Alexander Chudik
Personal Details
First Name: | Alexander |
Middle Name: | |
Last Name: | Chudik |
Suffix: | |
RePEc Short-ID: | pch972 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/alexanderchudik/ | |
Affiliation
Economic Research Department
Federal Reserve Bank of Dallas
Dallas, Texas (United States)http://www.dallasfed.org/research.cfm
RePEc:edi:efrbdus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Chi-Young Choi & Alexander Chudik & Aaron Smallwood, 2024. "Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply," Globalization Institute Working Papers 426, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023.
"Variable Selection in High Dimensional Linear Regressions with Parameter Instability,"
Papers
2312.15494, arXiv.org, revised Jul 2024.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
- Chi-Young Choi & Alexander Chudik, 2023. "Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels," Globalization Institute Working Papers 423, Federal Reserve Bank of Dallas, revised 08 May 2024.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023.
"Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels,"
Papers
2311.02196, arXiv.org.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021. "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers 409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022.
"Revisiting the Great Ratios Hypothesis,"
BCAM Working Papers
2203, Birkbeck Centre for Applied Macroeconomics.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Revisiting the Great Ratios Hypothesis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1023-1047, October.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," Globalization Institute Working Papers 415, Federal Reserve Bank of Dallas, revised 14 Apr 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," CESifo Working Paper Series 9625, CESifo.
- Chudik, A. & Pesaran, M. H. & Smith, R. P., 2022. "Revisiting the Great Ratios Hypothesis," Cambridge Working Papers in Economics 2215, Faculty of Economics, University of Cambridge.
- Chudik, A. & Pesaran, M. H. & Rebucci, A., 2022.
"Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe,"
Cambridge Working Papers in Economics
2230, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2023. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 474-508, June.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Globalization Institute Working Papers 414, Federal Reserve Bank of Dallas, revised 12 Jul 2022.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022. "Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe," CESifo Working Paper Series 9754, CESifo.
- Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem, 2021.
"COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing,"
CEPR Discussion Papers
15993, C.E.P.R. Discussion Papers.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," NBER Working Papers 28629, National Bureau of Economic Research, Inc.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," Globalization Institute Working Papers 407, Federal Reserve Bank of Dallas.
- Chudik, A. & Mohaddes, K. & Raissi, M., 2021.
"Covid-19 Fiscal Support and its Effectiveness,"
Cambridge Working Papers in Economics
2116, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Mohaddes, Kamiar & Raissi, Mehdi, 2021. "Covid-19 fiscal support and its effectiveness," Economics Letters, Elsevier, vol. 205(C).
- Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021. "Covid-19 fiscal support and its effectiveness," CAMA Working Papers 2021-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021. "COVID-19 Fiscal Support and Its Effectiveness," Globalization Institute Working Papers 408, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021. "COVID-19 Fiscal Support and Its Effectiveness," Working Papers 1465, Economic Research Forum, revised 20 Mar 2021.
- Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A., 2020.
"A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model,"
Cambridge Working Papers in Economics
2088, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi & Rebucci, Alessandro, 2021. "A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CESifo Working Paper Series 8588, CESifo.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model," Globalization Institute Working Papers 402, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers 27855, National Bureau of Economic Research, Inc.
- Rebucci, Alessandro & Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CEPR Discussion Papers 15312, C.E.P.R. Discussion Papers.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model," CAMA Working Papers 2020-85, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," Working Papers 1406, Economic Research Forum, revised 20 Oct 2020.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2020.
"Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries,"
CESifo Working Paper Series
8243, CESifo.
- Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem, 2020. "Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries," CEPR Discussion Papers 14646, C.E.P.R. Discussion Papers.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2020. "Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries," NBER Working Papers 27039, National Bureau of Economic Research, Inc.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2020. "Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries," Globalization Institute Working Papers 382, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks," CESifo Working Paper Series 8475, CESifo.
- Chi-Young Choi & Alexander Chudik, 2019.
"Estimating Impulse Response Functions When the Shock Series Is Observed,"
Globalization Institute Working Papers
353, Federal Reserve Bank of Dallas.
- Choi, Chi-Young & Chudik, Alexander, 2019. "Estimating impulse response functions when the shock series is observed," Economics Letters, Elsevier, vol. 180(C), pages 71-75.
