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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
13802015
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
6672011
Large panel data models with cross-sectional dependence: a survey
A Chudik, MH Pesaran
CAFE Research Paper, 2013
4602013
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
4552017
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
3162011
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 Aman Ullah 36, 85-135, 2016
2862016
Theory and practice of GVAR modelling
A Chudik, MH Pesaran
Journal of Economic Surveys 30 (1), 165-197, 2016
2122016
Infinite-dimensional VARs and factor models
A Chudik, MH Pesaran
Journal of Econometrics 163 (1), 4-22, 2011
1942011
Debt, inflation and growth-robust estimation of long-run effects in dynamic panel data models
A Chudik, K Mohaddes, MH Pesaran, M Raissi
CESifo Working Paper Series, 2013
1502013
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
1392012
Modelling global trade flows: results from a GVAR model
M Bussière, A Chudik, G Sestieri
ECB Working Paper, 2009
1352009
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
1242020
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
1182021
Econometric analysis of high dimensional VARs featuring a dominant unit
A Chudik, MH Pesaran
Econometric Reviews 32 (5-6), 592-649, 2013
1112013
Methodological advances in the assessment of equilibrium exchange rates
M Bussière, M Ca’Zorzi, A Chudík, A Dieppe
ECB Working paper, 2010
1032010
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
872020
In search of equilibrium: estimating equilibrium real exchange rates in Sub-Saharan African countries
A Chudik, J Mongardini
IMF Working Paper, 2007
662007
Aggregation in large dynamic panels
MH Pesaran, A Chudik
Journal of Econometrics 178, 273-285, 2014
632014
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
592018
Current account benchmarks for central and eastern Europe: a desperate search?
M Ca’Zorzi, A Chudik, A Dieppe
ECB Working Paper, 2009
582009
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