EconPapers    
Economics at your fingertips  
 

Details about Alexander Chudik

Homepage:http://www.dallasfed.org/research/economists/chudik.cfm
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 2016-03-07. Update your information in the RePEc Author Service.

Short-id: pch972


Jump to Journal Articles Chapters

Working Papers

2016

  1. A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads
  2. Big data analytics: a new perspective
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads
  3. Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (1)

2015

  1. Is There a Debt-threshold Effect on Output Growth?
    IMF Working Papers, International Monetary Fund Downloads View citations (19)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2015) Downloads View citations (2)
    CESifo Working Paper Series, CESifo Group Munich (2015) Downloads View citations (2)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2015) Downloads View citations (10)
  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 (19)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2015) Downloads View citations (4)

2014

  1. A Multi-Country Approach to Forecasting Output Growth Using PMIs
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2014) Downloads View citations (2)
  2. Theory and Practice of GVAR Modeling
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (11)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2014) Downloads View citations (11)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2014) Downloads View citations (11)

2013

  1. 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 Downloads View citations (18)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2013) Downloads View citations (18)
    CESifo Working Paper Series, CESifo Group Munich (2013) Downloads View citations (18)

    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 (16)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2013) Downloads View citations (16)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (36)
  3. Large Panel Data Models with Cross-Sectional Dependence: A Survey
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (22)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2013) Downloads View citations (23)
  4. Spatial considerations on the PPP debate
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads
    Also in Working Paper Series, European Central Bank (2013) Downloads
  5. The GVAR approach and the dominance of the U.S. economy
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (5)

2012

  1. A simple model of price dispersion
    Globalization and Monetary Policy Institute Working Paper, 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 (5)
  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 (5)
  4. Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (3)
  5. Modelling global trade flows: results from a GVAR model
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (30)
  6. The perils of aggregating foreign variables in panel data models
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads
    Also in Working Paper Series, European Central Bank (2012) Downloads
  7. Thousands of models, one story: current account imbalances in the global economy
    Working Paper Series, European Central Bank Downloads View citations (27)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2011) Downloads View citations (2)
    EcoMod2011, EcoMod (2011) Downloads

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

2011

  1. Aggregation in Large Dynamic Panels
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2011) Downloads View citations (4)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011) Downloads View citations (4)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2011) Downloads View citations (4)

    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 (12)
  3. How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Working papers, Banque de France (2011) Downloads View citations (2)

    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 (53)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (6)
  5. Size, openness, and macroeconomic interdependence
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (2)
  6. Using the global dimension to identify shocks with sign restrictions
    Working Paper Series, European Central Bank Downloads View citations (9)

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 Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2010) Downloads View citations (16)
    Working Paper Series, European Central Bank (2010) Downloads View citations (23)

    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 (40)

2009

  1. Weak and Strong Cross Section Dependence and Estimation of Large Panels
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (14)
    Also in CESifo Working Paper Series, CESifo Group Munich (2009) Downloads View citations (17)
    Working Paper Series, European Central Bank (2009) Downloads View citations (31)

    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 (35)
  2. Infinite Dimensional VARs and Factor Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (16)
    Also in CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (26)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2007) Downloads View citations (16)

    See also Journal Article in Journal of Econometrics (2011)

Journal Articles

2016

  1. Impact of Chinese slowdown on U.S. no longer negligible
    Economic Letter, 2016, 11, (5), 1-4 Downloads
  2. Risk, uncertainty separately cloud global growth forecasting
    Economic Letter, 2016, 11, (9), 1-4 Downloads

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 (40)
    See also Working Paper (2013)

2014

  1. Aggregation in large dynamic panels
    Journal of Econometrics, 2014, 178, (P2), 273-285 Downloads View citations (13)
    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 (25)
    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 (2)
    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 (28)
    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 (64)
  2. Infinite-dimensional VARs and factor models
    Journal of Econometrics, 2011, 163, (1), 4-22 Downloads View citations (33)
    See also Working Paper (2007)
  3. Weak and strong cross‐section dependence and estimation of large panels
    Econometrics Journal, 2011, 14, C45-C90 Downloads View citations (66)
    Also in Econometrics Journal, 2011, 14, (1), C45-C90 (2011) Downloads View citations (131)

    See also Working Paper (2009)

Chapters

 
Page updated 2017-10-15