Browse by UCL people
Group by: Type | Date
Number of items: 22.
Article
Lazarus, Eben;
Lewis, Daniel J;
Stock, James H;
(2021)
The Size‐Power Tradeoff in HAR Inference.
Econometrica
, 89
(5)
pp. 2497-2516.
10.3982/ecta15404.
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Lazarus, Eben;
Lewis, Daniel J;
Stock, James H;
Watson, Mark W;
(2018)
HAR Inference: Recommendations for Practice.
Journal of Business & Economic Statistics
, 36
(4)
pp. 541-559.
10.1080/07350015.2018.1506926.
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Lazarus, Eben;
Lewis, Daniel J;
Stock, James H;
Watson, Mark W;
(2018)
HAR Inference: Recommendations for Practice Rejoinder.
Journal of Business & Economic Statistics
, 36
(4)
pp. 574-575.
10.1080/07350015.2018.1513251.
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Lewis, Daniel;
(2025)
Identification Based on Higher Moments in
Macroeconometrics.
Annual Review of Economics
, 17
pp. 665-693.
10.1289/EHP14645.
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Lewis, Daniel;
Melcangi, Davide;
Pilossoph, Laura;
(2025)
Latent Heterogeneity in the Marginal Propensity to Consume.
Review of Economic Studies
(In press).
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Lewis, Daniel;
Mertens, Karel;
(2025)
A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors.
Review of Economic Studies
(In press).
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Lewis, Daniel;
Mertens, Karel;
Stock, James H;
(2020)
U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak.
Covid Economics: CEPR Press
(6)
pp. 1-21.
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Lewis, Daniel J;
(2023)
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects.
The Review of Economics and Statistics
10.1162/rest_a_01315.
(In press).
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Lewis, Daniel J;
(2022)
Robust Inference in Models Identified via Heteroskedasticity.
The Review of Economics and Statistics
, 104
(3)
pp. 510-524.
10.1162/rest_a_00963.
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Lewis, Daniel J;
(2021)
Identifying Shocks via Time-Varying Volatility.
The Review of Economic Studies
, 88
(6)
pp. 3086-3124.
10.1093/restud/rdab009.
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Lewis, Daniel J;
Melcangi, Davide;
Pilossoph, Laura;
Toner‐Rodgers, Aidan;
(2023)
Approximating grouped fixed effects estimation via fuzzy clustering regression.
Journal of Applied Econometrics
10.1002/jae.2997.
(In press).
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Lewis, Daniel J;
Mertens, Karel;
Stock, James H;
Trivedi, Mihir;
(2022)
Measuring real activity using a weekly economic index.
Journal of Applied Econometrics
, 37
(4)
pp. 667-687.
10.1002/jae.2873.
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Lewis, Daniel J;
Mertens, Karel;
Stock, James H;
Trivedi, Mihir;
(2021)
High-Frequency Data and a Weekly Economic Index during the Pandemic.
AEA Papers and Proceedings
, 111
pp. 326-330.
10.1257/pandp.20211050.
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Report
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Lewis, Daniel;
(2019)
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects.
(Federal Reserve Bank of New York Research Paper Series
891
).
Federal Reserve Bank of New York: New York, NY, USA.
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Lewis, Daniel J;
Makridis, Christos;
Mertens, Karel;
(2019)
Do Monetary Policy Announcements Shift Household Expectations?
(Federal Reserve Bank of New York Staff Reports
897
).
Federal Reserve Bank of New York: New York, NY, USA.
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Lewis, Daniel J;
Melcangi, Davide;
Pilossoph, Laura;
(2019)
Latent Heterogeneity in the Marginal Propensity to Consume.
(Federal Reserve Bank of New York Staff Reports
902
).
Federal Reserve Bank of New York: New York, NY, USA.
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Working / discussion paper
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Lewis, Daniel;
(2024)
Identification based on higher moments.
(cemmap Working Paper
CWP03/24).
Centre for microdata methods and practice (cemmap): London, UK.
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Lewis, Daniel;
Mertens, Karel;
Stock, James;
(2020)
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak.
Federal Reserve Bank of Dallas: Dallas, TX, USA.
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Lewis, Daniel;
Mertens, Karel;
Stock, James H;
(2020)
U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak.
(NBER Working Paper w26954
w26954).
SSRN: Rochester, NY, USA.
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Lewis, Daniel J;
Melcangi, Davide;
Pilossoph, Laura;
Toner-Rodgers, Aidan;
(2022)
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression.
(Staff Reports
1033).
Federal Reserve Bank of New York: New York, NY, USA.
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Lewis, Daniel J;
Mertens, Karel;
(2022)
A Robust Test for Weak Instruments with Multiple Endogenous Regressors.
Federal Reserve Bank of Dallas: Dallas, TX, USA.
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Lewis, Daniel J;
Mertens, Karel;
(2022)
Dynamic Identification Using System Projections and Instrumental Variables.
Federal Reserve Bank of Dallas: Dallas, TX, USA.
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