Details about Alexander Chudik

Access statistics for papers by Alexander Chudik.

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Short-id: pch972

Working Papers

2024

1. Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
2. Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
3. Variable Selection in High Dimensional Linear Regressions with Parameter Instability
   Papers, arXiv.org
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2024)
   CESifo Working Paper Series, CESifo (2023) View citations (2)
4. Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
   See also Journal Article xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels, Stata Journal, StataCorp LLC (2025) (2025)

2023

5. Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
   Papers, arXiv.org View citations (1)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2023) View citations (1)
6. Revisiting the Great Ratios Hypothesis
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022)
   CESifo Working Paper Series, CESifo (2022)
   BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2022)
   See also Journal Article Revisiting the Great Ratios Hypothesis, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) View citations (1) (2023)

2022

7. Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
   Also in CESifo Working Paper Series, CESifo (2022) View citations (1)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2022) View citations (1)
   See also Journal Article Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe, IMF Economic Review, Palgrave Macmillan (2023) (2023)

2021

8. An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
9. COVID-19 Fiscal Support and Its Effectiveness
   Working Papers, Economic Research Forum View citations (18)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2021) View citations (17)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (19)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2021) View citations (18)
   See also Journal Article Covid-19 fiscal support and its effectiveness, Economics Letters, Elsevier (2021) View citations (18) (2021)
10. COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2020

11. A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (24)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (36)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (37)
    Working Papers, Economic Research Forum (2020) View citations (35)
    CESifo Working Paper Series, CESifo (2020) View citations (39)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2020) View citations (37)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (38)
    See also Journal Article A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model, Journal of International Money and Finance, Elsevier (2021) View citations (19) (2021)
12. Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks
    CESifo Working Paper Series, CESifo View citations (2)
13. Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (64)
    Also in CESifo Working Paper Series, CESifo (2020) View citations (63)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020) View citations (30)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (66)

2019

14. Estimating Impulse Response Functions When the Shock Series Is Observed
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (12)
    See also Journal Article Estimating impulse response functions when the shock series is observed, Economics Letters, Elsevier (2019) View citations (15) (2019)
15. 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 View citations (1)
    Also in Working Paper Series, European Central Bank (2019) View citations (10)
    See also Journal Article Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (3) (2022)
16. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
    CESifo Working Paper Series, CESifo
    Also in Working Papers, Economic Research Forum (2019)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (2)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018)
    See also Chapter Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR, Advances in Econometrics, Emerald Group Publishing Limited (2020) View citations (5) (2020)

2018

17. Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    See also Journal Article Mean group estimation in presence of weakly cross-correlated estimators, Economics Letters, Elsevier (2019) View citations (26) (2019)
18. 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 View citations (2)
    See also Journal Article The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2021) (2021)

2017

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

2016

21. 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 View citations (1)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) View citations (4)
    See also Journal Article A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models, Econometrica, Econometric Society (2018) View citations (37) (2018)
22. Big Data Analytics: A New Perspective
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
    Also in CESifo Working Paper Series, CESifo (2016) View citations (4)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) View citations (1)
23. Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (14)

2015

24. Is There a Debt-threshold Effect on Output Growth?
    IMF Working Papers, International Monetary Fund View citations (47)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2015) View citations (25)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) View citations (6)
    CESifo Working Paper Series, CESifo (2015) View citations (19)
    See also Journal Article Is There a Debt-Threshold Effect on Output Growth?, The Review of Economics and Statistics, MIT Press (2017) View citations (170) (2017)
25. 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 View citations (32)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) View citations (7)
    See also Chapter Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (108) (2016)

2014

26. A Multi-Country Approach to Forecasting Output Growth Using PMIs
    CESifo Working Paper Series, CESifo View citations (7)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (3)
    See also Journal Article A multi-country approach to forecasting output growth using PMIs, Journal of Econometrics, Elsevier (2016) View citations (24) (2016)
27. Theory and Practice of GVAR Modeling
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (33)
    Also in CESifo Working Paper Series, CESifo (2014) View citations (34)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (19)
    See also Journal Article THEORY AND PRACTICE OF GVAR MODELLING, Journal of Economic Surveys, Wiley Blackwell (2016) View citations (104) (2016)

