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Alexander Chudik

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Personal Details

First Name: Alexander
Middle Name:
Last Name: Chudik
Suffix:

RePEc Short-ID: pch972

Email: [This author has chosen not to make the email address public]
Homepage: http://www.dallasfed.org/research/economists/chudik.cfm
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Affiliation

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 & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.
  2. Michele Ca'Zorzi & Alexander Chudik, 2013. "Spatial considerations on the PPP debate," Globalization and Monetary Policy Institute Working Paper 138, Federal Reserve Bank of Dallas.
  3. Alexander Chudik & M. Hashem Pesaran, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," CESifo Working Paper Series 4232, CESifo Group Munich.
  4. Alexander Chudik & Vanessa Smith, 2013. "The GVAR approach and the dominance of the U.S. economy," Globalization and Monetary Policy Institute Working Paper 136, Federal Reserve Bank of Dallas.
  5. Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2013. "Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models," Globalization and Monetary Policy Institute Working Paper 162, Federal Reserve Bank of Dallas.
  6. Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization and Monetary Policy Institute Working Paper 153, Federal Reserve Bank of Dallas.
  7. 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.
  8. 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.
  9. 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.
  10. Alexander Chudik, 2012. "A simple model of price dispersion," Globalization and Monetary Policy Institute Working Paper 112, Federal Reserve Bank of Dallas.
  11. Chudik, Alexander & Fratzscher, Marcel, 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.
  12. 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.
  13. 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.
  14. Chudik, Alexander & Fidora, Michael, 2011. "Using the global dimension to identify shocks with sign restrictions," Working Paper Series 1318, European Central Bank.
  15. Bussière, Matthieu & Chudik, Alexander & Mehl, Arnaud, 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.
  16. Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo Group Munich.
  17. Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series 1285, European Central Bank.
  18. Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
  19. Chudik, Alexander & Straub, Roland, 2010. "Size, openness, and macroeconomic interdependence," Working Paper Series 1172, European Central Bank.
  20. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
  21. 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.
  22. Chudik, Alexander & Pesaran, Hashem, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 0998, European Central Bank.
  23. Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2009. "Current account benchmarks for central and eastern Europe: a desperate search?," Working Paper Series 0995, European Central Bank.
  24. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
  25. Joannes Mongardini & Alexander Chudik, 2007. "In Search of Equilibrium," IMF Working Papers 07/90, International Monetary Fund.

Articles

  1. Pesaran, M. Hashem & Chudik, Alexander, 2014. "Aggregation in large dynamic panels," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
  2. Bussiere, Matthieu & Chudik, Alexander & Mehl, Arnaud, 2013. "The euro and global turbulence: member countries gain stability," Economic Letter, Federal Reserve Bank of Dallas, vol. 8.
  3. Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2013. "Economic shocks reverberate in world of interconnected trade ties," Economic Letter, Federal Reserve Bank of Dallas, vol. 8(jul).
  4. Bussiere Matthieu & Chudik Alexander & Mehl Arnaud, 2013. "How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 48, April.
  5. Alexander Chudik & M. Hashem Pesaran, 2013. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 592-649, August.
  6. Alexander Chudik & Michael Fidora, 2012. "How the global perspective can help us identify structural shocks," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
  7. Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2012. "Thousands of models, one story: Current account imbalances in the global economy," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1319-1338.
  8. Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
  9. Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
  10. Chudik, Alexander & Pesaran, M. Hashem, 2011. "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.
  11. 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.
  12. 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.

NEP Fields

39 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 (14) 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 2013-05-24 2013-09-13 2013-11-29 2014-06-14. 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 (11) 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 2013-05-24 2014-06-14. Author is listed
  11. NEP-FDG: Financial Development & Growth (2) 2013-11-29 2014-01-10
  12. NEP-FMK: Financial Markets (1) 2011-01-16
  13. NEP-GEO: Economic Geography (2) 2013-08-23 2013-09-13
  14. NEP-GRO: Economic Growth (1) 2014-01-10
  15. 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
  16. NEP-INT: International Trade (2) 2009-09-26 2012-07-14
  17. NEP-MAC: Macroeconomics (4) 2010-05-02 2011-02-26 2013-11-29 2014-01-10
  18. NEP-MON: Monetary Economics (4) 2011-02-19 2011-08-09 2012-01-25 2012-06-13
  19. NEP-OPM: Open Economy Macroeconomics (14) 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 2013-03-23 2013-08-23. Author is listed
  20. NEP-TRA: Transition Economics (1) 2009-02-07

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