Laura Liu profile picture
Economist
Federal Reserve Board
Division of Financial Stability
Financial Institution Risk Evaluation Section
20th St and Constitution Ave N.W.
Washington, D.C. 20551
Email: laura.liu (at) frb.gov
CV: PDF
Working Papers
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Also available as PIER Working Paper 17-006
Replication Files
Forecasting with Dynamic Panel Data Models
Joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn)
Econometrica, Revise and Resubmit
Also available as PIER Working Paper 16-022
Replication Files
Structural Changes in Networks: Estimation and Evidence from Financial Institution Connectedness
Publications
Commodity Connectedness
Joint with Francis X. Diebold (UPenn) and Kamil Yılmaz (Koç)
Santiago: Bank of Chile Central Banking Series, Volume 21
Working Paper Version
Estimating Global Bank Network Connectedness
Joint with Mert Demirer (MIT), Francis X. Diebold (UPenn), and Kamil Yılmaz (Koç)
Journal of Applied Econometrics, Accepted
Working Paper Version