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
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
Earlier versions are available at NBER Working Paper 23685 and PIER Working Paper 17-003
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
Earlier versions are available at NBER Working Paper 23685 and PIER Working Paper 17-003
Joint with
Mikkel Plagborg-Møller
(Princeton)
Also available at arXiv 2101.04771 and CAEPR Working Paper 2021-001
Online Appendix and Replication Files
Also available at arXiv 2101.04771 and CAEPR Working Paper 2021-001
Online Appendix and Replication Files
Journal of Business & Economic Statistics, Revise and
Resubmit
Also available at arXiv 1805.04178 and CAEPR Working Paper 2020-003
Earlier version is available at FEDS Working paper 2170 and PIER Working Paper 17-006
Also available at arXiv 1805.04178 and CAEPR Working Paper 2020-003
Earlier version is available at FEDS Working paper 2170 and PIER Working Paper 17-006
Joint with
Hyungsik Roger Moon
(USC) and
Frank Schorfheide
(UPenn)
Also available at NBER Working Paper 26569 and CAEPR Working Paper 2019-005
Replication Files
Also available at NBER Working Paper 26569 and CAEPR Working Paper 2019-005
Replication Files
Joint with
Christian Matthes
(Indiana) and
Katerina Petrova
(UPF)
Also available at FRB Richmond Working paper 18-14
Online Appendix
Also available at FRB Richmond Working paper 18-14
Online Appendix
Estimating Average Partial Effects of Semiparametric Panel Logit
Models
Joint with
Alexandre Poirier
(Georgetown) and Ji-Liang Shiu (Jinan U)
Sectoral DSGE Models and Production Networks
Joint with Holt Dwyer (UCSD) and
Molin Zhong
(Fed Board)