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 2 2 68 0 2 3 70
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 0 0 2 207
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 1 1 57 0 1 2 100
Curve Forecasting by Functional Autoregression 0 0 0 170 0 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 1 1 2 615
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 0 0 3 83
Factor Analysis of a Large DSGE Model 0 1 2 132 0 2 5 287
Factor Analysis of a Large DSGE Model 0 0 0 22 0 0 2 68
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 1 2 96 0 2 6 286
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 1 1 3 70
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 4 452
Modeling model uncertainty 0 0 0 437 0 2 5 1,045
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 1 550 0 2 9 1,256
Monetary policy under uncertainty in micro-founded macroeconometric models 0 0 1 21 0 0 6 151
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 2 823
Searching for Prosperity 0 0 0 181 0 1 4 803
Set Coverage and Robust Policy 0 0 0 21 1 3 5 55
Set Coverage and Robust Policy 0 0 0 10 1 3 4 46
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 1 2 166
Spurious Factor Analysis 0 1 3 143 0 2 7 146
Testing in High-Dimensional Spiked Models 0 1 2 38 0 2 3 39
Unit Roots in White Noise 1 1 1 227 1 1 2 491
Total Working Papers 1 8 15 3,567 6 30 92 9,480


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 1 3 74
Asymptotic analysis of the squared estimation error in misspecified factor models 0 1 1 22 1 4 5 85
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 3 12 171 4 9 21 427
Curve forecasting by functional autoregression 0 0 1 77 0 2 7 188
Determining the Number of Factors from Empirical Distribution of Eigenvalues 0 1 8 332 2 4 19 757
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 0 0 4 372
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 0 2 3 18
Extreme canonical correlations and high-dimensional cointegration analysis 1 3 5 11 2 4 7 34
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 0 46 0 0 4 139
Modeling Model Uncertainty 0 0 1 120 0 0 2 489
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 2 38 0 6 11 244
Searching for prosperity 0 0 0 107 0 0 2 478
Set coverage and robust policy 0 0 0 16 1 2 5 59
Spurious Factor Analysis 0 2 8 45 0 3 20 123
Testing Hypotheses About the Number of Factors in Large Factor Models 0 1 6 177 0 2 12 518
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 0 1 3 216
Total Journal Articles 2 11 44 1,413 11 40 128 4,407
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 0 229 2 3 4 582
Total Chapters 0 0 0 229 2 3 4 582


Statistics updated 2025-10-06