Alexander Chudik
Names
| first: |
Alexander |
| last: |
Chudik |
Identifer
Contact
Affiliations
-
Federal Reserve Bank of Dallas
/ Economic Research Department
Research profile
author of:
- Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
Papers, arXiv.org (2023)
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
(ReDIF-paper, arx:papers:2311.02196) - Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Papers, arXiv.org (2023)
by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
(ReDIF-paper, arx:papers:2312.15494) - Revisiting the Great Ratios Hypothesis
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2022)
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
(ReDIF-paper, bbk:bbkcam:2203) - How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation?
Working papers, Banque de France (2011)
by Bussi re, M. & Chudik, A. & Mehl, A.
(ReDIF-paper, bfr:banfra:336) - Theory And Practice Of Gvar Modelling
Journal of Economic Surveys, Wiley Blackwell (2016)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-article, bla:jecsur:v:30:y:2016:i:1:p:165-197) - Regional inequality in the U.S.: Evidence from city‐level purchasing power
Journal of Regional Science, Wiley Blackwell (2020)
by Chi‐Young Choi & Horag Choi & Alexander Chudik
(ReDIF-article, bla:jregsc:v:60:y:2020:i:4:p:738-774) - 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 (2021)
by Alexander Chudik & Janet Koech & Mark Wynne
(ReDIF-article, bla:obuest:v:83:y:2021:i:2:p:495-517) - Revisiting the Great Ratios Hypothesis
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023)
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
(ReDIF-article, bla:obuest:v:85:y:2023:i:5:p:1023-1047) - 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 (2013)
by Bussiere Matthieu & Chudik Alexander & Mehl Arnaud
(ReDIF-article, bpj:bejmac:v:13:y:2013:i:1:p:48:n:5) - Infinite Dimensional VARs and Factor Models
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007)
by Chudik , A. & Pesaran, M.H.
(ReDIF-paper, cam:camdae:0757) - Weak and Strong Cross Section Dependence and Estimation of Large Panels
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009)
by Chudik, A. & Pesaran, M.H. & Tosetti, E.
(ReDIF-paper, cam:camdae:0924) - Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2010)
by Pesaran, M.H. & Chudik, A.
(ReDIF-paper, cam:camdae:1024) - Aggregation in Large Dynamic Panels
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011)
by Pesaran, M.H. & Chudik, A.
(ReDIF-paper, cam:camdae:1118) - Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013)
by Pesaran, Hashem & Chudik, Alexander
(ReDIF-paper, cam:camdae:1317) - Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, cam:camdae:1350) - Theory and Practice of GVAR Modeling
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2014)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, cam:camdae:1408) - Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2015)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, cam:camdae:1501) - Is There a Debt-threshold Effect on Output Growth?
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2015)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, cam:camdae:1520) - Big Data Analytics: A New Perspective
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2016)
by A. Chudik & G. Kapetanios & M. Hashem Pesaran
(ReDIF-paper, cam:camdae:1611) - A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2016)
by Chudik, A. & Kapetanios, G. & Pesaran, Hashem
(ReDIF-paper, cam:camdae:1677) - Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018)
by Chudik, A. & Pesaran, H. & Mohaddes, K.
(ReDIF-paper, cam:camdae:1874) - A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2020)
by Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A.
(ReDIF-paper, cam:camdae:2088) - Covid-19 Fiscal Support and its Effectiveness
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2021)
by Chudik, A. & Mohaddes, K. & Raissi, M.
(ReDIF-paper, cam:camdae:2116) - Revisiting the Great Ratios Hypothesis
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022)
by Chudik, A. & Pesaran, M. H. & Smith, R. P.
(ReDIF-paper, cam:camdae:2215) - Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022)
by Chudik, A. & Pesaran, M. H. & Rebucci, A.
