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Alexei Onatski

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Personal Details

First Name: Alexei
Middle Name:
Last Name: Onatski
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RePEc Short-ID: pon27

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Homepage:
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Affiliation

Faculty of Economics
University of Cambridge
Location: Cambridge, United Kingdom
Homepage: http://www.econ.cam.ac.uk/
Email:
Phone:
Fax:
Postal: Austin Robinson Building, Sidgwick Avenue, Cambridge CB3 9DD
Handle: RePEc:edi:fecamuk (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. New Economic School Alumni

Works

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Working papers

  1. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2012. "Signal Detection in High Dmension: The Multispiked Case," Working Papers ECARES ECARES 2012-036, ULB -- Universite Libre de Bruxelles.
  2. Marc Henry & Alexei Onatski, 2011. "Set Coverage and Robust Policy," CIRANO Working Papers 2011s-61, CIRANO.
  3. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2011. "Asymptotic Power of Sphericity Tests for High-Dimensional Data," Working Papers ECARES ECARES 2011-018, ULB -- Universite Libre de Bruxelles.
  4. Alexei Onatski & Francisco J. Ruge-Murcia, 2010. "Factor Analysis of a Large DSGE Model," Working Paper Series 50_10, The Rimini Centre for Economic Analysis.
  5. Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany.
  6. A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics.
  7. Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers 11523, National Bureau of Economic Research, Inc.
  8. Alexei Onatski, 2005. "Determining the number of factors from empirical distribution of eigenvalues," Discussion Papers 0405-19, Columbia University, Department of Economics.
  9. Alexei Onatski & Slava Kargin, 2004. "Dynamics of Interest Rate Curve by Functional Auto-regression," Econometric Society 2004 North American Summer Meetings 229, Econometric Society.
  10. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," NBER Working Papers 9566, National Bureau of Economic Research, Inc.
  11. Noah Williams & Alexei Onatski, 2003. "Robust Monetary Policy Rules for the Short and Long Run," Computing in Economics and Finance 2003 185, Society for Computational Economics.
  12. Michael Kremer & Alexei Onatski & James Stock, 2001. "Searching for Prosperity," NBER Working Papers 8250, National Bureau of Economic Research, Inc.
  13. Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.
  14. Alexei Onatski, 2000. "Minimax Analysis of Monetary Policy Under Model Uncertainty," Econometric Society World Congress 2000 Contributed Papers 1818, Econometric Society.

Articles

  1. Onatski, Alexei & Uhlig, Harald, 2012. "Unit Roots In White Noise," Econometric Theory, Cambridge University Press, vol. 28(03), pages 485-508, June.
  2. Henry, Marc & Onatski, Alexei, 2012. "Set coverage and robust policy," Economics Letters, Elsevier, vol. 115(2), pages 256-257.
  3. Onatski, Alexei, 2012. "Asymptotics of the principal components estimator of large factor models with weakly influential factors," Journal of Econometrics, Elsevier, vol. 168(2), pages 244-258.
  4. Alexei Onatski, 2010. "Determining the Number of Factors from Empirical Distribution of Eigenvalues," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1004-1016, November.
  5. Alexei Onatski, 2009. "Testing Hypotheses About the Number of Factors in Large Factor Models," Econometrica, Econometric Society, vol. 77(5), pages 1447-1479, 09.
  6. Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November.
  7. Onatski, Alexei, 2006. "Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 323-345, February.
  8. Alexei Onatski & Noah Williams, 2004. "Empirical and policy performance of a forward-looking monetary model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  9. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, 09.
  10. Kremer, Michael & Onatski, Alexei & Stock, James, 2001. "Searching for prosperity," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 55(1), pages 275-303, December.
  11. Alexei Onatski & James H. Stock, 1999. "Robust monetary policy under model uncertainty in a small model of the U.S. economy," Proceedings, Federal Reserve Bank of San Francisco.

Chapters

  1. Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312 National Bureau of Economic Research, Inc.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2005-08-13 2010-12-11
  2. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  3. NEP-DEV: Development (1) 2001-05-02
  4. NEP-DGE: Dynamic General Equilibrium (1) 2010-12-11
  5. NEP-ECM: Econometrics (6) 2004-04-12 2005-11-19 2009-03-22 2010-12-11 2011-08-15 2012-11-03. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2005-11-19 2009-03-22
  7. NEP-FMK: Financial Markets (1) 2005-08-13
  8. NEP-FOR: Forecasting (1) 2005-11-19
  9. NEP-MAC: Macroeconomics (3) 2004-10-30 2005-08-13 2005-11-19. Author is listed
  10. NEP-MON: Monetary Economics (3) 2000-01-11 2004-10-30 2005-08-13. Author is listed
  11. NEP-TUR: Tourism Economics (1) 2011-10-22

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  6. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  7. Closeness measure in co-authorship network
  8. Breadth of citations across fields
  9. Wu-Index

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Co-authorship network on CollEc

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