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 1 7 10 77
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 3 7 10 216
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 0 2 58 1 5 14 112
Curve Forecasting by Functional Autoregression 0 0 0 170 0 4 12 400
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 0 4 7 659
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 0 3 5 618
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 0 5 8 90
Factor Analysis of a Large DSGE Model 0 0 1 132 0 6 11 295
Factor Analysis of a Large DSGE Model 0 0 0 22 0 2 4 72
Factor Analysis of a Large DSGE Model 0 0 0 233 0 4 4 587
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 2 12 17 300
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 1 8 12 80
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 1 4 7 435
Modeling Model Uncertainty 0 0 0 147 0 5 14 464
Modeling model uncertainty 0 0 0 437 1 9 15 1,058
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 550 1 7 15 1,266
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 21 0 10 14 163
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 1 3 4 171
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 1 3 6 827
Searching for Prosperity 0 0 0 181 0 5 11 811
Set Coverage and Robust Policy 0 0 0 21 0 3 7 59
Set Coverage and Robust Policy 0 0 0 10 1 6 11 53
Set coverage and robust policy 0 0 0 1 0 4 9 15
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 4 169
Spurious Factor Analysis 0 0 4 145 0 8 18 161
Testing in High-Dimensional Spiked Models 0 0 2 38 0 9 12 48
Unit Roots in White Noise 0 0 2 228 0 4 9 498
Total Working Papers 0 0 15 3,572 15 149 270 9,704


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 0 2 3 76
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 22 0 4 9 90
Asymptotics of the principal components estimator of large factor models with weakly influential factors 0 2 12 175 2 10 42 454
Curve forecasting by functional autoregression 0 0 0 77 0 9 12 198
Determining the Number of Factors from Empirical Distribution of Eigenvalues 0 2 12 339 0 7 33 779
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 3 8 16 386
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 2 4 9 25
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 4 11 0 0 8 37
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 1 9 10 149
Modeling Model Uncertainty 0 0 0 120 1 9 11 499
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 0 38 1 2 11 248
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS 0 0 2 2 1 13 18 18
Searching for prosperity 0 0 0 107 6 16 20 498
Set coverage and robust policy 0 0 0 16 2 5 10 66
Spurious Factor Analysis 0 0 5 46 0 11 23 137
Testing Hypotheses About the Number of Factors in Large Factor Models 1 1 5 179 2 10 24 537
UNIT ROOTS IN WHITE NOISE 0 0 0 55 0 8 11 197
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 0 0 56 3 5 7 222
Total Journal Articles 1 5 41 1,429 24 132 277 4,616
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 2 13 25 603
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory 0 0 0 0 0 2 2 2
Total Chapters 0 0 1 230 2 15 27 605


Statistics updated 2026-03-04