2013

28. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (65)
    Also in CESifo Working Paper Series, CESifo (2013) View citations (60)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (26)
    See also Journal Article Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors, Journal of Econometrics, Elsevier (2015) View citations (805) (2015)
29. Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
    CESifo Working Paper Series, CESifo View citations (83)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (44)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) View citations (89)
    Working Papers, Economic Research Forum (2013) View citations (90)
30. Large Panel Data Models with Cross-Sectional Dependence: A Survey
    CESifo Working Paper Series, CESifo View citations (109)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (78)
31. Spatial considerations on the PPP debate
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    Also in Working Paper Series, European Central Bank (2013) View citations (1)
32. The GVAR approach and the dominance of the U.S. economy
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (13)

2012

33. A simple model of price dispersion
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    See also Journal Article A simple model of price dispersion, Economics Letters, Elsevier (2012) View citations (1) (2012)
34. 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 View citations (28)
35. 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 View citations (24)
36. 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 View citations (7)
37. Modelling global trade flows: results from a GVAR model
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (11)
    Also in Working Paper Series, European Central Bank (2009) View citations (52)
38. The perils of aggregating foreign variables in panel data models
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
    Also in Working Paper Series, European Central Bank (2012) View citations (2)
39. Thousands of models, one story: current account imbalances in the global economy
    Working Paper Series, European Central Bank View citations (116)
    Also in EcoMod2011, EcoMod (2011) View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (5)
    See also Journal Article Thousands of models, one story: Current account imbalances in the global economy, Journal of International Money and Finance, Elsevier (2012) View citations (108) (2012)

2011

40. Aggregation in Large Dynamic Panels
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (7)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011) View citations (6)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (6)
    CESifo Working Paper Series, CESifo (2011) View citations (19)
    See also Journal Article Aggregation in large dynamic panels, Journal of Econometrics, Elsevier (2014) View citations (33) (2014)
41. 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 View citations (17)
42. 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 View citations (3)
    Also in Working papers, Banque de France (2011) View citations (7)
    See also Journal Article 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, De Gruyter (2013) View citations (9) (2013)
43. Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
    Working Paper Series, European Central Bank View citations (164)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (11)
44. Size, openness, and macroeconomic interdependence
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (6)
    Also in Working Paper Series, European Central Bank (2010) View citations (8)
    See also Journal Article SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2017) View citations (2) (2017)
45. Using the global dimension to identify shocks with sign restrictions
    Working Paper Series, European Central Bank View citations (16)

2010

46. Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (23)
    Also in Working Paper Series, European Central Bank (2010) View citations (24)
    CESifo Working Paper Series, CESifo (2010) View citations (18)
    See also Journal Article Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit, Econometric Reviews, Taylor & Francis Journals (2013) View citations (94) (2013)
47. Methodological advances in the assessment of equilibrium exchange rates
    Working Paper Series, European Central Bank View citations (70)

2009

48. Current account benchmarks for central and eastern Europe: a desperate search?
    Working Paper Series, European Central Bank View citations (27)
49. Infinite-dimensional VARs and factor models
    Working Paper Series, European Central Bank View citations (18)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations (19)
    CESifo Working Paper Series, CESifo (2007) View citations (27)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (19)
    See also Journal Article Infinite-dimensional VARs and factor models, Journal of Econometrics, Elsevier (2011) View citations (98) (2011)
50. Weak and Strong Cross Section Dependence and Estimation of Large Panels
    CESifo Working Paper Series, CESifo View citations (36)
    Also in Working Paper Series, European Central Bank (2009) View citations (47)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009) View citations (51)
    See also Journal Article Weak and strong cross‐section dependence and estimation of large panels, Econometrics Journal, Royal Economic Society (2011) View citations (368) (2011)

