Alexander Chudik - Central Bank Research Hub

Modelling Global Trade Flows: Results from a GVAR Model

Dallas Fed Institute Working Papers [View] (Paper: 0119, 28.06.2012)

JEL: C33, F10, F17, F32

Thousands of models, one story: current account imbalances in the global economy

European Central Bank Working papers [View] (Paper: 1441, 01.06.2012)

JEL: C11, C33, F32, F34, F41, O52

A Simple Model of Price Dispersion

Dallas Fed Institute Working Papers [View] (Paper: 0112, 22.03.2012)

JEL: C78, D43

Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis,

European Central Bank Working papers [View] (Paper: 1416, 01.02.2012)

How Have Global Shocks Impacted the Real Effective Exchange Rates of Individual Euro Area Countries Since the Euro's Creation?

Dallas Fed Institute Working Papers [View] (Paper: 0102, 10.12.2011)

Thousands of Models, One Story: Current Account Imbalances in the Global Economy

Dallas Fed Institute Working Papers [View] (Paper: 0100, 10.12.2011)

Using the global dimension to identify shocks with sign restrictions,

European Central Bank Working papers [View] (Paper: 1318, 07.04.2011)

Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model,

European Central Bank Working papers [View] (Paper: 1285, 10.01.2011)

Size, openness, and macroeconomic interdependence,

European Central Bank Working papers [View] (Paper: 1172, 14.04.2010)

Weak and strong cross section dependence and estimation of large panels

European Central Bank Working papers [View] (Paper: 1100, 16.10.2009)

JEL: C10, C31, C33

Infinite-dimensional VARs and factor models

European Central Bank Working papers [View] (Paper: 0998, 29.01.2009)

JEL: C10, C33, C51