- Chudik, Alexander & Georgiadis, Georgios, 2019.
"Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables,"
Working Paper Series
2307, European Central Bank.
- Alexander Chudik & Georgios Georgiadis, 2022. "Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 965-979, June.
- Alexander Chudik & Georgios Georgiadis, 2019. "Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables," Globalization Institute Working Papers 356, Federal Reserve Bank of Dallas.
- Alexander Chudik & Janet Koech & Mark A. Wynne, 2018.
"The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas,"
Globalization Institute Working Papers
343, Federal Reserve Bank of Dallas.
- Alexander Chudik & Janet Koech & Mark Wynne, 2021. "The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 495-517, April.
- Alexander Chudik & M. Hashem Pesaran, 2018.
"Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators,"
Globalization Institute Working Papers
349, Federal Reserve Bank of Dallas.
- Chudik, Alexander & Pesaran, M. Hashem, 2019. "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, vol. 175(C), pages 101-105.
- Chudik, A. & Pesaran, H. & Mohaddes, K., 2018.
"Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR,"
Cambridge Working Papers in Economics
1874, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes, 2020. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 143-189, Emerald Group Publishing Limited.
- Alexander Chudik & Mohammad Hashem Pesaran & Kamiar Mohaddes, 2019. "Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR," Working Papers 1286, Economic Research Forum, revised 2019.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran, 2018. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," Globalization Institute Working Papers 351, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes, 2019. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," CESifo Working Paper Series 7454, CESifo.
- Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes, 2019. "Identifying global and national output and fiscal policy shocks using a GVAR," CAMA Working Papers 2019-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alexander Chudik & M. Hashem Pesaran, 2017. "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas, revised 27 Mar 2021.
- Chi-Young Choi & Alexander Chudik, 2017. "Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data," Globalization Institute Working Papers 330, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
- Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers 281, Federal Reserve Bank of Dallas.
- Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016.
"A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models,"
Cambridge Working Papers in Economics
1677, Faculty of Economics, University of Cambridge.
- A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018. "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models," Econometrica, Econometric Society, vol. 86(4), pages 1479-1512, July.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers 290, Federal Reserve Bank of Dallas.
- A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016.
"Big Data Analytics: A New Perspective,"
Cambridge Working Papers in Economics
1611, Faculty of Economics, University of Cambridge.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," CESifo Working Paper Series 5824, CESifo.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
"Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors,"
Cambridge Working Papers in Economics
1501, Faculty of Economics, University of Cambridge.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2016. "Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors," Advances in Econometrics, in: Essays in Honor of man Ullah, volume 36, pages 85-135, Emerald Group Publishing Limited.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors," Globalization Institute Working Papers 223, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
"Is There a Debt-threshold Effect on Output Growth?,"
Cambridge Working Papers in Economics
1520, Faculty of Economics, University of Cambridge.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2017. "Is There a Debt-Threshold Effect on Output Growth?," The Review of Economics and Statistics, MIT Press, vol. 99(1), pages 135-150, March.
- Mr. Alexander Chudik & Mr. Kamiar Mohaddes & M. Hashem Pesaran & Mr. Mehdi Raissi, 2015. "Is There a Debt-threshold Effect on Output Growth?," IMF Working Papers 2015/197, International Monetary Fund.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Is there a debt-threshold effect on output growth?," Globalization Institute Working Papers 245, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Is there a Debt-Threshold Effect on Output Growth?," CESifo Working Paper Series 5434, CESifo.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
"A Multi-Country Approach to Forecasting Output Growth Using PMIs,"
CESifo Working Paper Series
5100, CESifo.
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016. "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and Practice of GVAR Modeling,"
Cambridge Working Papers in Economics
1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Ca' Zorzi, Michele & Chudik, Alexander, 2013.
"Spatial considerations on the PPP debate,"
Working Paper Series
1534, European Central Bank.
- Michele Ca' Zorzi & Alexander Chudik, 2013. "Spatial considerations on the PPP debate," Globalization Institute Working Papers 138, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013.
"Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models,"
Cambridge Working Papers in Economics
1350, Faculty of Economics, University of Cambridge.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013. "Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models," Working Papers 817, Economic Research Forum, revised Dec 2013.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013. "Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models," Globalization Institute Working Papers 162, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013. "Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models," CESifo Working Paper Series 4508, CESifo.
