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 0 67
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 1 88 1 1 2 206
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 0 1 56 0 0 2 98
Curve Forecasting by Functional Autoregression 0 0 0 170 1 1 1 388
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 2 2 2 652
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 0 1 613
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 2 2 2 82
Factor Analysis of a Large DSGE Model 0 0 0 233 2 2 4 583
Factor Analysis of a Large DSGE Model 0 0 0 22 1 1 3 68
Factor Analysis of a Large DSGE Model 0 1 1 131 0 1 3 284
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 95 0 1 5 283
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 0 0 3 68
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 0 0 2 428
Modeling Model Uncertainty 0 0 1 147 0 1 3 450
Modeling model uncertainty 0 0 0 437 2 2 5 1,043
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 1 1 550 2 3 5 1,251
Monetary policy under uncertainty in micro-founded macroeconometric models 0 0 0 20 2 2 7 149
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 1 1 1 167
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 0 0 0 821
Searching for Prosperity 0 0 0 181 0 1 1 800
Set Coverage and Robust Policy 0 0 0 21 1 1 2 52
Set Coverage and Robust Policy 0 0 0 10 0 0 0 42
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 1 1 165
Spurious Factor Analysis 0 0 1 141 1 3 7 143
Testing in High-Dimensional Spiked Models 0 0 0 36 0 0 0 36
Unit Roots in White Noise 0 0 0 226 0 0 1 489
Total Working Papers 0 2 7 3,556 18 26 63 9,428


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 2 18 1 2 5 73
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 21 0 0 3 81
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 2 11 163 2 3 22 412
Curve forecasting by functional autoregression 0 1 1 77 2 5 5 186
Determining the Number of Factors from Empirical Distribution of Eigenvalues 0 1 10 327 0 5 29 746
Empirical and policy performance of a forward-looking monetary model 0 0 1 204 0 0 1 523
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 1 1 4 370
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 1 1 1 16
Extreme canonical correlations and high-dimensional cointegration analysis 0 1 1 7 0 2 2 29
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 1 46 0 0 7 139
Modeling Model Uncertainty 0 0 2 120 0 0 4 488
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 2 5 38 1 3 9 237
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 1 1 1 440
Searching for prosperity 0 0 1 107 1 2 3 478
Set coverage and robust policy 0 0 0 16 1 1 2 56
Spurious Factor Analysis 0 0 10 41 0 3 23 114
Testing Hypotheses About the Number of Factors in Large Factor Models 1 3 5 174 1 6 12 513
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 2 56 1 1 6 215
Total Journal Articles 2 10 53 1,593 13 36 139 5,302


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 2 229 0 0 5 578
Total Chapters 0 0 2 229 0 0 5 578


Statistics updated 2025-03-03