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
Publications
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. 21.
Working Paper Version
Working Papers
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Also available as PIER Working Paper 17-006
Replication Files
Forecasting with a Panel Tobit Model
Joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn)
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
Work in Progress
An Econometric Account of Post WWII Monetary Policy in Washington, London and Frankfurt
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)