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 3 5 63 0 2 14 47
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 1 82 0 1 2 175
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 1 3 12 34 2 7 33 43
Curve Forecasting by Functional Autoregression 0 0 1 169 0 0 5 370
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 194 0 0 0 640
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 145 0 0 1 598
Extreme canonical correlations and high-dimensional cointegration analysis 0 4 9 44 0 8 23 39
Factor Analysis of a Large DSGE Model 0 0 6 125 0 2 14 250
Factor Analysis of a Large DSGE Model 0 1 4 20 0 2 6 49
Factor Analysis of a Large DSGE Model 2 2 9 227 2 9 35 556
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 3 80 0 0 3 219
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 1 1 2 5 4 6 19 31
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 1 121 0 0 2 408
Modeling Model Uncertainty 1 1 2 141 1 1 8 413
Modeling model uncertainty 0 0 0 434 0 1 5 1,006
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 4 537 0 1 12 1,176
Monetary policy under uncertainty in micro-founded macroeconometric models 1 2 3 16 2 5 12 88
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 1 1 7 165
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 306 2 2 6 799
Searching for Prosperity 0 0 0 171 0 2 6 739
Set Coverage and Robust Policy 0 1 1 9 0 1 3 33
Set Coverage and Robust Policy 0 0 1 21 0 0 2 44
Signal Detection in High Dmension: The Multispiked Case 0 0 1 82 0 0 8 147
Testing in High-Dimensional Spiked Models 0 0 3 33 1 3 10 17
Unit Roots in White Noise 0 0 0 28 0 2 4 98
Unit Roots in White Noise 0 1 2 223 0 2 11 471
Total Working Papers 6 19 70 3,310 15 58 251 8,621


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 1 4 4 0 4 14 14
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 1 9 0 1 6 55
Asymptotics of the principal components estimator of large factor models with weakly influential factors 1 1 9 101 1 2 22 259
Curve forecasting by functional autoregression 0 0 1 67 0 1 5 153
Determining the Number of Factors from Empirical Distribution of Eigenvalues 0 3 12 183 2 8 29 412
Empirical and policy performance of a forward-looking monetary model 0 0 1 195 0 1 4 485
Empirical and policy performance of a forward-looking monetary model 0 0 0 118 1 1 6 338
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 0 5 40 1 3 11 106
Modeling Model Uncertainty 0 0 2 112 0 3 12 440
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 0 2 26 0 0 7 177
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 0 0 6 399
Searching for prosperity 0 0 1 100 3 7 18 373
Set coverage and robust policy 0 0 0 11 0 1 2 44
Testing Hypotheses About the Number of Factors in Large Factor Models 0 1 2 156 0 2 9 450
UNIT ROOTS IN WHITE NOISE 0 0 0 53 0 1 4 162
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 0 1 3 42 0 2 9 175
Total Journal Articles 1 7 43 1,218 8 37 164 4,042


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 2 205 2 5 18 477
Total Chapters 0 0 2 205 2 5 18 477


Statistics updated 2019-07-03