Alexander Chudik - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009

Title Other author(s)

Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data

Dallas Fed Institute Working Papers [View] (Paper: 330, 01.11.2017)

JEL: E21, E31, R12, R31

A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels

Dallas Fed Institute Working Papers [View] (Paper: 327, 01.09.2017)

JEL: C12, C13, C23

Big Data Analytics: A New Perspective

Dallas Fed Institute Working Papers [View] (Paper: 0268, 19.02.2016)

JEL: C25, C55

Is There a Debt-threshold Effect on Output Growth?

Dallas Fed Institute Working Papers [View] (Paper: 0245, 21.07.2015)

JEL: C23, E62, F34, H60

Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors

Dallas Fed Institute Working Papers [View] (Paper: 0223, 22.01.2015)

JEL: C23

A Multi-Country Approach to Forecasting Output Growth Using PMIs

Dallas Fed Institute Working Papers [View] (Paper: 0213, 03.12.2014)

JEL: C53, E37

Theory and Practice of GVAR Modeling

Dallas Fed Institute Working Papers [View] (Paper: 0180, 24.05.2014)

JEL: C32, E17

Debt, Inflation and Growth Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

Dallas Fed Institute Working Papers [View] (Paper: 0162, 22.11.2013)

Large Panel Data Models with Cross-Sectional Dependence: A Survey

Dallas Fed Institute Working Papers [View] (Paper: 0153, 13.08.2013)

Spatial considerations on the PPP debate

European Central Bank Working papers [View] (Paper: 1534, 16.04.2013)

JEL: C23, F41

Spatial Considerations on the PPP Debate

Dallas Fed Institute Working Papers [View] (Paper: 0138, 26.02.2013)

JEL: C23, F41

The GVAR Approach and the Dominance of the U.S. Economy

Dallas Fed Institute Working Papers [View] (Paper: 0136, 16.01.2013)

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

The perils of aggregating foreign variables in panel data models

European Central Bank Working papers [View] (Paper: 1444, 14.06.2012)

JEL: C12, C31, C33, F41

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 2010-11 Sovereign Debt Crisis Title

Dallas Fed Institute Working Papers [View] (Paper: 0107, 22.03.2012)

JEL: C5, E44, F3

The Perils of Aggregating Foreign Variables in Panel Data Models

Dallas Fed Institute Working Papers [View] (Paper: 0111, 22.03.2012)

JEL: C12, C31, C33, F41

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)

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

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

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)

Aggregation in Large Dynamic Panels

Dallas Fed Institute Working Papers [View] (Paper: 0101, 10.12.2011)

Size, Openness, and Macroeconomic Interdependence

Dallas Fed Institute Working Papers [View] (Paper: 0103, 10.12.2011)

How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation?

Bank of France Working Papers [View] (Paper: Nr 336, 27.07.2011)

Using the global dimension to identify shocks with sign restrictions,

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

Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR

European Central Bank Working papers [View] (Paper: 1292, 09.02.2011)

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)

Econometric analysis of high dimensional VARs featuring a dominant unit,

European Central Bank Working papers [View] (Paper: 1194, 25.06.2010)

JEL: C10, C33, C51

Size, openness, and macroeconomic interdependence,

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

Methodological advances in the assessment of equilibrium exchange rates,

European Central Bank Working papers [View] (Paper: 1151, 30.01.2010)

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

Modelling global trade flows: results from a GVAR model

European Central Bank Working papers [View] (Paper: 1087, 05.10.2009)

JEL: C33, F10, F17, F32

Infinite-dimensional VARs and factor models

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

JEL: C10, C33, C51

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009