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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

Globalization and Monetary Policy Institute
Economic Research Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://www.dallasfed.org/institute.cfm

:


RePEc:edi:cfrbdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Chudik, Alexander & Pesaran, M. Hashem & Mohaddes, Kamiar, 2018. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," Globalization Institute Working Papers 351, Federal Reserve Bank of Dallas.
  2. Chudik, Alexander & Koech, Janet & Wynne, Mark A., 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.
  3. Chudik, Alexander & Pesaran, M. Hashem, 2018. "Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators," Globalization Institute Working Papers 349, Federal Reserve Bank of Dallas.
  4. Chudik, Alexander & Pesaran, M. Hashem, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas.
  5. Choi, Chi-Young & Chudik, Alexander, 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.
  6. Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
  7. Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers 281, Federal Reserve Bank of Dallas.
  8. Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 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.
  9. Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2015. "Is there a debt-threshold effect on output growth?," Globalization Institute Working Papers 245, Federal Reserve Bank of Dallas.
  10. Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 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.
  11. Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
  12. Chudik, Alexander & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
  13. Michele Ca'Zorzi & Alexander Chudik, 2013. "Spatial considerations on the PPP debate," Globalization Institute Working Papers 138, Federal Reserve Bank of Dallas.
  14. Chudik, Alexander & Pesaran, M. Hashem, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization Institute Working Papers 153, Federal Reserve Bank of Dallas.
  15. 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.
  16. 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.
  17. 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 Institute Working Papers 162, Federal Reserve Bank of Dallas.
  18. 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.
  19. Chudik, Alexander, 2012. "A simple model of price dispersion," Globalization Institute Working Papers 112, Federal Reserve Bank of Dallas.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo Group Munich.
  25. 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.
  26. Zorzi, Michele Ca' & Chudik, Alexander & Dieppe, Alistair, 2011. "Thousands of models, one story: current account imbalances in the global economy," Globalization Institute Working Papers 100, Federal Reserve Bank of Dallas.
  27. 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.
  28. Fidora, Michael & Chudik, Alexander, 2011. "Using the global dimension to identify shocks with sign restrictions," Working Paper Series 1318, European Central Bank.
  29. Straub, Roland & Chudik, Alexander, 2010. "Size, openness, and macroeconomic interdependence," Working Paper Series 1172, European Central Bank.
  30. 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.
  31. Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
  32. 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.
  33. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
  34. 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.
  35. 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.
  36. Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo Group Munich.

Articles

  1. 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.
  2. 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.
  3. Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2018. "Rising Public Debt to GDP Can Harm Economic Growth," Economic Letter, Federal Reserve Bank of Dallas, vol. 13(3), pages 1-4, March.
  4. Chudik, Alexander & Koech, Janet & Wynne, Mark A., 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.
  5. 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, pages 33-55, February.
  6. Chudik, Alexander & Koech, Janet & Wynne, Mark A., 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.
  7. 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.
  8. 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.
  9. 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.
  10. Chudik, Alexander & Hinojosa, Arthur, 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.
  11. Chudik, Alexander & Martinez-Garcia, Enrique & Grossman, Valerie, 2016. "Risk, uncertainty separately cloud global growth forecasting," Economic Letter, Federal Reserve Bank of Dallas, vol. 11(9), pages 1-4, July.
  12. Chudik, Alexander & Koech, Janet, 2015. "Cheaper crude oil affects consumer prices unevenly," Economic Letter, Federal Reserve Bank of Dallas, vol. 10(11), pages 1-4, December.
  13. 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.
  14. Pesaran, M. Hashem & Chudik, Alexander, 2014. "Aggregation in large dynamic panels," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
  15. Ca'Zorzi, Michele & Chudik, Alexander & Choi, Chi-Young, 2014. "Consuming price differences persist among eight Texas cities," Economic Letter, Federal Reserve Bank of Dallas, vol. 9(14), pages 1-4, December.
  16. Chudik, Alexander, 2014. "Toward a Better Understanding of Macroeconomic Interdependence," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute, pages 16-21.
  17. 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.
  18. 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).
  19. 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.
  20. 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.
  21. Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
  22. 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.
  23. Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
  24. Alexander Chudik & Michael Fidora, 2012. "How the global perspective can help us identify structural shocks," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
  25. Chudik, Alexander & Pesaran, M. Hashem, 2011. "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.
  26. 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.
  27. 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

  1. 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 Aman Ullah, volume 36, pages 85-135 Emerald Publishing Ltd.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. h-index
  8. Number of Abstract Views in RePEc Services over the past 12 months
  9. Number of Downloads through RePEc Services over the past 12 months
  10. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  11. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  12. Closeness measure in co-authorship network
  13. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 53 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.
  1. NEP-ECM: Econometrics (20) 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. Author is listed
  2. NEP-CBA: Central Banking (14) 2007-05-04 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
  3. NEP-OPM: Open Economy Macroeconomics (13) 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
  4. NEP-ETS: Econometric Time Series (12) 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. Author is listed
  5. NEP-MAC: Macroeconomics (11) 2010-05-02 2011-02-26 2013-11-29 2014-01-10 2015-01-14 2015-08-19 2015-08-19 2015-09-26 2017-11-26 2018-09-10 2019-01-14. Author is listed
  6. NEP-ORE: Operations Research (8) 2016-03-10 2016-06-04 2017-01-01 2017-02-05 2017-02-05 2017-11-05 2017-11-26 2018-11-26. Author is listed
  7. NEP-IFN: International Finance (7) 2007-05-04 2010-02-20 2011-01-16 2011-02-19 2011-04-16 2012-03-28 2012-06-13. Author is listed
  8. NEP-FDG: Financial Development & Growth (4) 2013-11-29 2014-01-10 2015-08-19 2015-09-26
  9. NEP-GRO: Economic Growth (4) 2014-01-10 2015-08-19 2015-08-19 2015-09-26
  10. NEP-MON: Monetary Economics (4) 2011-02-19 2011-08-09 2012-01-25 2012-06-13
  11. NEP-GEO: Economic Geography (3) 2013-08-23 2013-09-13 2017-11-26
  12. NEP-INT: International Trade (3) 2009-09-26 2012-07-14 2018-09-10
  13. NEP-DGE: Dynamic General Equilibrium (2) 2010-05-02 2012-06-13
  14. NEP-EEC: European Economics (2) 2011-08-09 2012-01-25
  15. NEP-PBE: Public Economics (2) 2015-08-19 2015-09-26
  16. NEP-AFR: Africa (1) 2007-05-04
  17. NEP-BAN: Banking (1) 2011-01-16
  18. NEP-BEC: Business Economics (1) 2012-01-25
  19. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  20. NEP-ENE: Energy Economics (1) 2011-04-16
  21. NEP-FMK: Financial Markets (1) 2011-01-16
  22. NEP-FOR: Forecasting (1) 2015-01-14
  23. NEP-URE: Urban & Real Estate Economics (1) 2017-11-26

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