Laura Liu profile picture
Federal Reserve Board
Division of Financial Stability
Financial Institution Risk Evaluation Section
20th St and Constitution Ave N.W.
Washington, D.C. 20551
laura.liu (at)
liuyu1237 (at)
  • I am pleased to receive the 2018 Arnold Zellner Thesis Award in Econometrics and Statistics from the ASA section of Business and Economic Statistics and the Journal of Business and Economic Statistics.
  • Updated working papers:
    2018 March: Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
    2018 March: Forecasting with a Panel Tobit Model

Estimating Global Bank Network Connectedness
Joint with Mert Demirer (MIT), Francis X. Diebold (UPenn), and Kamil Yılmaz (Koç)
Journal of Applied Econometrics, 2018, vol. 33 (1), pp. 1-15.
Working Paper Version
Commodity Connectedness
Joint with Francis X. Diebold (UPenn) and Kamil Yılmaz (Koç)
In E. Mendoza, D. Saravia and E. Pasten (eds.), Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures. Santiago: Bank of Chile Central Banking Series, 2018, vol. 25, pp. 97-136.
Working Paper Version
Working Papers
Joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn)
Econometrica, Revise and Resubmit
Also available at arXiv 1709.10193 and PIER Working Paper 16-022
Replication Files
Work in Progress
Monetary Policy across Space and Time
Joint with Christian Matthes (FRB Richmond) and Katerina Petrova (St Andrews)
Sectoral DSGE Models and Production Networks
Joint with Holt Dwyer (Fed Board) and Molin Zhong (Fed Board)