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Details about Daniel John Lewis

E-mail:
Homepage:http://www.danjlewis.com
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Daniel John Lewis.

Last updated 2020-09-01. Update your information in the RePEc Author Service.

Short-id: ple1010


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Working Papers

2021

  1. Measuring Real Activity Using a Weekly Economic Index
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (13)
    Also in Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (16)

2020

  1. Do Monetary Policy Announcements Shift Household Expectations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (2)
    Working Papers, Federal Reserve Bank of Dallas (2020) Downloads View citations (8)
  2. High Frequency Data and a Weekly Economic Index during the Pandemic
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. Monitoring Real Activity in Real Time: The Weekly Economic Index
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (6)
  4. Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  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 (28)

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 (1)
  2. Latent Heterogeneity in the Marginal Propensity to Consume
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)

2018

  1. Identifying shocks via time-varying volatility
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)
  2. Robust inference in models identified via heteroskedasticity
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)

Journal Articles

2018

  1. HAR Inference: Recommendations for Practice
    Journal of Business & Economic Statistics, 2018, 36, (4), 541-559 Downloads View citations (33)
  2. HAR Inference: Recommendations for Practice Rejoinder
    Journal of Business & Economic Statistics, 2018, 36, (4), 574-575 Downloads View citations (16)
 
Page updated 2021-03-07