Joint with
Alexandre Poirier
(Georgetown) and
Ji-Liang Shiu
(Jinan U)
Journal of Econometrics, forthcoming
Working Paper Version
Also available at arXiv 2105.12891
Online Appendix
Journal of Econometrics, forthcoming
Working Paper Version
Also available at arXiv 2105.12891
Online Appendix
Journal of Business & Economic Statistics, 2023, vol. 41
(2), pp. 349-363
Working Paper Version
Also available at arXiv 1805.04178
Earlier version is available at CAEPR Working Paper 2020-003, FEDS Working paper 2170, and PIER Working Paper 17-006
Working Paper Version
Also available at arXiv 1805.04178
Earlier version is available at CAEPR Working Paper 2020-003, FEDS Working paper 2170, and PIER Working Paper 17-006
Joint with
Mikkel Plagborg-Møller
(Princeton)
Quantitative Economics, 2023, vol. 14 (1), pp. 1-35
Working Paper Version
Also available at arXiv 2101.04771 and CAEPR Working Paper 2021-001
Online Appendix and Replication Files
Quantitative Economics, 2023, vol. 14 (1), pp. 1-35
Working Paper Version
Also available at arXiv 2101.04771 and CAEPR Working Paper 2021-001
Online Appendix and Replication Files
Joint with
Hyungsik Roger Moon
(USC) and
Frank Schorfheide
(UPenn)
Quantitative Economics, 2023, vol. 14 (1), pp. 117-159
Working Paper Version
Also available at arXiv 2110.14117
Earlier version is available at NBER Working Paper 26569 and CAEPR Working Paper 2019-005
Replication Files
Quantitative Economics, 2023, vol. 14 (1), pp. 117-159
Working Paper Version
Also available at arXiv 2110.14117
Earlier version is available at NBER Working Paper 26569 and CAEPR Working Paper 2019-005
Replication Files
Joint with
Hyungsik Roger Moon
(USC) and
Frank Schorfheide
(UPenn)
Journal of Econometrics, vol. 200 (1), pp. 2-22
Working Paper Version
Earlier version is available at NBER Working Paper 27248 and CEPR Working Paper 14790
Current forecasts and replication files are available at https://laurayuliu.com/covid19-panel-forecast/
A blog post is available here
Journal of Econometrics, vol. 200 (1), pp. 2-22
Working Paper Version
Earlier version is available at NBER Working Paper 27248 and CEPR Working Paper 14790
Current forecasts and replication files are available at https://laurayuliu.com/covid19-panel-forecast/
A blog post is available here
Joint with
Hyungsik Roger Moon
(USC) and
Frank Schorfheide
(UPenn)
Econometrica, vol. 88 (1), pp. 171-201
Working Paper Version
Earlier versions are available at NBER Working Paper 25102, arXiv 1709.10193, and PIER Working Paper 16-022
Replication Files
Econometrica, vol. 88 (1), pp. 171-201
Working Paper Version
Earlier versions are available at NBER Working Paper 25102, arXiv 1709.10193, and PIER Working Paper 16-022
Replication Files
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
Earlier versions are available at NBER Working Paper 23140 and PIER Working Paper 15-025
Journal of Applied Econometrics, 2018, vol. 33 (1), pp. 1-15
Working Paper Version
Earlier versions are available at NBER Working Paper 23140 and PIER Working Paper 15-025
Monetary Policy across Space and Time
Joint with
Christian Matthes
(Indiana) and
Katerina Petrova
(UPF)
In Essays in Honour of Fabio Canova, Advances in Econometrics, 2022, vol. 44, pp. 37-64
Working Paper Version
Earlier version is available at FRB Richmond Working paper 18-14
Online Appendix
In Essays in Honour of Fabio Canova, Advances in Econometrics, 2022, vol. 44, pp. 37-64
Working Paper Version
Earlier version is available at FRB Richmond Working paper 18-14
Online Appendix
Commodity Connectedness
Joint with
Francis X. Diebold
(UPenn) and
Kamil Yılmaz
(Koç)
In Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, Bank of Chile Central Banking Series, 2018, vol. 25, pp. 97-136
Working Paper Version
Earlier versions are available at NBER Working Paper 23685 and PIER Working Paper 17-003
In Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, Bank of Chile Central Banking Series, 2018, vol. 25, pp. 97-136
Working Paper Version
Earlier versions are available at NBER Working Paper 23685 and PIER Working Paper 17-003
Joint with
Yulong Wang
(Syracuse)