Details about Lina Lu

Access statistics for papers by Lina Lu.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: plu263

Working Papers

2024

1. Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network
   Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston

2023

2. Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities
   Staff Reports, Federal Reserve Bank of New York

2019

3. Reach for Yield by U.S. Public Pension Funds
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   Also in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2019) View citations (2)

2018

4. Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
   Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2016)
   See also Journal Article Quasi maximum likelihood analysis of high dimensional constrained factor models, Journal of Econometrics, Elsevier (2018) View citations (2) (2018)

2017

5. Simultaneous Spatial Panel Data Models with Common Shocks
   Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston View citations (6)

2014

6. Efficient estimation of heterogeneous coefficients in panel data models with common shock
   MPRA Paper, University Library of Munich, Germany View citations (2)
7. Estimation and inference of FAVAR models
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Estimation and Inference of FAVAR Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (38) (2016)

Journal Articles

2018

1. Quasi maximum likelihood analysis of high dimensional constrained factor models
   Journal of Econometrics, 2018, 206, (2), 574-612 View citations (2)
   See also Working Paper Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models, Supervisory Research and Analysis Working Papers (2018) View citations (2) (2018)

2016

2. Estimation and Inference of FAVAR Models
   Journal of Business & Economic Statistics, 2016, 34, (4), 620-641 View citations (38)
   See also Working Paper Estimation and inference of FAVAR models, MPRA Paper (2014) View citations (1) (2014)