- Alexander Chudik & Vanessa Smith, 2013. "The GVAR approach and the dominance of the U.S. economy," Globalization Institute Working Papers 136, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2013.
"Large Panel Data Models with Cross-Sectional Dependence: A Survey,"
CESifo Working Paper Series
4371, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization Institute Working Papers 153, Federal Reserve Bank of Dallas.
- Pesaran, Hashem & Chudik, Alexander, 2013.
"Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors,"
Cambridge Working Papers in Economics
1317, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Pesaran, M. Hashem, 2015. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
- 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.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Globalization Institute Working Papers 146, Federal Reserve Bank of Dallas.
- Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2012.
"The perils of aggregating foreign variables in panel data models,"
Working Paper Series
1444, European Central Bank.
- Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "The perils of aggregating foreign variables in panel data models," Globalization Institute Working Papers 111, Federal Reserve Bank of Dallas.
- 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 Institute Working Papers 107, Federal Reserve Bank of Dallas.
- Alexander Chudik, 2012.
"A simple model of price dispersion,"
Globalization Institute Working Papers
112, Federal Reserve Bank of Dallas.
- Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
- Fratzscher, Marcel & Chudik, Alexander, 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.
- Fratzscher, Marcel & Chudik, Alexander, 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.
- Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2012.
"Thousands of models, one story: current account imbalances in the global economy,"
Working Paper Series
1441, European Central Bank.
- 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.
- Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2011. "Thousands of models, one story: current account imbalances in the global economy," Globalization Institute Working Papers 100, Federal Reserve Bank of Dallas.
- Michele Ca' Zorzi & Alistair Dieppe & Alex Chudik, 2011. "Thousands of Models, One Story: Current Account Imbalances in the Global Economy," EcoMod2011 3184, EcoMod.
- Chudik, Alexander & Bussière, Matthieu & 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.
- 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.
- 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 1-48, April.
- Matthieu Bussiere & Alexander Chudik & Arnaud Mehl, 2011. "How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?," Globalization Institute Working Papers 102, Federal Reserve Bank of Dallas.
- Fidora, Michael & Chudik, Alexander, 2011. "Using the global dimension to identify shocks with sign restrictions," Working Paper Series 1318, European Central Bank.
- Pesaran, M.H. & Chudik, A., 2011.
"Aggregation in Large Dynamic Panels,"
Cambridge Working Papers in Economics
1118, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Chudik, Alexander, 2014. "Aggregation in large dynamic panels," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
- Alexander Chudik & M. Hashem Pesaran, 2011. "Aggregation in large dynamic panels," Globalization Institute Working Papers 101, Federal Reserve Bank of Dallas.
- Pesaran, M. Hashem & Chudik, Alexander, 2011. "Aggregation in Large Dynamic Panels," IZA Discussion Papers 5478, Institute of Labor Economics (IZA).
- Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo.
- Straub, Roland & Chudik, Alexander, 2010.
"Size, openness, and macroeconomic interdependence,"
Working Paper Series
1172, European Central Bank.
- Alexander Chudik & Roland Straub, 2017. "Size, Openness, And Macroeconomic Interdependence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(1), pages 33-55, February.
- Alexander Chudik & Roland Straub, 2011. "Size, openness, and macroeconomic interdependence," Globalization Institute Working Papers 103, Federal Reserve Bank of Dallas.
- Fratzscher, Marcel & Chudik, Alexander, 2010.
"Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model,"
CEPR Discussion Papers
8093, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Chudik, Alexander, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series 1285, European Central Bank.
- Pesaran, M.H. & Chudik, A., 2010.
"Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit,"
Cambridge Working Papers in Economics
1024, Faculty of Economics, University of Cambridge.
- 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.
- Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
- M. Hashem Pesaran & Alexander Chudik, 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series 3055, CESifo.
- 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.
- Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2009. "Current account benchmarks for central and eastern Europe: a desperate search?," Working Paper Series 995, European Central Bank.
- Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009.
"Weak and Strong Cross Section Dependence and Estimation of Large Panels,"
Cambridge Working Papers in Economics
0924, Faculty of Economics, University of Cambridge.
