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Alexander Chudik

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Personal Details

First Name: Alexander
Middle Name:
Last Name: Chudik
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RePEc Short-ID: pch972

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Affiliation

(50%) Centre for International Macroeconomics and Finance (CIMF)
Cambridge Finance
University of Cambridge
Location: Cambridge, United Kingdom
Homepage: http://www.econ.cam.ac.uk/cimf/
Email:
Phone: +44 (0)1223 335246
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Postal:
Handle: RePEc:edi:cicamuk (more details at EDIRC)
(50%) Globalization and Monetary Policy Institute
Economic Research Department
Federal Reserve Bank of Dallas
Location: Dallas, Texas (United States)
Homepage: http://www.dallasfed.org/institute.cfm
Email:
Phone:
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Postal:
Handle: RePEc:edi:cfrbdus (more details at EDIRC)

Works

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Working papers

  1. Chudik, Alexander & Fratzscher, Marcel, 2012. "Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis," CEPR Discussion Papers 8787, C.E.P.R. Discussion Papers.
  2. Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis," Working Paper Series 1416, European Central Bank.
  3. Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title," Globalization and Monetary Policy Institute Working Paper 107, Federal Reserve Bank of Dallas.
  4. Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "The perils of aggregating foreign variables in panel data models," Globalization and Monetary Policy Institute Working Paper 111, Federal Reserve Bank of Dallas.
  5. Alexander Chudik, 2012. "A simple model of price dispersion," Globalization and Monetary Policy Institute Working Paper 112, Federal Reserve Bank of Dallas.
  6. Bussière, M. & Chudik, A. & Mehl, A., 2011. "How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation?," Working papers 336, Banque de France.
  7. Alexander Chudik & Marcel Fratzscher, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series 1285, European Central Bank.
  8. Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2011. "Thousands of models, one story: current account imbalances in the global economy," Globalization and Monetary Policy Institute Working Paper 100, Federal Reserve Bank of Dallas.
  9. Matthieu Bussière & Alexander Chudik & Arnaud Mehl, 2011. "Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR," Working Paper Series 1292, European Central Bank.
  10. Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo Group Munich.
  11. Alexander Chudik & Michael Fidora, 2011. "Using the global dimension to identify shocks with sign restrictions," Working Paper Series 1318, European Central Bank.
  12. Matthieu Bussière & Michele Ca’ Zorzi & Alexander Chudík & Alistair Dieppe, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
  13. Alexander Chudik & Roland Straub, 2010. "Size, openness, and macroeconomic interdependence," Working Paper Series 1172, European Central Bank.
  14. M. Hashem Pesaran & Alexander Chudik, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
  15. Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2009. "Modelling Global Trade Flows - Results from a GVAR Model," Working Paper Series 1087, European Central Bank.
  16. Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," CESifo Working Paper Series 2689, CESifo Group Munich.
  17. Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2009. "Current account benchmarks for central and eastern Europe - a desperate search?," Working Paper Series 995, European Central Bank.
  18. Alexander Chudik & M. Hashem Pesaran, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank.
  19. Joannes Mongardini & Alexander Chudik, 2007. "In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries," IMF Working Papers 07/90, International Monetary Fund.

Articles

  1. Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
  2. Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
  3. Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, vol. 55(3), pages 325-339, April.
  4. Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C45-C90, February.
  5. Chudik, Alexander & Pesaran, M. Hashem, 2011. "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2007-05-04
  2. NEP-BAN: Banking (1) 2011-01-16
  3. NEP-BEC: Business Economics (1) 2012-01-25
  4. NEP-CBA: Central Banking (16) 2007-05-04 2009-02-07 2009-02-07 2009-09-26 2010-02-20 2010-05-02 2011-01-16 2011-02-19 2011-04-16 2011-08-09 2012-01-25 2012-01-25 2012-03-28 2012-06-13 2012-07-08 2012-07-08. Author is listed
  5. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  6. NEP-DGE: Dynamic General Equilibrium (2) 2010-05-02 2012-06-13
  7. NEP-ECM: Econometrics (10) 2007-12-15 2009-02-07 2009-07-28 2009-10-31 2010-02-20 2010-05-29 2010-06-04 2011-02-26 2011-04-16 2012-06-13. Author is listed
  8. NEP-EEC: European Economics (3) 2009-02-07 2011-08-09 2012-01-25
  9. NEP-ENE: Energy Economics (1) 2011-04-16
  10. NEP-ETS: Econometric Time Series (9) 2007-12-15 2008-01-05 2009-02-07 2009-07-28 2010-05-29 2010-06-04 2011-02-26 2011-06-04 2012-01-25. Author is listed
  11. NEP-FMK: Financial Markets (1) 2011-01-16
  12. NEP-IFN: International Finance (8) 2007-05-04 2009-02-07 2010-02-20 2011-01-16 2011-02-19 2011-04-16 2012-03-28 2012-06-13. Author is listed
  13. NEP-INT: International Trade (2) 2009-09-26 2012-07-14
  14. NEP-MAC: Macroeconomics (2) 2010-05-02 2011-02-26
  15. NEP-MON: Monetary Economics (4) 2011-02-19 2011-08-09 2012-01-25 2012-06-13
  16. NEP-OPM: Open Economy Macroeconomic (12) 2009-02-07 2009-09-26 2010-05-02 2011-02-19 2011-04-16 2011-08-09 2012-01-25 2012-01-25 2012-01-25 2012-03-28 2012-07-08 2012-07-08. Author is listed
  17. NEP-TRA: Transition Economics (1) 2009-02-07

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