Details about Alexei Onatski

Access statistics for papers by Alexei Onatski.

Last updated 2012-12-26. Update your information in the RePEc Author Service.

Short-id: pon27

Working Papers

2012

1. Signal Detection in High Dmension: The Multispiked Case
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles

2011

2. Asymptotic Power of Sphericity Tests for High-Dimensional Data
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles
3. Set Coverage and Robust Policy
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
   Also in CIRANO Working Papers, CIRANO (2011) View citations (1)
   See also Journal Article in Economics Letters (2012)

2010

4. Factor Analysis of a Large DSGE Model
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
   Also in Working Paper Series, The Rimini Centre for Economic Analysis (2010)

2009

5. Unit Roots in White Noise
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, Becker Friedman Institute for Research In Economics (2009)
   See also Journal Article in Econometric Theory (2012)

2005

6. Curve Forecasting by Functional Autoregression
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
   Also in Discussion Papers, Columbia University, Department of Economics (2004) View citations (2)
   See also Journal Article in Journal of Multivariate Analysis (2008)
7. Determining the number of factors from empirical distribution of eigenvalues
   Discussion Papers, Columbia University, Department of Economics View citations (23)
   See also Journal Article in The Review of Economics and Statistics (2010)
8. Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (119)
   Also in Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (2005) View citations (132)
   See also Chapter (2006)

2004

9. Dynamics of Interest Rate Curve by Functional Auto-Regression
   Macroeconomics, EconWPA
   Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)

2003

10. Modeling Model Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (98)
    Also in Discussion Papers, Columbia University, Department of Economics (2002) View citations (5)
    Working Paper Series, European Central Bank (2002) View citations (2)
    See also Journal Article in Journal of the European Economic Association (2003)
11. Robust Monetary Policy Rules for the Short and Long Run
    Computing in Economics and Finance 2003, Society for Computational Economics

2001

12. Searching for Prosperity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (63)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (2001)

2000

13. Minimax Analysis of Monetary Policy Under Model Uncertainty
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (4)
14. Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (35)
    See also Journal Article in Macroeconomic Dynamics (2002)

Journal Articles

2012

1. Asymptotics of the principal components estimator of large factor models with weakly influential factors
   Journal of Econometrics, 2012, 168, (2), 244-258
2. Set coverage and robust policy
   Economics Letters, 2012, 115, (2), 256-257
   See also Working Paper (2011)
3. UNIT ROOTS IN WHITE NOISE
   Econometric Theory, 2012, 28, (03), 485-508
   See also Working Paper (2009)

2010

4. Determining the Number of Factors from Empirical Distribution of Eigenvalues
   The Review of Economics and Statistics, 2010, 92, (4), 1004-1016 View citations (10)
   See also Working Paper (2005)
5. Empirical and policy performance of a forward-looking monetary model
   Journal of Applied Econometrics, 2010, 25, (1), 145-176 View citations (12)
   Also in Proceedings, 2004, (Mar) (2004) View citations (40)

2009

6. Testing Hypotheses About the Number of Factors in Large Factor Models
   Econometrica, 2009, 77, (5), 1447-1479 View citations (24)

2008

7. Curve forecasting by functional autoregression
   Journal of Multivariate Analysis, 2008, 99, (10), 2508-2526 View citations (3)
   See also Working Paper (2005)

2006

8. Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
   Journal of Economic Dynamics and Control, 2006, 30, (2), 323-345 View citations (5)

2003

9. Modeling Model Uncertainty
   Journal of the European Economic Association, 2003, 1, (5), 1087-1122 View citations (93)
   See also Working Paper (2003)

2002

10. ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY
    Macroeconomic Dynamics, 2002, 6, (01), 85-110 View citations (45)
    Also in Proceedings, 1999 (1999) View citations (99)
    See also Working Paper (2000)

2001

11. Searching for prosperity
    Carnegie-Rochester Conference Series on Public Policy, 2001, 55, (1), 275-303 View citations (50)
    See also Working Paper (2001)

Chapters

2006

1. Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
   A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 229-312 View citations (59)
   See also Working Paper (2005)