- 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, pages 45-90, February.
- 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 45-90, February.
- 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.
- Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa, 2009. "Weak and strong cross section dependence and estimation of large panels," Working Paper Series 1100, European Central Bank.
- Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009.
"Modelling global trade flows: results from a GVAR model,"
Working Paper Series
1087, European Central Bank.
- Matthieu Bussiere & Alexander Chudik & Giulia Sestieri, 2012. "Modelling global trade flows: results from a GVAR model," Globalization Institute Working Papers 119, Federal Reserve Bank of Dallas.
- Chudik , A. & Pesaran, M.H., 2007.
"Infinite Dimensional VARs and Factor Models,"
Cambridge Working Papers in Economics
0757, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Pesaran, M. Hashem, 2011. "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.
- Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo.
- Chudik, Alexander & Pesaran, Hashem, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank.
- Chudik, Alexander & Pesaran, M. Hashem, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute of Labor Economics (IZA).
- Mr. Joannes Mongardini & Mr. Alexander Chudik, 2007. "In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries," IMF Working Papers 2007/090, International Monetary Fund.
Articles
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023.
"Revisiting the Great Ratios Hypothesis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1023-1047, October.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," Globalization Institute Working Papers 415, Federal Reserve Bank of Dallas, revised 14 Apr 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," CESifo Working Paper Series 9625, CESifo.
- Chudik, A. & Pesaran, M. H. & Smith, R. P., 2022. "Revisiting the Great Ratios Hypothesis," Cambridge Working Papers in Economics 2215, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," BCAM Working Papers 2203, Birkbeck Centre for Applied Macroeconomics.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2023.
"Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 474-508, June.
- Chudik, A. & Pesaran, M. H. & Rebucci, A., 2022. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Cambridge Working Papers in Economics 2230, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Globalization Institute Working Papers 414, Federal Reserve Bank of Dallas, revised 12 Jul 2022.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022. "Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe," CESifo Working Paper Series 9754, CESifo.
- Alexander Chudik & Georgios Georgiadis, 2022.
"Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 965-979, June.
- Alexander Chudik & Georgios Georgiadis, 2019. "Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables," Globalization Institute Working Papers 356, Federal Reserve Bank of Dallas.
- Chudik, Alexander & Georgiadis, Georgios, 2019. "Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables," Working Paper Series 2307, European Central Bank.
- Alexander Chudik & M. Hashem Pesaran, 2022. "An augmented Anderson–Hsiao estimator for dynamic short-T panels†," Econometric Reviews, Taylor & Francis Journals, vol. 41(4), pages 416-447, April.
- Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi & Rebucci, Alessandro, 2021.
"A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CESifo Working Paper Series 8588, CESifo.
- Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A., 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," Cambridge Working Papers in Economics 2088, Faculty of Economics, University of Cambridge.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model," Globalization Institute Working Papers 402, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers 27855, National Bureau of Economic Research, Inc.
- Rebucci, Alessandro & Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CEPR Discussion Papers 15312, C.E.P.R. Discussion Papers.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model," CAMA Working Papers 2020-85, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," Working Papers 1406, Economic Research Forum, revised 20 Oct 2020.
- Chudik, Alexander & Mohaddes, Kamiar & Raissi, Mehdi, 2021.
"Covid-19 fiscal support and its effectiveness,"
Economics Letters, Elsevier, vol. 205(C).
- Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021. "Covid-19 fiscal support and its effectiveness," CAMA Working Papers 2021-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021. "COVID-19 Fiscal Support and Its Effectiveness," Globalization Institute Working Papers 408, Federal Reserve Bank of Dallas.
- Chudik, A. & Mohaddes, K. & Raissi, M., 2021. "Covid-19 Fiscal Support and its Effectiveness," Cambridge Working Papers in Economics 2116, Faculty of Economics, University of Cambridge.
- Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021. "COVID-19 Fiscal Support and Its Effectiveness," Working Papers 1465, Economic Research Forum, revised 20 Mar 2021.
- Alexander Chudik & Janet Koech & Mark Wynne, 2021.
"The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 495-517, April.
- Alexander Chudik & Janet Koech & Mark A. Wynne, 2018. "The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas," Globalization Institute Working Papers 343, Federal Reserve Bank of Dallas.
