Daniel John Lewis
Names
| first: | Daniel |
| middle: | John |
| last: | Lewis |
Contact
| email: | |
| homepage: | http://www.danjlewis.com |
Affiliations
-
Federal Reserve Bank of New York
→ Research and Statistics Group
- website
- location: New York City, New York (United States)
Research profile
author of:
-
Identifying shocks via time-varying volatility
by Daniel J. Lewis -
Robust inference in models identified via heteroskedasticity
by Daniel J. Lewis -
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
by Daniel J. Lewis -
Do Monetary Policy Announcements Shift Household Expectations?
by Daniel J. Lewis & Christos Makridis & Karel Mertens -
Do Monetary Policy Announcements Shift Household Expectations?
by Daniel J. Lewis & Christos Makridis & Karel Mertens -
HAR Inference: Recommendations for Practice Rejoinder
by Eben Lazarus & Daniel J. Lewis & James H. Stock & Mark W. Watson -
HAR Inference: Recommendations for Practice
by Eben Lazarus & Daniel J. Lewis & James H. Stock & Mark W. Watson -
Latent Heterogeneity in the Marginal Propensity to Consume
by Daniel J. Lewis & Davide Melcangi & Laura Pilossoph -
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak
by Daniel Lewis & Karel Mertens & James H. Stock -
Measuring Real Activity Using a Weekly Economic Index
by Daniel J. Lewis & Karel Mertens & James H. Stock -
Monitoring Real Activity in Real Time: The Weekly Economic Index
by Daniel J. Lewis & Karel Mertens & James H. Stock -
Measuring Real Activity Using a Weekly Economic Index
by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi -
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)
by Daniel J. Lewis & Karel Mertens & James H. Stock -
Do Monetary Policy Announcements Shift Household Expectations?
by Lewis, Daniel & Makridis, Christos & Mertens, Karel -
High Frequency Data and a Weekly Economic Index during the Pandemic
by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi -
High-Frequency Data and a Weekly Economic Index during the Pandemic
by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi -
The Size‐Power Tradeoff in HAR Inference
by Eben Lazarus & Daniel J. Lewis & James H. Stock -
Dynamic Identification Using System Projections and Instrumental Variables
by Daniel J. Lewis & Karel Mertens -
Dynamic Identification Using System Projections and Instrumental Variables
by Lewis, Daniel & Mertens, Karel -
Robust Inference in Models Identified via Heteroskedasticity
by Daniel J. Lewis -
A Robust Test for Weak Instruments with Multiple Endogenous Regressors
by Daniel J. Lewis & Karel Mertens -
A Robust Test for Weak Instruments with Multiple Endogenous Regressors
by Daniel J. Lewis & Karel Mertens -
Identifying Shocks via Time-Varying Volatility
by Daniel J. Lewis -
Measuring real activity using a weekly economic index
by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi -
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression
by Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner-Rodgers