(ReDIF-paper, cam:camdae:2230) - Variable Selection in High Dimensional Linear Regressions with Parameter Instability
CESifo Working Paper Series, CESifo (2023)
by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
(ReDIF-paper, ces:ceswps:_10223) - Infinite Dimensional VARs and Factor Models
CESifo Working Paper Series, CESifo (2007)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_2176) - Weak and Strong Cross Section Dependence and Estimation of Large Panels
CESifo Working Paper Series, CESifo (2009)
by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti
(ReDIF-paper, ces:ceswps:_2689) - Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
CESifo Working Paper Series, CESifo (2010)
by M. Hashem Pesaran & Alexander Chudik
(ReDIF-paper, ces:ceswps:_3055) - Aggregation in Large Dynamic Panels
CESifo Working Paper Series, CESifo (2011)
by Hashem M. Pesaran & Alexander Chudik
(ReDIF-paper, ces:ceswps:_3346) - Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
CESifo Working Paper Series, CESifo (2013)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_4232) - Large Panel Data Models with Cross-Sectional Dependence: A Survey
CESifo Working Paper Series, CESifo (2013)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_4371) - Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
CESifo Working Paper Series, CESifo (2013)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, ces:ceswps:_4508) - Theory and Practice of GVAR Modeling
CESifo Working Paper Series, CESifo (2014)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_4807) - A Multi-Country Approach to Forecasting Output Growth Using PMIs
CESifo Working Paper Series, CESifo (2014)
by Alexander Chudik & Valerie Grossman & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_5100) - Is there a Debt-Threshold Effect on Output Growth?
CESifo Working Paper Series, CESifo (2015)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, ces:ceswps:_5434) - Big Data Analytics: A New Perspective
CESifo Working Paper Series, CESifo (2016)
by Alexander Chudik & George Kapetanios & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_5824) - A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
CESifo Working Paper Series, CESifo (2017)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, ces:ceswps:_6688) - Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
CESifo Working Paper Series, CESifo (2019)
by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes
(ReDIF-paper, ces:ceswps:_7454) - Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries
CESifo Working Paper Series, CESifo (2020)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, ces:ceswps:_8243) - Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks
CESifo Working Paper Series, CESifo (2020)
by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
(ReDIF-paper, ces:ceswps:_8475) - A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
CESifo Working Paper Series, CESifo (2020)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
(ReDIF-paper, ces:ceswps:_8588) - Revisiting the Great Ratios Hypothesis
CESifo Working Paper Series, CESifo (2022)
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
(ReDIF-paper, ces:ceswps:_9625) - Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe
CESifo Working Paper Series, CESifo (2022)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, ces:ceswps:_9754) - Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem
(ReDIF-paper, cpr:ceprdp:14646) - A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Rebucci, Alessandro & Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi
(ReDIF-paper, cpr:ceprdp:15312) - COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem
(ReDIF-paper, cpr:ceprdp:15993) - Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Fratzscher, Marcel & Chudik, Alexander
(ReDIF-paper, cpr:ceprdp:8093) - Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Fratzscher, Marcel & Chudik, Alexander
(ReDIF-paper, cpr:ceprdp:8787) - Modelling global trade flows: results from a GVAR model
Working Paper Series, European Central Bank (2009)
by Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia
(ReDIF-paper, ecb:ecbwps:20091087) - Weak and strong cross section dependence and estimation of large panels
Working Paper Series, European Central Bank (2009)
by Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa
(ReDIF-paper, ecb:ecbwps:20091100) - Current account benchmarks for central and eastern Europe: a desperate search?
