← All authors Alexander Chudík Federal Reserve Bank of Dallas (from arXiv:2506.02135, 2025) · ORCID · OpenAlex
35 papers in scope · 34 published · 3 on the econ.EM arXiv · 4,790 citations · h-index 17 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Ron Smith M. Hashem Pesaran Kashif Yousuf Vadim Gorin Anna Bykhovskaya Sasha Sodin Mahrad Sharifvaghefi Serena Ng Yuan Liao Won-Ki Seo Massimo Franchi Paolo Paruolo Dakyung Seong Campbell R. Harvey Christian Hansen James A. Duffy Iliyan Georgiev Simon Reese Sam Wycherley Erkal Ersoy Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 35)
working paper 2025 · arXiv
xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels
published 2025 · The Stata Journal Promoting communications on statistics and Stata · 6 citations · first circulated 2024
with Priyanka Asnani, Braden Strackman, Fidelity Investments
published 2024 · Journal of Econometrics · 2 citations · first circulated 2023
Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply
published 2024 · Journal of Banking & Finance
with Chi-Young Choi, Aaron Smallwood
published 2023 · Econometrics and Statistics · 9 citations · first circulated 2021
Revisiting the Great Ratios Hypothesis*
published 2023 · Oxford Bulletin of Economics and Statistics · 15 citations · first circulated 2022
An augmented Anderson–Hsiao estimator for dynamic short-T panels †
published 2021 · Econometric Reviews · 35 citations · first circulated 2020
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
published 2021 · Journal of International Money and Finance · 92 citations · first circulated 2020
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables
published 2021 · Journal of Business and Economic Statistics · 12 citations · first circulated 2019
with Georgios Georgiadis
Covid-19 Fiscal Support and its Effectiveness
published 2021 · Economics Letters · 13 citations
with Kamiar Mohaddes, Mehdi Raissi
The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas*
published 2020 · Oxford Bulletin of Economics and Statistics · 3 citations · first circulated 2018
with Janet Koech, Mark A. Wynne
Regional inequality in the U.S.: Evidence from city‐level purchasing power
published 2020 · Journal of Regional Science · 10 citations
with Chi-Young Choi, Horag Choi
Estimating impulse response functions when the shock series is observed
published 2019 · Economics Letters · 26 citations
with Chi-Young Choi
Mean group estimation in presence of weakly cross-correlated estimators
published 2018 · Economics Letters · 56 citations
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
published 2018 · Journal of Applied Econometrics · 67 citations · first circulated 2016
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
published 2018 · Econometrica · 68 citations · first circulated 2016
Rising Public Debt to GDP Can Harm Economic Growth
published 2018 · Economics Letters · 14 citations
no link
Global, National Business Cycles and Energy Explain Texas Metro Growth
published 2018 · Economics Letters
with Janet Koech, Mark A. Wynne
no link
SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE
published 2017 · International Economic Review · 19 citations · first circulated 2010
with Roland Straub
Is There a Debt-Threshold Effect on Output Growth?
published 2016 · The Review of Economics and Statistics · 512 citations · first circulated 2015
A multi-country approach to forecasting output growth using PMIs
published 2016 · Journal of Econometrics · 38 citations · first circulated 2014
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
published 2015 · Journal of Econometrics · 2379 citations · first circulated 2013
THEORY AND PRACTICE OF GVAR MODELLING
published 2014 · Journal of Economic Surveys · 215 citations
Consuming price differences persist among eight Texas cities
published 2014 · Economics Letters
with Michele CaʼZorzi, Chi-Young Choi
no link
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?
published 2013 · The B E Journal of Macroeconomics · 26 citations · first circulated 2011
with Matthieu Bussière, Arnaud Mehl
The euro and global turbulence: member countries gain stability
published 2013 · Economics Letters
with Matthieu Bussière, Arnaud Mehl
no link
Economic shocks reverberate in world of interconnected trade ties
published 2013 · Economics Letters
with Matthieu Bussière, Giulia Sestieri
no link
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
published 2012 · Econometric Reviews · 164 citations · first circulated 2010
A simple model of price dispersion
published 2012 · Economics Letters · 4 citations
Thousands of models, one story: Current account imbalances in the global economy
published 2012 · Journal of International Money and Finance · 98 citations · first circulated 2011
with Michele Ca’ Zorzi, Alistair Dieppe
And then current accounts (over)adjusted
published 2011 · Empirical Economics · 8 citations
with Michele Ca’ Zorzi, Alistair Dieppe
Weak and strong cross‐section dependence and estimation of large panels
published 2011 · Econometrics Journal · 698 citations · first circulated 2009
Aggregation in Large Dynamic Panels
published 2011 · Journal of Econometrics · 59 citations
Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model
published 2010 · European Economic Review · 1 citations
with Marcel Fratzscher
Infinite-dimensional VARs and factor models
published 2010 · Journal of Econometrics · 141 citations · first circulated 2009
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