Alexander Chudik

Institution: Federal Reserve Bank of Dallas

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/alexanderchudik/

First Publication: 2011

Most Recent: 2024

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	3.36	2.42	0.34	6.12	88%
Last 10 Years	2.69	5.72	4.10	2.19	14.70	94%
All Time	2.69	11.77	5.79	3.53	23.78	95%

Publication Statistics

Raw Publications 23

Coauthorship-Adjusted Count 19.42

Publications (23)

Year	Article	Journal	Tier	Authors
2024	Variable selection in high dimensional linear regressions with parameter instability	Journal of Econometrics	A	3
2023	Revisiting the Great Ratios Hypothesis	Oxford Bulletin of Economics and Statistics	B	3
2023	Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe	IMF Economic Review	B	3
2022	Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	Journal of Business & Economic Statistics	A	2
2021	The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas	Oxford Bulletin of Economics and Statistics	B	3
2021	Covid-19 fiscal support and its effectiveness	Economics Letters	C	3
2021	A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model	Journal of International Money and Finance	B	5
2020	Regional inequality in the U.S.: Evidence from city‐level purchasing power	Journal of Regional Science	C	3
2019	Estimating impulse response functions when the shock series is observed	Economics Letters	C	2
2019	Mean group estimation in presence of weakly cross-correlated estimators	Economics Letters	C	2
2018	A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models	Econometrica	S	3
2018	Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors	Journal of Applied Econometrics	B	3
2017	Is There a Debt-Threshold Effect on Output Growth?	Review of Economics and Statistics	A	4
2017	Size, Openness, and Macroeconomic Interdependence	International Economic Review	B	2
2016	Theory and Practice of Gvar Modelling	Journal of Economic Surveys	C	2
2016	A multi-country approach to forecasting output growth using PMIs	Journal of Econometrics	A	3
2015	Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors	Journal of Econometrics	A	2
2014	Aggregation in large dynamic panels	Journal of Econometrics	A	2
2013	How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?	B.E. Journal of Macroeconomics	C	3
2012	Thousands of models, one story: Current account imbalances in the global economy	Journal of International Money and Finance	B	3
2012	A simple model of price dispersion	Economics Letters	C	1
2011	Infinite-dimensional VARs and factor models	Journal of Econometrics	A	2
2011	Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model	European Economic Review	B	2