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Details about Daniel J. Lewis

E-mail:
Homepage:http://www.danjlewis.com
Workplace:Department of Economics, University College London (UCL), (more information at EDIRC)

Access statistics for papers by Daniel J. Lewis.

Last updated 2022-12-04. Update your information in the RePEc Author Service.

Short-id: ple1010


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Working Papers

2022

  1. A Robust Test for Weak Instruments with Multiple Endogenous Regressors
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in Working Papers, Federal Reserve Bank of Dallas (2022) Downloads
  2. Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. Dynamic Identification Using System Projections and Instrumental Variables
    Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads

2021

  1. Measuring Real Activity Using a Weekly Economic Index
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (19)
    Also in Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (30)

    See also Journal Article in Journal of Applied Econometrics (2022)

2020

  1. Do Monetary Policy Announcements Shift Household Expectations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (8)
    Working Papers, Federal Reserve Bank of Dallas (2020) Downloads View citations (15)
  2. High Frequency Data and a Weekly Economic Index during the Pandemic
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
    See also Journal Article in AEA Papers and Proceedings (2021)
  3. Monitoring Real Activity in Real Time: The Weekly Economic Index
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (7)
  4. Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)
  5. U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)

2019

  1. Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
  2. Latent Heterogeneity in the Marginal Propensity to Consume
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)

2018

  1. Identifying shocks via time-varying volatility
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)
    See also Journal Article in Review of Economic Studies (2021)
  2. Robust inference in models identified via heteroskedasticity
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in The Review of Economics and Statistics (2022)

Journal Articles

2022

  1. Measuring real activity using a weekly economic index
    Journal of Applied Econometrics, 2022, 37, (4), 667-687 Downloads
    See also Working Paper (2021)
  2. Robust Inference in Models Identified via Heteroskedasticity
    The Review of Economics and Statistics, 2022, 104, (3), 510-524 Downloads
    See also Working Paper (2018)

2021

  1. High-Frequency Data and a Weekly Economic Index during the Pandemic
    AEA Papers and Proceedings, 2021, 111, 326-30 Downloads View citations (4)
    See also Working Paper (2020)
  2. Identifying Shocks via Time-Varying Volatility
    (First Order Autoregressive Processes and Strong Mixing)
    Review of Economic Studies, 2021, 88, (6), 3086-3124 Downloads View citations (13)
    See also Working Paper (2018)
  3. The Size‐Power Tradeoff in HAR Inference
    Econometrica, 2021, 89, (5), 2497-2516 Downloads

2018

  1. HAR Inference: Recommendations for Practice
    Journal of Business & Economic Statistics, 2018, 36, (4), 541-559 Downloads View citations (62)
  2. HAR Inference: Recommendations for Practice Rejoinder
    Journal of Business & Economic Statistics, 2018, 36, (4), 574-575 Downloads View citations (38)
 
Page updated 2022-12-06