Working Paper Series, European Central Bank (2009)
by Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:2009995) - Infinite-dimensional VARs and factor models
Working Paper Series, European Central Bank (2009)
by Chudik, Alexander & Pesaran, Hashem
(ReDIF-paper, ecb:ecbwps:2009998) - Methodological advances in the assessment of equilibrium exchange rates
Working Paper Series, European Central Bank (2010)
by Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair
(ReDIF-paper, ecb:ecbwps:20101151) - Size, openness, and macroeconomic interdependence
Working Paper Series, European Central Bank (2010)
by Straub, Roland & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20101172) - Econometric analysis of high dimensional VARs featuring a dominant unit
Working Paper Series, European Central Bank (2010)
by Pesaran, Hashem & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20101194) - Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
Working Paper Series, European Central Bank (2011)
by Fratzscher, Marcel & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20111285) - Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR
Working Paper Series, European Central Bank (2011)
by Chudik, Alexander & Bussière, Matthieu & Mehl, Arnaud
(ReDIF-paper, ecb:ecbwps:20111292) - Using the global dimension to identify shocks with sign restrictions
Working Paper Series, European Central Bank (2011)
by Fidora, Michael & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20111318) - Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis
Working Paper Series, European Central Bank (2012)
by Fratzscher, Marcel & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20121416) - Thousands of models, one story: current account imbalances in the global economy
Working Paper Series, European Central Bank (2012)
by Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20121441) - The perils of aggregating foreign variables in panel data models
Working Paper Series, European Central Bank (2012)
by Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20121444) - Spatial considerations on the PPP debate
Working Paper Series, European Central Bank (2013)
by Ca' Zorzi, Michele & Chudik, Alexander
(ReDIF-paper, ecb:ecbwps:20131534) - Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Working Paper Series, European Central Bank (2019)
by Chudik, Alexander & Georgiadis, Georgios
(ReDIF-paper, ecb:ecbwps:20192307) - Weak and strong cross‐section dependence and estimation of large panels
Econometrics Journal, Royal Economic Society (2011)
by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti
(ReDIF-article, ect:emjrnl:v:14:y:2011:i:1:p:c45-c90) - A simple model of price dispersion
Economics Letters, Elsevier (2012)
by Chudik, Alexander
(ReDIF-article, eee:ecolet:v:117:y:2012:i:1:p:344-347) - Mean group estimation in presence of weakly cross-correlated estimators
Economics Letters, Elsevier (2019)
by Chudik, Alexander & Pesaran, M. Hashem
(ReDIF-article, eee:ecolet:v:175:y:2019:i:c:p:101-105) - Estimating impulse response functions when the shock series is observed
Economics Letters, Elsevier (2019)
by Choi, Chi-Young & Chudik, Alexander
(ReDIF-article, eee:ecolet:v:180:y:2019:i:c:p:71-75) - Covid-19 fiscal support and its effectiveness
Economics Letters, Elsevier (2021)
by Chudik, Alexander & Mohaddes, Kamiar & Raissi, Mehdi
(ReDIF-article, eee:ecolet:v:205:y:2021:i:c:s0165176521002160) - Infinite-dimensional VARs and factor models
Journal of Econometrics, Elsevier (2011)
by Chudik, Alexander & Pesaran, M. Hashem
(ReDIF-article, eee:econom:v:163:y:2011:i:1:p:4-22) - Aggregation in large dynamic panels
Journal of Econometrics, Elsevier (2014)
by Pesaran, M. Hashem & Chudik, Alexander
(ReDIF-article, eee:econom:v:178:y:2014:i:p2:p:273-285) - Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Journal of Econometrics, Elsevier (2015)
by Chudik, Alexander & Pesaran, M. Hashem
(ReDIF-article, eee:econom:v:188:y:2015:i:2:p:393-420) - A multi-country approach to forecasting output growth using PMIs
Journal of Econometrics, Elsevier (2016)
by Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem
(ReDIF-article, eee:econom:v:192:y:2016:i:2:p:349-365) - Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model
European Economic Review, Elsevier (2011)
by Chudik, Alexander & Fratzscher, Marcel
(ReDIF-article, eee:eecrev:v:55:y:2011:i:3:p:325-339) - A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Journal of International Money and Finance, Elsevier (2021)
by Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi & Rebucci, Alessandro
(ReDIF-article, eee:jimfin:v:119:y:2021:i:c:s0261560621001285) - Thousands of models, one story: Current account imbalances in the global economy
Journal of International Money and Finance, Elsevier (2012)
by Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair
(ReDIF-article, eee:jimfin:v:31:y:2012:i:6:p:1319-1338) - Identifying global and national output and fiscal policy shocks using a GVAR