- Chi‐Young Choi & Horag Choi & Alexander Chudik, 2020. "Regional inequality in the U.S.: Evidence from city‐level purchasing power," Journal of Regional Science, Wiley Blackwell, vol. 60(4), pages 738-774, September.
- Chudik, Alexander & Pesaran, M. Hashem, 2019.
"Mean group estimation in presence of weakly cross-correlated estimators,"
Economics Letters, Elsevier, vol. 175(C), pages 101-105.
- Alexander Chudik & M. Hashem Pesaran, 2018. "Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators," Globalization Institute Working Papers 349, Federal Reserve Bank of Dallas.
- Choi, Chi-Young & Chudik, Alexander, 2019.
"Estimating impulse response functions when the shock series is observed,"
Economics Letters, Elsevier, vol. 180(C), pages 71-75.
- Chi-Young Choi & Alexander Chudik, 2019. "Estimating Impulse Response Functions When the Shock Series Is Observed," Globalization Institute Working Papers 353, Federal Reserve Bank of Dallas.
- A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018.
"A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models,"
Econometrica, Econometric Society, vol. 86(4), pages 1479-1512, July.
- Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016. "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics 1677, Faculty of Economics, University of Cambridge.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers 290, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2018. "Rising Public Debt to GDP Can Harm Economic Growth," Economic Letter, Federal Reserve Bank of Dallas, vol. 13(3), pages 1-4, March.
- Alexander Chudik & Janet Koech & Mark A. Wynne, 2018. "Global, National Business Cycles and Energy Explain Texas Metro Growth," Economic Letter, Federal Reserve Bank of Dallas, vol. 13(4), pages 1-4, March.
- Alexander Chudik & Janet Koech & Mark A. Wynne, 2017. "Global and National Shocks Explain A Large Share of State Job Growth," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(10), pages 1-4, October.
- Alexander Chudik & Roland Straub, 2017.
"Size, Openness, And Macroeconomic Interdependence,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(1), pages 33-55, February.
- Straub, Roland & Chudik, Alexander, 2010. "Size, openness, and macroeconomic interdependence," Working Paper Series 1172, European Central Bank.
- Alexander Chudik & Roland Straub, 2011. "Size, openness, and macroeconomic interdependence," Globalization Institute Working Papers 103, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2017.
"Is There a Debt-Threshold Effect on Output Growth?,"
The Review of Economics and Statistics, MIT Press, vol. 99(1), pages 135-150, March.
- Mr. Alexander Chudik & Mr. Kamiar Mohaddes & M. Hashem Pesaran & Mr. Mehdi Raissi, 2015. "Is There a Debt-threshold Effect on Output Growth?," IMF Working Papers 2015/197, International Monetary Fund.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Is there a debt-threshold effect on output growth?," Globalization Institute Working Papers 245, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Is there a Debt-Threshold Effect on Output Growth?," CESifo Working Paper Series 5434, CESifo.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Is There a Debt-threshold Effect on Output Growth?," Cambridge Working Papers in Economics 1520, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016.
"A multi-country approach to forecasting output growth using PMIs,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series 5100, CESifo.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
- Alexander Chudik & Arthur Hinojosa, 2016. "Impact of Chinese slowdown on U.S. no longer negligible," Economic Letter, Federal Reserve Bank of Dallas, vol. 11(5), pages 1-4, May.
- Alexander Chudik & Valerie Grossman & Enrique Martínez García, 2016. "Risk, uncertainty separately cloud global growth forecasting," Economic Letter, Federal Reserve Bank of Dallas, vol. 11(9), pages 1-4, July.
- Alexander Chudik & Janet Koech, 2015. "Cheaper crude oil affects consumer prices unevenly," Economic Letter, Federal Reserve Bank of Dallas, vol. 10(11), pages 1-4, December.
- Chudik, Alexander & Pesaran, M. Hashem, 2015.
"Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
- 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.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Globalization Institute Working Papers 146, Federal Reserve Bank of Dallas.
- Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Chudik, Alexander, 2014.
"Aggregation in large dynamic panels,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
- Alexander Chudik & M. Hashem Pesaran, 2011. "Aggregation in large dynamic panels," Globalization Institute Working Papers 101, Federal Reserve Bank of Dallas.
