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Laura Liu

Personal Details

First Name:Laura
Middle Name:
Last Name:Liu
RePEc Short-ID:pli1251
[This author has chosen not to make the email address public]
Terminal Degree:2017 Department of Economics; University of Pennsylvania (from RePEc Genealogy)


Department of Economics
University of Pittsburgh

Pittsburgh, Pennsylvania (United States)
RePEc:edi:depghus (more details at EDIRC)

Research output

Jump to: Working papers Articles Chapters

Working papers

  1. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891,, revised Dec 2023.
  2. Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117,, revised Jul 2022.
  3. Laura Liu & Mikkel Plagborg-M{o}ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers 2101.04771,, revised Jun 2022.
  4. Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
  5. Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020. "Panel Forecasts of Country-Level Covid-19 Infectionsliu," CEPR Discussion Papers 14790, C.E.P.R. Discussion Papers.
  6. Laura Liu & Christian Matthes & Katerina Petrova, 2018. "Monetary Policy across Space and Time," Working Paper 18-14, Federal Reserve Bank of Richmond.
  7. Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178,, revised Oct 2021.
  8. Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," NBER Working Papers 23685, National Bureau of Economic Research, Inc.
  9. Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
  10. Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193,
  11. Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," Koç University-TUSIAD Economic Research Forum Working Papers 1512, Koc University-TUSIAD Economic Research Forum.

    repec:pri:econom:2021-68 is not listed on IDEAS


  1. Evans, D.L. & Falagán, N. & Hardman, C.A. & Kourmpetli, S. & Liu, L. & Mead, B.R. & Davies, J.A.C., 2022. "Ecosystem service delivery by urban agriculture and green infrastructure – a systematic review," Ecosystem Services, Elsevier, vol. 54(C).
  2. Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021. "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
  3. Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
  4. Laura Liu & Christian Matthes & Katerina Petrova & Jessica Sackett Romero, 2019. "Monetary Policy across Space and Time," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue August.
  5. Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Estimating global bank network connectedness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.


  1. Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 4, pages 097-136, Central Bank of Chile.

More information

Research fields, statistics, top rankings, if available.


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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 22 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-FOR: Forecasting (12) 2017-10-08 2018-05-28 2018-06-18 2018-09-03 2018-09-03 2018-10-15 2019-12-23 2020-02-03 2020-07-13 2020-12-21 2021-06-28 2021-11-29. Author is listed
  2. NEP-ORE: Operations Research (10) 2018-06-18 2018-09-03 2019-12-23 2020-02-03 2020-07-13 2020-12-21 2021-01-25 2021-06-28 2021-09-27 2022-03-21. Author is listed
  3. NEP-BAN: Banking (6) 2015-08-19 2017-02-26 2019-12-23 2020-02-03 2021-11-29 2022-03-21. Author is listed
  4. NEP-ECM: Econometrics (6) 2017-10-08 2018-05-28 2018-09-03 2019-12-23 2021-01-25 2021-05-31. Author is listed
  5. NEP-MAC: Macroeconomics (6) 2017-10-08 2018-09-03 2018-10-15 2018-10-15 2020-07-13 2022-03-21. Author is listed
  6. NEP-NET: Network Economics (5) 2015-08-19 2017-02-26 2017-08-27 2017-10-22 2018-09-03. Author is listed
  7. NEP-ETS: Econometric Time Series (2) 2017-10-08 2018-09-03
  8. NEP-CBA: Central Banking (1) 2018-10-15
  9. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  10. NEP-DCM: Discrete Choice Models (1) 2021-05-31
  11. NEP-DGE: Dynamic General Equilibrium (1) 2021-09-27
  12. NEP-EEC: European Economics (1) 2018-10-15
  13. NEP-ISF: Islamic Finance (1) 2021-09-27
  14. NEP-MON: Monetary Economics (1) 2018-10-15


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