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 1 1 1 64 1 3 14 62
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 1 1 83 1 3 16 195
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 3 4 8 48 3 6 18 68
Curve Forecasting by Functional Autoregression 0 0 1 170 0 2 6 378
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 2 196 0 0 3 644
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 1 146 1 2 10 608
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 2 47 0 2 14 63
Factor Analysis of a Large DSGE Model 0 0 1 229 1 2 6 566
Factor Analysis of a Large DSGE Model 0 1 1 21 2 4 10 60
Factor Analysis of a Large DSGE Model 0 0 3 128 2 5 16 272
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 1 1 5 85 1 1 19 240
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 1 10 0 0 13 53
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 121 1 2 8 416
Modeling Model Uncertainty 0 0 0 141 0 3 6 424
Modeling model uncertainty 0 0 1 436 0 0 9 1,023
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 1 1 3 541 4 9 19 1,202
Monetary policy under uncertainty in micro-founded macroeconometric models 0 0 0 16 3 7 15 106
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 0 0 0 165
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 1 2 308 0 2 7 810
Searching for Prosperity 0 1 1 173 2 6 22 767
Set Coverage and Robust Policy 0 0 0 9 0 2 3 37
Set Coverage and Robust Policy 0 0 0 21 0 0 1 48
Signal Detection in High Dmension: The Multispiked Case 0 0 1 83 0 2 9 162
Testing in High-Dimensional Spiked Models 0 0 0 33 1 2 8 27
Unit Roots in White Noise 0 0 1 224 0 0 5 478
Total Working Papers 6 11 36 3,333 23 65 257 8,874


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 5 3 5 17 36
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 5 16 0 2 12 69
Asymptotics of the principal components estimator of large factor models with weakly influential factors 0 1 9 119 3 7 30 305
Curve forecasting by functional autoregression 0 2 2 70 0 3 5 159
Determining the Number of Factors from Empirical Distribution of Eigenvalues 6 11 24 215 13 27 71 496
Empirical and policy performance of a forward-looking monetary model 0 1 3 198 3 7 13 503
Empirical and policy performance of a forward-looking monetary model 0 1 2 120 4 6 10 354
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 1 43 1 6 12 123
Modeling Model Uncertainty 0 0 2 115 1 3 17 466
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 1 28 2 4 10 190
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 1 3 9 412
Searching for prosperity 0 0 1 102 2 6 44 435
Set coverage and robust policy 0 0 1 13 0 0 2 49
Testing Hypotheses About the Number of Factors in Large Factor Models 0 0 1 157 2 4 12 465
UNIT ROOTS IN WHITE NOISE 0 0 1 54 1 1 11 178
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 1 2 4 48 1 3 12 192
Total Journal Articles 7 18 57 1,304 37 87 287 4,432


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 7 215 5 6 26 513
Total Chapters 0 1 7 215 5 6 26 513


Statistics updated 2020-11-03