IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Alexander Chudik

This is information that was supplied by Alexander Chudik in registering through RePEc. If you are Alexander Chudik , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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]
http://www.dallasfed.org/research/economists/chudik.cfm
in new window
  1. Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization and Monetary Policy Institute Working Paper 281, Federal Reserve Bank of Dallas.
  2. Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "Big data analytics: a new perspective," Globalization and Monetary Policy Institute Working Paper 268, Federal Reserve Bank of Dallas.
  3. Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2015. "Is there a debt-threshold effect on output growth?," Globalization and Monetary Policy Institute Working Paper 245, Federal Reserve Bank of Dallas.
  4. 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 and Monetary Policy Institute Working Paper 223, Federal Reserve Bank of Dallas.
  5. Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization and Monetary Policy Institute Working Paper 213, Federal Reserve Bank of Dallas.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Chudik, Alexander & Pesaran, M. Hashem, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization and Monetary Policy Institute Working Paper 153, Federal Reserve Bank of Dallas.
  12. 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.
  13. Chudik, Alexander, 2012. "A simple model of price dispersion," Globalization and Monetary Policy Institute Working Paper 112, Federal Reserve Bank of Dallas.
  14. 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.
  15. 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.
  16. 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.
  17. Zorzi, Michele Ca' & Chudik, Alexander & Dieppe, Alistair, 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.
  18. Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo Group Munich.
  19. Chudik, Alexander & Fidora, Michael, 2011. "Using the global dimension to identify shocks with sign restrictions," Working Paper Series 1318, European Central Bank.
  20. 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.
  21. 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.
  22. 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.
  23. Chudik, Alexander & Straub, Roland, 2010. "Size, openness, and macroeconomic interdependence," Working Paper Series 1172, European Central Bank.
  24. 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.
  25. Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
  26. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
  27. 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.
  28. Chudik, Alexander & Pesaran, Hashem, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 0998, European Central Bank.
  29. 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.
  30. 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.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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, December.
  6. Pesaran, M. Hashem & Chudik, Alexander, 2014. "Aggregation in large dynamic panels," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.
  7. 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.
  8. 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).
  9. 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.
  10. 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.
  11. Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
  12. Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
  13. 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.
  14. Alexander Chudik & Michael Fidora, 2012. "How the global perspective can help us identify structural shocks," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
  15. Chudik, Alexander & Pesaran, M. Hashem, 2011. "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.
  16. 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.
  17. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 45 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 (17) 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 2015-01-14 2015-02-28 2016-03-10. Author is listed
  2. 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
  3. 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
  4. 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
  5. 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
  6. NEP-MAC: Macroeconomics (8) 2010-05-02 2011-02-26 2013-11-29 2014-01-10 2015-01-14 2015-08-19 2015-08-19 2015-09-26. Author is listed
  7. NEP-FDG: Financial Development & Growth (4) 2013-11-29 2014-01-10 2015-08-19 2015-09-26
  8. NEP-GRO: Economic Growth (4) 2014-01-10 2015-08-19 2015-08-19 2015-09-26
  9. NEP-MON: Monetary Economics (4) 2011-02-19 2011-08-09 2012-01-25 2012-06-13
  10. NEP-EEC: European Economics (3) 2009-02-07 2011-08-09 2012-01-25
  11. NEP-DGE: Dynamic General Equilibrium (2) 2010-05-02 2012-06-13
  12. NEP-GEO: Economic Geography (2) 2013-08-23 2013-09-13
  13. NEP-INT: International Trade (2) 2009-09-26 2012-07-14
  14. NEP-PBE: Public Economics (2) 2015-08-19 2015-09-26
  15. NEP-AFR: Africa (1) 2007-05-04
  16. NEP-BAN: Banking (1) 2011-01-16
  17. NEP-BEC: Business Economics (1) 2012-01-25
  18. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  19. NEP-ENE: Energy Economics (1) 2011-04-16
  20. NEP-FMK: Financial Markets (1) 2011-01-16
  21. NEP-FOR: Forecasting (1) 2015-01-14
  22. NEP-ORE: Operations Research (1) 2016-03-10
  23. NEP-TRA: Transition Economics (1) 2009-02-07
For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alexander Chudik should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.