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) frb.gov
liuyu1237 (at) gmail.com
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
Francis X. Diebold
In E. Mendoza, D. Saravia and E. Pasten (eds.),
Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures.
of Chile Central Banking Series, 2018, vol. 25, pp. 97-136.
Working Paper Version
Monetary Policy across Space and Time
Sectoral DSGE Models and Production Networks
Joint with Holt Dwyer (Fed Board) and
Federal Reserve Board, 20th St and Constitution Ave N.W., Washington, D.C. 20551