Details about Laura Liu

Access statistics for papers by Laura Liu.

Last updated 2023-10-16. Update your information in the RePEc Author Service.

Short-id: pli1251

Working Papers

2024

1. Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
   Papers, arXiv.org View citations (3)

2022

2. Forecasting with a Panel Tobit Model
   Papers, arXiv.org
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (12)
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2019) View citations (13)
3. Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data
   Papers, arXiv.org
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2021) View citations (2)

2021

4. Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
   Papers, arXiv.org View citations (4)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2018)
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2020) View citations (4)

2020

5. Panel Forecasts of Country-Level Covid-19 Infections
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   See also Journal Article Panel forecasts of country-level Covid-19 infections, Journal of Econometrics, Elsevier (2021) View citations (19) (2021)
6. Panel Forecasts of Country-Level Covid-19 Infectionsliu
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2018

7. Forecasting with Dynamic Panel Data Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in Papers, arXiv.org (2017) View citations (5)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (3)
   See also Journal Article Forecasting With Dynamic Panel Data Models, Econometrica, Econometric Society (2020) View citations (24) (2020)
8. Monetary Policy across Space and Time
   Working Paper, Federal Reserve Bank of Richmond View citations (2)
   See also Journal Article Monetary Policy across Space and Time, Richmond Fed Economic Brief, Federal Reserve Bank of Richmond (2019) View citations (1) (2019)

2017

9. Commodity Connectedness
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
   Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017) View citations (40)
   CFS Working Paper Series, Center for Financial Studies (CFS) (2017) View citations (42)
   See also Chapter Commodity Connectedness, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2018) View citations (8) (2018)
10. Density Forecasts in Panel Models: A semiparametric Bayesian Perspective*
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (3)
11. Estimating Global Bank Network Connectedness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015) View citations (22)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (20)
    See also Journal Article Estimating global bank network connectedness, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (264) (2018)

Journal Articles

2022

1. Ecosystem service delivery by urban agriculture and green infrastructure – a systematic review
   Ecosystem Services, 2022, 54, (C) View citations (9)

2021

2. Panel forecasts of country-level Covid-19 infections
   Journal of Econometrics, 2021, 220, (1), 2-22 View citations (19)
   See also Working Paper Panel Forecasts of Country-Level Covid-19 Infections, NBER Working Papers (2020) View citations (11) (2020)

2020

3. Forecasting With Dynamic Panel Data Models
   Econometrica, 2020, 88, (1), 171-201 View citations (24)
   See also Working Paper Forecasting with Dynamic Panel Data Models, NBER Working Papers (2018) View citations (4) (2018)

2019

4. Monetary Policy across Space and Time
   Richmond Fed Economic Brief, 2019, (August) View citations (1)
   See also Working Paper Monetary Policy across Space and Time, Working Paper (2018) View citations (2) (2018)

2018

5. Estimating global bank network connectedness
   Journal of Applied Econometrics, 2018, 33, (1), 1-15 View citations (264)
   See also Working Paper Estimating Global Bank Network Connectedness, NBER Working Papers (2017) View citations (51) (2017)

Chapters

2018

1. Commodity Connectedness
   Chapter 04 in Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, 2018, vol. 25, pp 097-136 View citations (8)
   See also Working Paper Commodity Connectedness, National Bureau of Economic Research, Inc (2017) View citations (42) (2017)