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019)
by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes
(ReDIF-paper, een:camaaa:2019-06) - A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
(ReDIF-paper, een:camaaa:2020-85) - Covid-19 fiscal support and its effectiveness
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
by Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi
(ReDIF-paper, een:camaaa:2021-28) - Thousands of Models, One Story: Current Account Imbalances in the Global Economy
EcoMod2011, EcoMod (2011)
by Michele Ca' Zorzi & Alistair Dieppe & Alex Chudik
(ReDIF-paper, ekd:002625:3184) - Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors
Advances in Econometrics, Emerald Group Publishing Limited (2016)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-chapter, eme:aecozz:s0731-905320160000036013) - Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
Advances in Econometrics, Emerald Group Publishing Limited (2020)
by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes
(ReDIF-chapter, eme:aecozz:s0731-905320200000041005) - Introduction
Advances in Econometrics, Emerald Group Publishing Limited (2022)
by Alexander Chudik & Cheng Hsiao & Allan Timmermann
(ReDIF-chapter, eme:aecozz:s0731-90532021000043a001) - Introduction
Advances in Econometrics, Emerald Group Publishing Limited (2022)
by Alexander Chudik & Cheng Hsiao & Allan Timmermann
(ReDIF-chapter, eme:aecozz:s0731-90532021000043b001) - Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR
Working Papers, Economic Research Forum (2019)
by Alexander Chudik & Mohammad Hashem Pesaran & Kamiar Mohaddes
(ReDIF-paper, erg:wpaper:1286) - A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
Working Papers, Economic Research Forum (2020)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
(ReDIF-paper, erg:wpaper:1406) - COVID-19 Fiscal Support and Its Effectiveness
Working Papers, Economic Research Forum (2021)
by Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi
(ReDIF-paper, erg:wpaper:1465) - Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Working Papers, Economic Research Forum (2013)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, erg:wpaper:817) - The euro and global turbulence: member countries gain stability
Economic Letter, Federal Reserve Bank of Dallas (2013)
by Matthieu Bussiere & Alexander Chudik & Arnaud Mehl
(ReDIF-article, fip:feddel:00001) - Consuming price differences persist among eight Texas cities
Economic Letter, Federal Reserve Bank of Dallas (2014)
by Michele Ca' Zorzi & Chi-Young Choi & Alexander Chudik
(ReDIF-article, fip:feddel:00016) - Cheaper crude oil affects consumer prices unevenly
Economic Letter, Federal Reserve Bank of Dallas (2015)
by Alexander Chudik & Janet Koech
(ReDIF-article, fip:feddel:00027) - Impact of Chinese slowdown on U.S. no longer negligible
Economic Letter, Federal Reserve Bank of Dallas (2016)
by Alexander Chudik & Arthur Hinojosa
(ReDIF-article, fip:feddel:00032) - Risk, uncertainty separately cloud global growth forecasting
Economic Letter, Federal Reserve Bank of Dallas (2016)
by Alexander Chudik & Valerie Grossman & Enrique Martínez García
(ReDIF-article, fip:feddel:00036) - Global and National Shocks Explain A Large Share of State Job Growth
Economic Letter, Federal Reserve Bank of Dallas (2017)
by Alexander Chudik & Janet Koech & Mark A. Wynne
(ReDIF-article, fip:feddel:00050) - Rising Public Debt to GDP Can Harm Economic Growth
Economic Letter, Federal Reserve Bank of Dallas (2018)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-article, fip:feddel:00058) - Global, National Business Cycles and Energy Explain Texas Metro Growth
Economic Letter, Federal Reserve Bank of Dallas (2018)
by Alexander Chudik & Janet Koech & Mark A. Wynne
(ReDIF-article, fip:feddel:00059) - Economic shocks reverberate in world of interconnected trade ties
Economic Letter, Federal Reserve Bank of Dallas (2013)
by Matthieu Bussiere & Alexander Chudik & Giulia Sestieri
(ReDIF-article, fip:feddel:y:2013:i:jul:n:v.8no.6) - Toward a Better Understanding of Macroeconomic Interdependence
Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas (2014)
by Alexander Chudik
(ReDIF-article, fip:feddgm:00025) - Thousands of models, one story: current account imbalances in the global economy
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011)
by Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe
(ReDIF-paper, fip:feddgw:100) - Aggregation in large dynamic panels
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:101) - How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011)
by Matthieu Bussiere & Alexander Chudik & Arnaud Mehl
(ReDIF-paper, fip:feddgw:102) - Size, openness, and macroeconomic interdependence
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011)
by Alexander Chudik & Roland Straub
(ReDIF-paper, fip:feddgw:103) - Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012)
by Alexander Chudik & Marcel Fratzscher
