Daniel J. Lewis
Economics and Econometrics · 2019
A researcher in the Science corpus: 1 paper; trusts 30 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 56 citations into it
- Finance — 22 citations into it
- Statistics and Probability — 9 citations into it
- Renewable Energy, Sustainability and the Environment — 8 citations into it
Whom Daniel J. Lewis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James D. Hamilton
- Tim Bollerslev
- Lutz Kilian
- Sydney C. Ludvigson
- Olivier Coibion
- V. Ramey
- Markku Lanne
- Harald Uhlig
- Ole E. Barndorff-Nielsen
- Roberto Rigobon
Who trusts Daniel J. Lewis overall
Papers from Daniel J. Lewis's perspective
Ordered by how strongly the researchers Daniel J. Lewis trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
- What is an Oil Shock
- Are the Effects of Monetary Policy Shocks Big or Small
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Forecasting Using Principal Components From a Large Number of Predictors
- Term premia and interest rate forecasts in affine models
- An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
- The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
Their papers
- Identifying Shocks via Time-Varying Volatility (2019) — 74 citations