2007

51. In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries
    IMF Working Papers, International Monetary Fund View citations (45)

Journal Articles

2025

1. xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels
   Stata Journal, 2025, 25, (1), 136-150
   See also Working Paper Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels, Globalization Institute Working Papers (2024) (2024)

2023

2. Revisiting the Great Ratios Hypothesis
   Oxford Bulletin of Economics and Statistics, 2023, 85, (5), 1023-1047 View citations (1)
   See also Working Paper Revisiting the Great Ratios Hypothesis, Globalization Institute Working Papers (2023) View citations (1) (2023)
3. Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe
   IMF Economic Review, 2023, 71, (2), 474-508
   See also Working Paper Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe, Cambridge Working Papers in Economics (2022) View citations (1) (2022)

2022

4. An augmented Anderson–Hsiao estimator for dynamic short-T panels†
   Econometric Reviews, 2022, 41, (4), 416-447 View citations (5)
5. Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables
   Journal of Business & Economic Statistics, 2022, 40, (3), 965-979 View citations (3)
   See also Working Paper Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables, Globalization Institute Working Papers (2019) View citations (1) (2019)

2021

6. A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
   Journal of International Money and Finance, 2021, 119, (C) View citations (19)
   See also Working Paper A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model, Globalization Institute Working Papers (2020) View citations (24) (2020)
7. Covid-19 fiscal support and its effectiveness
   Economics Letters, 2021, 205, (C) View citations (18)
   See also Working Paper COVID-19 Fiscal Support and Its Effectiveness, Working Papers (2021) View citations (18) (2021)
8. The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas
   Oxford Bulletin of Economics and Statistics, 2021, 83, (2), 495-517
   See also Working Paper The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas, Globalization Institute Working Papers (2018) View citations (2) (2018)

2020

9. Regional inequality in the U.S.: Evidence from city‐level purchasing power
   Journal of Regional Science, 2020, 60, (4), 738-774 View citations (6)

2019

10. Estimating impulse response functions when the shock series is observed
    Economics Letters, 2019, 180, (C), 71-75 View citations (15)
    See also Working Paper Estimating Impulse Response Functions When the Shock Series Is Observed, Globalization Institute Working Papers (2019) View citations (12) (2019)
11. Mean group estimation in presence of weakly cross-correlated estimators
    Economics Letters, 2019, 175, (C), 101-105 View citations (26)
    See also Working Paper Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators, Globalization Institute Working Papers (2018) (2018)

2018

12. A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models
    Econometrica, 2018, 86, (4), 1479-1512 View citations (37)
    See also Working Paper A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models, Cambridge Working Papers in Economics (2016) View citations (1) (2016)
13. Global, National Business Cycles and Energy Explain Texas Metro Growth
    Economic Letter, 2018, 13, (4), 1-4
14. Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
    Journal of Applied Econometrics, 2018, 33, (6), 816-836 View citations (29)
15. Rising Public Debt to GDP Can Harm Economic Growth
    Economic Letter, 2018, 13, (3), 1-4 View citations (6)

2017

16. Global and National Shocks Explain A Large Share of State Job Growth
    Economic Letter, 2017, 12, (10), 1-4
17. Is There a Debt-Threshold Effect on Output Growth?
    The Review of Economics and Statistics, 2017, 99, (1), 135-150 View citations (170)
    See also Working Paper Is There a Debt-threshold Effect on Output Growth?, IMF Working Papers (2015) View citations (47) (2015)
18. SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE
    International Economic Review, 2017, 58, (1), 33-55 View citations (2)
    See also Working Paper Size, openness, and macroeconomic interdependence, Globalization Institute Working Papers (2011) View citations (6) (2011)