(ReDIF-paper, fip:feddgw:107) - The perils of aggregating foreign variables in panel data models
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012)
by Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe
(ReDIF-paper, fip:feddgw:111) - A simple model of price dispersion
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012)
by Alexander Chudik
(ReDIF-paper, fip:feddgw:112) - Modelling global trade flows: results from a GVAR model
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012)
by Matthieu Bussiere & Alexander Chudik & Giulia Sestieri
(ReDIF-paper, fip:feddgw:119) - The GVAR approach and the dominance of the U.S. economy
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013)
by Alexander Chudik & Vanessa Smith
(ReDIF-paper, fip:feddgw:136) - Spatial considerations on the PPP debate
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013)
by Michele Ca' Zorzi & Alexander Chudik
(ReDIF-paper, fip:feddgw:138) - Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:146) - Large panel data models with cross-sectional dependence: a survey
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:153) - Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, fip:feddgw:162) - Theory and practice of GVAR modeling
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:180) - A multi-country approach to forecasting output growth using PMIs
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014)
by Alexander Chudik & Valerie Grossman & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:213) - Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, fip:feddgw:223) - Is there a debt-threshold effect on output growth?
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-paper, fip:feddgw:245) - Big data analytics: a new perspective
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016)
by Alexander Chudik & George Kapetanios & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:268) - Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016)
by Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang
(ReDIF-paper, fip:feddgw:281) - A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016)
by Alexander Chudik & George Kapetanios & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:290) - An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:327) - Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017)
by Chi-Young Choi & Alexander Chudik
(ReDIF-paper, fip:feddgw:330) - The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018)
by Alexander Chudik & Janet Koech & Mark A. Wynne
(ReDIF-paper, fip:feddgw:343) - Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:349) - Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran
(ReDIF-paper, fip:feddgw:351) - Estimating Impulse Response Functions When the Shock Series Is Observed
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019)
by Chi-Young Choi & Alexander Chudik
(ReDIF-paper, fip:feddgw:353) - Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019)
by Alexander Chudik & Georgios Georgiadis
(ReDIF-paper, fip:feddgw:356) - Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, fip:feddgw:87837) - Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020)
by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
(ReDIF-paper, fip:feddgw:88638) - A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
(ReDIF-paper, fip:feddgw:88829) - COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2021)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, fip:feddgw:90500) - COVID-19 Fiscal Support and Its Effectiveness
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2021)
by Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi
(ReDIF-paper, fip:feddgw:90680) - Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2021)
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
(ReDIF-paper, fip:feddgw:92809) - Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2022)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, fip:feddgw:93671) - Revisiting the Great Ratios Hypothesis
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2022)
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
(ReDIF-paper, fip:feddgw:93887) - Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2023)
by Chi-Young Choi & Alexander Chudik
(ReDIF-paper, fip:feddgw:96908) - Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2024)
by Chi-Young Choi & Alexander Chudik & Aaron Smallwood
(ReDIF-paper, fip:feddgw:98241) - Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2024)
by Priyanka Asnani & Alexander Chudik & Braden Strackman
(ReDIF-paper, fip:feddgw:98722) - How the global perspective can help us identify structural shocks
Staff Papers, Federal Reserve Bank of Dallas (2012)
by Alexander Chudik & Michael Fidora
(ReDIF-article, fip:feddst:y:2012:i:dec:n:19) - In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries
IMF Working Papers, International Monetary Fund (2007)
by Mr. Joannes Mongardini & Mr. Alexander Chudik
(ReDIF-paper, imf:imfwpa:2007/090) - Is There a Debt-threshold Effect on Output Growth?
