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 1 69 1 1 12 82
Asymptotic Power of Sphericity Tests for High-Dimensional Data 1 3 3 91 1 4 15 222
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise 0 2 3 60 2 4 20 120
Curve Forecasting by Functional Autoregression 0 0 0 170 0 0 14 405
Dynamics of Interest Rate Curve by Functional Auto-Regression 0 0 0 197 0 1 9 661
Dynamics of Interest Rate Curve by Functional Auto-regression 0 0 0 146 1 1 9 623
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 0 51 1 1 13 96
Factor Analysis of a Large DSGE Model 0 0 0 22 1 3 8 76
Factor Analysis of a Large DSGE Model 0 0 0 233 0 0 7 590
Factor Analysis of a Large DSGE Model 0 0 0 132 1 2 13 300
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 0 96 0 0 16 302
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios 0 0 0 15 0 0 13 82
Minimax Analysis of Monetary Policy Under Model Uncertainty 0 0 0 123 0 0 11 439
Modeling Model Uncertainty 0 0 0 147 0 0 16 468
Modeling model uncertainty 0 0 0 437 0 1 22 1,067
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 550 1 2 18 1,274
Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models 0 0 0 21 1 2 19 170
Robust Monetary Policy Rules for the Short and Long Run 0 0 0 0 0 0 4 171
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 0 0 5 828
Searching for Prosperity 0 0 0 181 1 1 10 813
Set Coverage and Robust Policy 0 0 0 21 1 1 8 62
Set Coverage and Robust Policy 0 0 0 10 2 2 14 59
Set coverage and robust policy 0 0 0 1 1 1 9 16
Signal Detection in High Dmension: The Multispiked Case 1 1 1 85 1 1 8 173
Spurious Factor Analysis 0 1 5 148 1 3 20 166
Testing in High-Dimensional Spiked Models 0 0 0 38 1 2 13 52
Unit Roots in White Noise 0 0 2 228 0 0 18 508
Total Working Papers 2 7 15 3,582 18 33 344 9,825


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 0 8 81
Asymptotic analysis of the squared estimation error in misspecified factor models 0 0 0 22 1 1 13 97
Asymptotics of the principal components estimator of large factor models with weakly influential factors 0 0 5 175 2 6 44 467
Curve forecasting by functional autoregression 0 0 0 77 0 0 15 203
Determining the Number of Factors from Empirical Distribution of Eigenvalues 1 4 13 345 2 9 44 799
Empirical and policy performance of a forward-looking monetary model 0 0 0 205 0 0 10 536
Empirical and policy performance of a forward-looking monetary model 0 0 0 121 0 1 21 393
Empirical and policy performance of a forward‐looking monetary model 0 0 0 1 0 0 10 28
Extreme canonical correlations and high-dimensional cointegration analysis 0 0 1 11 0 1 11 43
FACTOR ANALYSIS OF A LARGE DSGE MODEL 0 1 1 47 0 2 14 153
Modeling Model Uncertainty 0 0 0 120 0 1 12 501
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY 0 1 1 39 0 2 9 253
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 0 0 12 454
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS 0 0 2 2 0 0 19 19
Searching for prosperity 0 0 0 107 1 3 31 509
Set coverage and robust policy 0 0 0 16 0 0 11 69
Spurious Factor Analysis 0 0 1 46 4 7 29 152
Testing Hypotheses About the Number of Factors in Large Factor Models 0 2 5 182 0 4 27 545
UNIT ROOTS IN WHITE NOISE 0 0 0 55 1 2 14 200
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models 1 1 1 57 1 2 10 226
Total Journal Articles 2 9 30 1,647 12 41 364 5,728


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 2 231 1 4 34 614
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory 0 0 0 0 0 0 4 4
Total Chapters 0 1 2 231 1 4 38 618


Statistics updated 2026-09-10