2016

19. A multi-country approach to forecasting output growth using PMIs
    Journal of Econometrics, 2016, 192, (2), 349-365 View citations (24)
    See also Working Paper A Multi-Country Approach to Forecasting Output Growth Using PMIs, CESifo Working Paper Series (2014) View citations (7) (2014)
20. Impact of Chinese slowdown on U.S. no longer negligible
    Economic Letter, 2016, 11, (5), 1-4 View citations (1)
21. Risk, uncertainty separately cloud global growth forecasting
    Economic Letter, 2016, 11, (9), 1-4
22. THEORY AND PRACTICE OF GVAR MODELLING
    Journal of Economic Surveys, 2016, 30, (1), 165-197 View citations (104)
    See also Working Paper Theory and Practice of GVAR Modeling, Cambridge Working Papers in Economics (2014) View citations (33) (2014)

2015

23. Cheaper crude oil affects consumer prices unevenly
    Economic Letter, 2015, 10, (11), 1-4
24. Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
    Journal of Econometrics, 2015, 188, (2), 393-420 View citations (805)
    See also Working Paper Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors, Cambridge Working Papers in Economics (2013) View citations (65) (2013)

2014

25. Aggregation in large dynamic panels
    Journal of Econometrics, 2014, 178, (P2), 273-285 View citations (33)
    See also Working Paper Aggregation in Large Dynamic Panels, IZA Discussion Papers (2011) View citations (7) (2011)
26. Consuming price differences persist among eight Texas cities
    Economic Letter, 2014, 9, (14), 1-4
27. Toward a Better Understanding of Macroeconomic Interdependence
    Annual Report, Globalization and Monetary Policy Institute, 2014, 16-21

2013

28. Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
    Econometric Reviews, 2013, 32, (5-6), 592-649 View citations (94)
    See also Working Paper Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit, Cambridge Working Papers in Economics (2010) View citations (23) (2010)
29. Economic shocks reverberate in world of interconnected trade ties
    Economic Letter, 2013, 8, (6)
30. 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), 1-48 View citations (9)
    See also Working Paper How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?, Globalization Institute Working Papers (2011) View citations (3) (2011)
31. The euro and global turbulence: member countries gain stability
    Economic Letter, 2013, 8, (11)

2012

32. A simple model of price dispersion
    Economics Letters, 2012, 117, (1), 344-347 View citations (1)
    See also Working Paper A simple model of price dispersion, Globalization Institute Working Papers (2012) (2012)
33. And then current accounts (over)adjusted
    Empirical Economics, 2012, 43, (1), 245-270 View citations (2)
34. How the global perspective can help us identify structural shocks
    Staff Papers, 2012, (Dec) View citations (2)
35. Thousands of models, one story: Current account imbalances in the global economy
    Journal of International Money and Finance, 2012, 31, (6), 1319-1338 View citations (108)
    See also Working Paper Thousands of models, one story: current account imbalances in the global economy, Working Paper Series (2012) View citations (116) (2012)

2011

36. Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model
    European Economic Review, 2011, 55, (3), 325-339 View citations (169)
37. Infinite-dimensional VARs and factor models
    Journal of Econometrics, 2011, 163, (1), 4-22 View citations (98)
    See also Working Paper Infinite-dimensional VARs and factor models, Working Paper Series (2009) View citations (18) (2009)
38. Weak and strong cross‐section dependence and estimation of large panels
    Econometrics Journal, 2011, 14, (1), C45-C90 View citations (368)
    Also in Econometrics Journal, 2011, 14, C45-C90 (2011) View citations (281)
    See also Working Paper Weak and Strong Cross Section Dependence and Estimation of Large Panels, CESifo Working Paper Series (2009) View citations (36) (2009)

Chapters

2022

1. Introduction
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 1-5
2. Introduction
   A chapter in Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 2022, vol. 43A, pp 1-6

2020

3. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
   A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 143-189 View citations (5)
   See also Working Paper Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR, CESifo (2019) (2019)

2016

4. Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors
   A chapter in Essays in Honor of man Ullah, 2016, vol. 36, pp 85-135 View citations (108)
   See also Working Paper Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors, Faculty of Economics, University of Cambridge (2015) View citations (32) (2015)