Details about Alexei Onatski

Access statistics for papers by Alexei Onatski.

Last updated 2009-09-10. Update your information in the RePEc Author Service.

Short-id: pon27

Working Papers

2009

1. Unit Roots in White Noise
   MPRA Paper, University Library of Munich, Germany

2005

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

2004

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

2003

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

2001

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

2000

9. Minimax Analysis of Monetary Policy Under Model Uncertainty
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
10. 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
    See also Journal Article in Macroeconomic Dynamics (2002)

Journal Articles

2008

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

2006

2. 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

2004

3. Empirical and policy performance of a forward-looking monetary model
   Proceedings, 2004, (Mar) View citations

2003

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

2002

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

2001

6. Searching for prosperity
   Carnegie-Rochester Conference Series on Public Policy, 2001, 55, (1), 275-303 View citations
   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
   See also Working Paper (2005)