Details about Daniel J. Lewis

Access statistics for papers by Daniel J. Lewis.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: ple1010

Working Papers

2024

1. A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors
   Working Papers, Federal Reserve Bank of Dallas View citations (3)
2. Dynamic Identification Using System Projections on Instrumental Variables
   Working Papers, Federal Reserve Bank of Dallas
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
3. Identification based on higher moments
   CeMMAP working papers, Institute for Fiscal Studies
4. Latent Heterogeneity in the Marginal Propensity to Consume
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CeMMAP working papers, Institute for Fiscal Studies (2024)
   Staff Reports, Federal Reserve Bank of New York (2019) View citations (4)

2022

5. A Robust Test for Weak Instruments with Multiple Endogenous Regressors
   Staff Reports, Federal Reserve Bank of New York View citations (3)
6. Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression
   Staff Reports, Federal Reserve Bank of New York
   See also Journal Article Approximating grouped fixed effects estimation via fuzzy clustering regression, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (1) (2023)

2021

7. Measuring Real Activity Using a Weekly Economic Index
   Working Papers, Federal Reserve Bank of Dallas View citations (25)
   Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (32)
   See also Journal Article Measuring real activity using a weekly economic index, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (13) (2022)

2020

8. Do Monetary Policy Announcements Shift Household Expectations?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
   Also in Working Papers, Federal Reserve Bank of Dallas (2020) View citations (19)
   Staff Reports, Federal Reserve Bank of New York (2019) View citations (12)
9. High Frequency Data and a Weekly Economic Index during the Pandemic
   Staff Reports, Federal Reserve Bank of New York View citations (2)
   See also Journal Article High-Frequency Data and a Weekly Economic Index during the Pandemic, AEA Papers and Proceedings, American Economic Association (2021) View citations (8) (2021)
10. Monitoring Real Activity in Real Time: The Weekly Economic Index
    Liberty Street Economics, Federal Reserve Bank of New York View citations (9)
11. Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
12. U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (58)

2019

13. Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
    Staff Reports, Federal Reserve Bank of New York View citations (7)

2018

14. Identifying shocks via time-varying volatility
    Staff Reports, Federal Reserve Bank of New York View citations (8)
    See also Journal Article Identifying Shocks via Time-Varying Volatility, The Review of Economic Studies, Review of Economic Studies Ltd (2021) View citations (34) (2021)
15. Robust inference in models identified via heteroskedasticity
    Staff Reports, Federal Reserve Bank of New York View citations (3)
    See also Journal Article Robust Inference in Models Identified via Heteroskedasticity, The Review of Economics and Statistics, MIT Press (2022) View citations (4) (2022)

Journal Articles

2023

1. Approximating grouped fixed effects estimation via fuzzy clustering regression
   Journal of Applied Econometrics, 2023, 38, (7), 1077-1084 View citations (1)
   See also Working Paper Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression, Staff Reports (2022) (2022)

2022

2. Measuring real activity using a weekly economic index
   Journal of Applied Econometrics, 2022, 37, (4), 667-687 View citations (13)
   See also Working Paper Measuring Real Activity Using a Weekly Economic Index, Working Papers (2021) View citations (25) (2021)
3. Robust Inference in Models Identified via Heteroskedasticity
   The Review of Economics and Statistics, 2022, 104, (3), 510-524 View citations (4)
   See also Working Paper Robust inference in models identified via heteroskedasticity, Staff Reports (2018) View citations (3) (2018)

2021

4. High-Frequency Data and a Weekly Economic Index during the Pandemic
   AEA Papers and Proceedings, 2021, 111, 326-30 View citations (8)
   See also Working Paper High Frequency Data and a Weekly Economic Index during the Pandemic, Staff Reports (2020) View citations (2) (2020)
5. Identifying Shocks via Time-Varying Volatility
   (First Order Autoregressive Processes and Strong Mixing)
   The Review of Economic Studies, 2021, 88, (6), 3086-3124 View citations (34)
   See also Working Paper Identifying shocks via time-varying volatility, Staff Reports (2018) View citations (8) (2018)
6. The Size‐Power Tradeoff in HAR Inference
   Econometrica, 2021, 89, (5), 2497-2516 View citations (11)

2018

7. HAR Inference: Recommendations for Practice
   Journal of Business & Economic Statistics, 2018, 36, (4), 541-559 View citations (98)
8. HAR Inference: Recommendations for Practice Rejoinder
   Journal of Business & Economic Statistics, 2018, 36, (4), 574-575 View citations (74)