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Details about Alexander Chudik

Homepage:https://sites.google.com/site/alexanderchudik/
Workplace:Globalization and Monetary Policy Institute, Economic Research Department, Federal Reserve Bank of Dallas, (more information at EDIRC)

Access statistics for papers by Alexander Chudik.

Last updated 2019-01-23. Update your information in the RePEc Author Service.

Short-id: pch972


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Working Papers

2019

  1. Estimating Impulse Response Functions When the Shock Series Is Observed
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
  2. Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
  3. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) Downloads
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads View citations (2)

2018

  1. Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
  2. The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads

2017

  1. A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2017) Downloads
  2. Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads

2016

  1. A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) Downloads

    See also Journal Article in Econometrica (2018)
  2. Big Data Analytics: A New Perspective
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2016) Downloads
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) Downloads
  3. Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (6)

2015

  1. Is There a Debt-threshold Effect on Output Growth?
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (11)
    Also in IMF Working Papers, International Monetary Fund (2015) Downloads View citations (34)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) Downloads View citations (3)
    CESifo Working Paper Series, CESifo Group Munich (2015) Downloads View citations (3)

    See also Journal Article in The Review of Economics and Statistics (2017)
  2. Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (20)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) Downloads View citations (5)

    See also Chapter (2016)

2014

  1. A Multi-Country Approach to Forecasting Output Growth Using PMIs
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2016)
  2. Theory and Practice of GVAR Modeling
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (14)
    Also in CESifo Working Paper Series, CESifo Group Munich (2014) Downloads View citations (14)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) Downloads View citations (15)

    See also Journal Article in Journal of Economic Surveys (2016)

2013

  1. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (23)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (23)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (33)

    See also Journal Article in Journal of Econometrics (2015)
  2. Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (24)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (24)
    Working Papers, Economic Research Forum (2013) Downloads View citations (12)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (46)
  3. Large Panel Data Models with Cross-Sectional Dependence: A Survey
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (30)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (30)
  4. Spatial considerations on the PPP debate
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads
  5. The GVAR approach and the dominance of the U.S. economy
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (7)

2012

  1. A simple model of price dispersion
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article in Economics Letters (2012)
  2. Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
  3. Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis
    Working Paper Series, European Central Bank Downloads View citations (6)
  4. Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)
  5. Modelling global trade flows: results from a GVAR model
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (37)
  6. The perils of aggregating foreign variables in panel data models
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012) Downloads View citations (2)
  7. Thousands of models, one story: current account imbalances in the global economy
    Working Paper Series, European Central Bank Downloads View citations (55)
    Also in EcoMod2011, EcoMod (2011) Downloads
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2012)

2011

  1. Aggregation in Large Dynamic Panels
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (5)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (5)
    CESifo Working Paper Series, CESifo Group Munich (2011) Downloads View citations (17)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2014)
  2. Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR
    Working Paper Series, European Central Bank Downloads View citations (15)
  3. How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Working papers, Banque de France (2011) Downloads View citations (6)

    See also Journal Article in The B.E. Journal of Macroeconomics (2013)
  4. Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
    Working Paper Series, European Central Bank Downloads View citations (68)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (11)
  5. Size, openness, and macroeconomic interdependence
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (6)

    See also Journal Article in International Economic Review (2017)
  6. Using the global dimension to identify shocks with sign restrictions
    Working Paper Series, European Central Bank Downloads View citations (11)

2010

  1. Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (15)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (23)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2010) Downloads View citations (16)

    See also Journal Article in Econometric Reviews (2013)
  2. Methodological advances in the assessment of equilibrium exchange rates
    Working Paper Series, European Central Bank Downloads View citations (54)

2009

  1. Current account benchmarks for central and eastern Europe: a desperate search?
    Working Paper Series, European Central Bank Downloads View citations (18)
  2. Infinite-dimensional VARs and factor models
    Working Paper Series, European Central Bank Downloads View citations (8)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) Downloads View citations (16)
    CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (26)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (16)

    See also Journal Article in Journal of Econometrics (2011)
  3. Weak and Strong Cross Section Dependence and Estimation of Large Panels
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (28)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (31)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009) Downloads View citations (36)

    See also Journal Article in Econometrics Journal (2011)

2007

  1. In Search of Equilibrium; Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries
    IMF Working Papers, International Monetary Fund Downloads View citations (37)

