Follow
Alexander Chudik
Alexander Chudik
Verified email at dal.frb.org - Homepage
Title
Cited by
Cited by
Year
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
A Chudik, MH Pesaran
Journal of econometrics 188 (2), 393-420, 2015
18582015
Weak and strong cross‐section dependence and estimation of large panels
A Chudik, MH Pesaran, E Tosetti
The Econometrics Journal 14 (1), C45-C90, 2011
7422011
Is there a debt-threshold effect on output growth?
A Chudik, K Mohaddes, MH Pesaran, M Raissi
Review of Economics and Statistics 99 (1), 135-150, 2017
5792017
Large panel data models with cross-sectional dependence: a survey
A Chudik, MH Pesaran
CAFE Research Paper, 2013
5662013
Long-run effects in large heterogeneous panel data models with cross-sectionally correlated errors
A Chudik, K Mohaddes, MH Pesaran, M Raissi
Essays in Honor of man Ullah, 85-135, 2016
3922016
Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model
A Chudik, M Fratzscher
European Economic Review 55 (3), 325-339, 2011
3302011
Theory and practice of GVAR modelling
A Chudik, MH Pesaran
Journal of Economic Surveys 30 (1), 165-197, 2016
2432016
Infinite-dimensional VARs and factor models
A Chudik, MH Pesaran
Journal of Econometrics 163 (1), 4-22, 2011
1982011
Debt, inflation and growth: robust estimation of long-run effects in dynamic panel data models
A Chudik, K Mohaddes, MH Pesaran, M Raissi
Cafe research paper, 2013
1762013
Thousands of models, one story: Current account imbalances in the global economy
M Ca’Zorzi, A Chudik, A Dieppe
Journal of International Money and Finance 31 (6), 1319-1338, 2012
1452012
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
A Chudik, K Mohaddes, MH Pesaran, M Raissi, A Rebucci
Journal of International Money and Finance 119, 102477, 2021
1442021
Modelling global trade flows: results from a GVAR model
M Bussière, A Chudik, G Sestieri
ECB Working Paper, 2009
1392009
Econometric analysis of high dimensional VARs featuring a dominant unit
A Chudik, MH Pesaran
Econometric Reviews 32 (5-6), 592-649, 2013
1282013
Voluntary and mandatory social distancing: Evidence on COVID-19 exposure rates from Chinese provinces and selected countries
A Chudik, MH Pesaran, A Rebucci
National Bureau of Economic Research, 2020
1272020
Economic consequences of Covid-19: A counterfactual multi-country analysis
A Chudik, K Mohaddes, MH Pesaran, M Raissi, A Rebucci
Center for Economic and Policy Research, 2020
1052020
Methodological advances in the assessment of equilibrium exchange rates
M Bussière, M Ca’Zorzi, A Chudík, A Dieppe
ECB Working paper, 2010
1042010
Covid-19 fiscal support and its effectiveness
A Chudik, K Mohaddes, M Raissi
Economics Letters 205, 109939, 2021
792021
A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models
A Chudik, G Kapetanios, MH Pesaran
Econometrica 86 (4), 1479-1512, 2018
712018
Aggregation in large dynamic panels
MH Pesaran, A Chudik
Journal of Econometrics 178, 273-285, 2014
682014
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
A Chudik, MH Pesaran, JC Yang
Journal of Applied Econometrics 33 (6), 816-836, 2018
652018
The system can't perform the operation now. Try again later.
Articles 1–20