Factor Analysis of a Large DSGE Model 0 0 0 22 1 1 5 73
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 0 2 18 302
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 1 2 13 82
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 0 4 11 439
Modeling Model Uncertainty 0 0 0 147 1 4 17 468
Modeling model uncertainty 0 0 0 437 1 8 23 1,066
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 550 0 6 19 1,272
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 21 1 5 17 168
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 1 7 828
Searching for Prosperity 0 0 0 181 0 1 11 812
Set Coverage and Robust Policy 0 0 0 21 0 2 9 61
Set Coverage and Robust Policy 0 0 0 10 0 4 14 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 2 3 7 172
Spurious Factor Analysis 0 2 5 147 0 2 19 163
Testing in High-Dimensional Spiked Models 0 0 1 38 0 2 13 50
Unit Roots in White Noise 0 0 2 228 0 10 18 508
Total Working Papers 0 3 15 3,575 11 88 341 9,792


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 1 5 8 81
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 22 2 6 15 96
Asymptotics of the principal components estimator of large factor models with weakly influential factors 0 0 7 175 2 7 43 461
Curve forecasting by functional autoregression 0 0 0 77 1 5 17 203
Determining the Number of Factors from Empirical Distribution of Eigenvalues 1 2 12 341 6 11 39 790
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 2 6 22 392
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 1 3 12 28
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 4 11 0 5 13 42
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 0 2 12 151
Modeling Model Uncertainty 0 0 0 120 0 1 11 500
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 0 38 0 3 14 251
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS 0 0 2 2 0 1 19 19
Searching for prosperity 0 0 0 107 1 8 28 506
Set coverage and robust policy 0 0 0 16 1 3 12 69
Spurious Factor Analysis 0 0 3 46 2 8 27 145
Testing Hypotheses About the Number of Factors in Large Factor Models 0 1 5 180 0 4 26 541
UNIT ROOTS IN WHITE NOISE 0 0 0 55 0 1 12 198
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 0 2 9 224
Total Journal Articles 1 3 34 1,432 19 81 339 4,697
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 1 7 31 610
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory 0 0 0 0 0 2 4 4
Total Chapters 0 0 1 230 1 9 35 614


Statistics updated 2026-06-04