Journal Articles

2018

  1. A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models
    Econometrica, 2018, 86, (4), 1479-1512 Downloads View citations (4)
    See also Working Paper (2016)
  2. Global, National Business Cycles and Energy Explain Texas Metro Growth
    Economic Letter, 2018, 13, (4), 1-4 Downloads
  3. Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
    Journal of Applied Econometrics, 2018, 33, (6), 816-836 Downloads View citations (3)
  4. Rising Public Debt to GDP Can Harm Economic Growth
    Economic Letter, 2018, 13, (3), 1-4 Downloads

2017

  1. Global and National Shocks Explain A Large Share of State Job Growth
    Economic Letter, 2017, 12, (10), 1-4 Downloads
  2. Is There a Debt-Threshold Effect on Output Growth?
    The Review of Economics and Statistics, 2017, 99, (1), 135-150 Downloads View citations (29)
    See also Working Paper (2015)
  3. SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE
    International Economic Review, 2017, 58, 33-55 Downloads View citations (6)
    See also Working Paper (2011)

2016

  1. A multi-country approach to forecasting output growth using PMIs
    Journal of Econometrics, 2016, 192, (2), 349-365 Downloads View citations (8)
    See also Working Paper (2014)
  2. Impact of Chinese slowdown on U.S. no longer negligible
    Economic Letter, 2016, 11, (5), 1-4 Downloads View citations (1)
  3. Risk, uncertainty separately cloud global growth forecasting
    Economic Letter, 2016, 11, (9), 1-4 Downloads
  4. THEORY AND PRACTICE OF GVAR MODELLING
    Journal of Economic Surveys, 2016, 30, (1), 165-197 Downloads View citations (26)
    See also Working Paper (2014)

2015

  1. Cheaper crude oil affects consumer prices unevenly
    Economic Letter, 2015, 10, (11), 1-4 Downloads
  2. Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
    Journal of Econometrics, 2015, 188, (2), 393-420 Downloads View citations (104)
    See also Working Paper (2013)

2014

  1. Aggregation in large dynamic panels
    Journal of Econometrics, 2014, 178, (P2), 273-285 Downloads View citations (18)
    See also Working Paper (2011)
  2. Consuming price differences persist among eight Texas cities
    Economic Letter, 2014, 9, (14), 1-4 Downloads
  3. Toward a Better Understanding of Macroeconomic Interdependence
    Annual Report, Globalization and Monetary Policy Institute, 2014, 16-21 Downloads

2013

  1. Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
    Econometric Reviews, 2013, 32, (5-6), 592-649 Downloads View citations (45)
    See also Working Paper (2010)
  2. Economic shocks reverberate in world of interconnected trade ties
    Economic Letter, 2013, 8, (jul) Downloads
  3. How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?
    The B.E. Journal of Macroeconomics, 2013, 13, (1), 48 Downloads View citations (6)
    See also Working Paper (2011)
  4. The euro and global turbulence: member countries gain stability
    Economic Letter, 2013, 8 Downloads

2012

  1. A simple model of price dispersion
    Economics Letters, 2012, 117, (1), 344-347 Downloads
    See also Working Paper (2012)
  2. And then current accounts (over)adjusted
    Empirical Economics, 2012, 43, (1), 245-270 Downloads View citations (2)
  3. How the global perspective can help us identify structural shocks
    Staff Papers, 2012, (Dec) Downloads View citations (2)
  4. Thousands of models, one story: Current account imbalances in the global economy
    Journal of International Money and Finance, 2012, 31, (6), 1319-1338 Downloads View citations (51)
    See also Working Paper (2012)

2011

  1. Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model
    European Economic Review, 2011, 55, (3), 325-339 Downloads View citations (89)
  2. Infinite-dimensional VARs and factor models
    Journal of Econometrics, 2011, 163, (1), 4-22 Downloads View citations (69)
    See also Working Paper (2009)
  3. Weak and strong cross‐section dependence and estimation of large panels
    Econometrics Journal, 2011, 14, C45-C90 Downloads View citations (127)
    Also in Econometrics Journal, 2011, 14, (1), C45-C90 (2011) Downloads View citations (192)

    See also Working Paper (2009)

Chapters

2016

  1. Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors
    A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 85-135 Downloads View citations (14)
    See also Working Paper (2015)
 
Page updated 2019-08-21