IMF Working Papers, International Monetary Fund (2015)
by Mr. Alexander Chudik & Mr. Kamiar Mohaddes & M. Hashem Pesaran & Mr. Mehdi Raissi
(ReDIF-paper, imf:imfwpa:2015/197) - Infinite Dimensional VARs and Factor Models
IZA Discussion Papers, Institute of Labor Economics (IZA) (2007)
by Chudik, Alexander & Pesaran, M. Hashem
(ReDIF-paper, iza:izadps:dp3206) - Aggregation in Large Dynamic Panels
IZA Discussion Papers, Institute of Labor Economics (IZA) (2011)
by Pesaran, M. Hashem & Chudik, Alexander
(ReDIF-paper, iza:izadps:dp5478) - Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, nbr:nberwo:27039) - A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
(ReDIF-paper, nbr:nberwo:27855) - COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-paper, nbr:nberwo:28629) - Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe
IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2023)
by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
(ReDIF-article, pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00181-9) - And then current accounts (over)adjusted
Empirical Economics, Springer (2012)
by Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe
(ReDIF-article, spr:empeco:v:43:y:2012:i:1:p:245-270) - Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Econometric Reviews, Taylor & Francis Journals (2013)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-article, taf:emetrv:v:32:y:2013:i:5-6:p:592-649) - An augmented Anderson–Hsiao estimator for dynamic short-T panels†
Econometric Reviews, Taylor & Francis Journals (2022)
by Alexander Chudik & M. Hashem Pesaran
(ReDIF-article, taf:emetrv:v:41:y:2022:i:4:p:416-447) - Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables
Journal of Business & Economic Statistics, Taylor & Francis Journals (2022)
by Alexander Chudik & Georgios Georgiadis
(ReDIF-article, taf:jnlbes:v:40:y:2022:i:3:p:965-979) - Is There a Debt-Threshold Effect on Output Growth?
The Review of Economics and Statistics, MIT Press (2017)
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
(ReDIF-article, tpr:restat:v:99:y:2017:i:1:p:135-150) - xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels
Stata Journal, StataCorp LLC (2025)
by Priyanka Asnani & Alexander Chudik & Braden Strackman
(ReDIF-article, tsj:stataj:v:25:y:2025:i:1:p:136-150) - A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models
Econometrica, Econometric Society (2018)
by A. Chudik & G. Kapetanios & M. Hashem Pesaran
(ReDIF-article, wly:emetrp:v:86:y:2018:i:4:p:1479-1512) - Weak and strong cross‐section dependence and estimation of large panels
Econometrics Journal, Royal Economic Society (2011)
by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti
(ReDIF-article, wly:emjrnl:v:14:y:2011:i::p:c45-c90) - Size, Openness, And Macroeconomic Interdependence
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2017)
by Alexander Chudik & Roland Straub
(ReDIF-article, wly:iecrev:v:58:y:2017:i:1:p:33-55) - Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018)
by Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang
(ReDIF-article, wly:japmet:v:33:y:2018:i:6:p:816-836)