David H. Small
Economics and Econometrics · 2003–2008
A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 26 citations into it; #2,606 of 23,481 by trust here, #2,289 by citations
- Finance — 9 citations into it; #7,167 of 10,518 by trust here, #1,867 by citations
Whom David H. Small trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts David H. Small overall
- Domenico Giannone
- Martha Banbura
- Massimiliano Marcellino
- Claudia Foroni
- Giselle C. Guzman
- Máximo Camacho
- Jushan Bai
- James H. Stock
- Andrew J. Patton
- L. Reichlin
Papers from David H. Small's perspective
Ordered by how strongly the researchers David H. Small trusts endorse each paper. Same corpus, a different order for every researcher.
- Monetary Policy in a Data-Rich Environment
- Inferential Theory for Factor Models of Large Dimensions
- Macroeconomic Forecasting Using Diffusion Indexes
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the Number of Factors in Approximate Factor Models
- (Un)Predictability and Macroeconomic Stability (Social Science Research Network)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Econometric Theory)
- A real-time data set for macroeconomists
- The Use and Abuse of Real-Time Data in Economic Forecasting (Review of Economics and Statistics)
- Bridge models to forecast the euro area GDP
Their papers
- Nowcasting: the real time informational content of macroeconomic data releases (2008) — 1,073 citations
- Monetary Policy When the Nominal Short-Term Interest Rate is Zero (2003) — 280 citations
- A Quantitative Exploration of the Opportunistic Approach to Disinflation (2006) — 138 citations
- Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases (2005) — 263 citations