- Pesaran, M. Hashem & Chudik, Alexander, 2011. "Aggregation in Large Dynamic Panels," IZA Discussion Papers 5478, Institute of Labor Economics (IZA).
- Pesaran, M.H. & Chudik, A., 2011. "Aggregation in Large Dynamic Panels," Cambridge Working Papers in Economics 1118, Faculty of Economics, University of Cambridge.
- Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo.
- Michele Ca' Zorzi & Chi-Young Choi & Alexander Chudik, 2014. "Consuming price differences persist among eight Texas cities," Economic Letter, Federal Reserve Bank of Dallas, vol. 9(14), pages 1-4, December.
- Alexander Chudik, 2014. "Toward a Better Understanding of Macroeconomic Interdependence," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 16-21.
- 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 1-48, April.
- Matthieu Bussiere & Alexander Chudik & Arnaud Mehl, 2011. "How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?," Globalization Institute Working Papers 102, Federal Reserve Bank of Dallas.
- 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.
- Matthieu Bussiere & Alexander Chudik & Giulia Sestieri, 2013. "Economic shocks reverberate in world of interconnected trade ties," Economic Letter, Federal Reserve Bank of Dallas, vol. 8(6), July.
- Matthieu Bussiere & Alexander Chudik & Arnaud Mehl, 2013. "The euro and global turbulence: member countries gain stability," Economic Letter, Federal Reserve Bank of Dallas, vol. 8(11), December.
- 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.
- Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
- Pesaran, M.H. & Chudik, A., 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Alexander Chudik, 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series 3055, CESifo.
- Chudik, Alexander, 2012.
"A simple model of price dispersion,"
Economics Letters, Elsevier, vol. 117(1), pages 344-347.
- Alexander Chudik, 2012. "A simple model of price dispersion," Globalization Institute Working Papers 112, Federal Reserve Bank of Dallas.
- 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.
- Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2011. "Thousands of models, one story: current account imbalances in the global economy," Globalization Institute Working Papers 100, Federal Reserve Bank of Dallas.
- Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2012. "Thousands of models, one story: current account imbalances in the global economy," Working Paper Series 1441, European Central Bank.
- Michele Ca' Zorzi & Alistair Dieppe & Alex Chudik, 2011. "Thousands of Models, One Story: Current Account Imbalances in the Global Economy," EcoMod2011 3184, EcoMod.
- Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
- Alexander Chudik & Michael Fidora, 2012. "How the global perspective can help us identify structural shocks," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
- Chudik, Alexander & Pesaran, M. Hashem, 2011.
"Infinite-dimensional VARs and factor models,"
Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.
- Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo.
- Chudik, Alexander & Pesaran, Hashem, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank.
- Chudik, Alexander & Pesaran, M. Hashem, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute of Labor Economics (IZA).
- Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge.
- 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 45-90, February.
- 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, pages 45-90, February.
- Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.
- 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.
- Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa, 2009. "Weak and strong cross section dependence and estimation of large panels," Working Paper Series 1100, European Central Bank.
- 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.
Chapters
- Alexander Chudik & Cheng Hsiao & Allan Timmermann, 2022. "Introduction," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 1-6, Emerald Group Publishing Limited.
- Alexander Chudik & Cheng Hsiao & Allan Timmermann, 2022. "Introduction," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 1-5, Emerald Group Publishing Limited.
- Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes, 2020.
"Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR,"
Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 143-189,
Emerald Group Publishing Limited.
- Alexander Chudik & Mohammad Hashem Pesaran & Kamiar Mohaddes, 2019. "Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR," Working Papers 1286, Economic Research Forum, revised 2019.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran, 2018. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," Globalization Institute Working Papers 351, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes, 2019. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," CESifo Working Paper Series 7454, CESifo.
- Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes, 2019. "Identifying global and national output and fiscal policy shocks using a GVAR," CAMA Working Papers 2019-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chudik, A. & Pesaran, H. & Mohaddes, K., 2018. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," Cambridge Working Papers in Economics 1874, Faculty of Economics, University of Cambridge.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2016.
"Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors,"
Advances in Econometrics, in: Essays in Honor of man Ullah, volume 36, pages 85-135,
Emerald Group Publishing Limited.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors," Globalization Institute Working Papers 223, Federal Reserve Bank of Dallas.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors," Cambridge Working Papers in Economics 1501, Faculty of Economics, University of Cambridge.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 84 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (27) 2010-05-02 2011-02-26 2013-11-29 2014-01-10 2015-01-14 2015-08-19 2015-08-19 2017-11-26 2018-09-10 2019-01-14 2019-01-28 2019-02-04 2019-02-04 2019-04-22 2020-10-12 2020-10-19 2020-10-26 2020-10-26 2020-11-02 2021-03-08 2021-03-22 2021-04-19 2021-05-24 2022-02-14 2022-04-11 2022-05-02 2023-10-09. Author is listed
- NEP-ECM: Econometrics (26) 2007-12-15 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 2015-01-14 2015-02-28 2016-03-10 2017-01-01 2017-02-05 2017-11-05 2018-11-26 2019-04-15 2019-04-22 2020-09-14 2021-07-12 2022-04-11 2023-10-09. Author is listed
- NEP-ETS: Econometric Time Series (19) 2007-12-15 2008-01-05 2009-07-28 2010-05-29 2010-06-04 2011-02-26 2011-06-04 2012-01-25 2013-05-24 2014-06-14 2017-11-05 2017-11-26 2019-01-28 2019-04-15 2019-04-22 2020-09-14 2021-07-12 2022-04-11 2023-02-20. Author is listed
- NEP-ORE: Operations Research (19) 2016-03-10 2016-06-04 2017-01-01 2017-02-05 2017-02-05 2017-11-05 2017-11-26 2018-11-26 2019-04-22 2019-08-26 2020-04-27 2020-09-14 2020-09-14 2021-04-12 2021-04-12 2021-07-12 2022-04-11 2022-04-11 2022-05-02. Author is listed
- NEP-OPM: Open Economy Macroeconomics (18) 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 2020-10-12 2020-10-19 2020-10-26 2020-11-02 2021-05-24. Author is listed
- NEP-CBA: Central Banking (13) 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
- NEP-IFN: International Finance (6) 2010-02-20 2011-01-16 2011-02-19 2011-04-16 2012-03-28 2012-06-13. Author is listed
- NEP-SEA: South East Asia (6) 2020-10-12 2020-10-19 2020-10-26 2020-10-26 2020-11-02 2021-05-24. Author is listed
- NEP-EEC: European Economics (5) 2011-08-09 2012-01-25 2021-03-22 2022-02-14 2022-07-11. Author is listed
- NEP-FOR: Forecasting (5) 2015-01-14 2020-09-14 2020-09-14 2023-02-20 2024-01-15. Author is listed
- NEP-GRO: Economic Growth (5) 2014-01-10 2015-08-19 2015-08-19 2022-04-11 2022-05-02. Author is listed
- NEP-INT: International Trade (5) 2009-09-26 2012-07-14 2018-09-10 2020-10-26 2020-11-02. Author is listed
- NEP-MON: Monetary Economics (4) 2011-02-19 2011-08-09 2012-01-25 2012-06-13
- NEP-BAN: Banking (3) 2011-01-16 2022-04-11 2022-04-11
- NEP-ENE: Energy Economics (3) 2011-04-16 2019-08-26 2023-10-09
- NEP-FDG: Financial Development and Growth (3) 2013-11-29 2014-01-10 2015-08-19
- NEP-GEO: Economic Geography (3) 2013-08-23 2013-09-13 2017-11-26
- NEP-CWA: Central and Western Asia (2) 2021-04-05 2021-04-19
- NEP-DGE: Dynamic General Equilibrium (2) 2010-05-02 2012-06-13
- NEP-GEN: Gender (2) 2020-05-11 2020-05-11
- NEP-URE: Urban and Real Estate Economics (2) 2017-11-26 2024-06-17
- NEP-BEC: Business Economics (1) 2012-01-25
- NEP-CIS: Confederation of Independent States (1) 2011-02-19
- NEP-FMK: Financial Markets (1) 2011-01-16
- NEP-HEA: Health Economics (1) 2022-06-20
- NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
- NEP-ICT: Information and Communication Technologies (1) 2019-04-22
- NEP-PBE: Public Economics (1) 2015-08-19
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