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Daniel J. Lewis

Personal Details

First Name:Daniel
Middle Name:John
Last Name:Lewis
Suffix:
RePEc Short-ID:ple1010
[This author has chosen not to make the email address public]
http://www.danjlewis.com

Affiliation

Department of Economics
University College London (UCL)

London, United Kingdom
http://www.ucl.ac.uk/economics/
RePEc:edi:deucluk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2024. "Latent heterogeneity in the marginal propensity to consume," CeMMAP working papers 13/24, Institute for Fiscal Studies.
  2. Daniel Lewis, 2024. "Identification based on higher moments," CeMMAP working papers 03/24, Institute for Fiscal Studies.
  3. Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner-Rodgers, 2022. "Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression," Staff Reports 1033, Federal Reserve Bank of New York.
  4. Daniel J. Lewis & Karel Mertens, 2022. "A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors," Working Papers 2208, Federal Reserve Bank of Dallas, revised 26 Sep 2024.
  5. Lewis, Daniel & Mertens, Karel, 2022. "Dynamic Identification Using System Projections and Instrumental Variables," CEPR Discussion Papers 17153, C.E.P.R. Discussion Papers.
  6. Daniel J. Lewis & Karel Mertens, 2022. "A Robust Test for Weak Instruments with Multiple Endogenous Regressors," Staff Reports 1020, Federal Reserve Bank of New York.
  7. Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Monitoring Real Activity in Real Time: The Weekly Economic Index," Liberty Street Economics 20200330b, Federal Reserve Bank of New York.
  8. Mertens, Karel & Lewis, Daniel & Makridis, Christos, 2020. "Do Monetary Policy Announcements Shift Household Expectations?," CEPR Discussion Papers 14360, C.E.P.R. Discussion Papers.
  9. Daniel Lewis & Karel Mertens & James H. Stock, 2020. "U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak," NBER Working Papers 26954, National Bureau of Economic Research, Inc.
  10. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "High Frequency Data and a Weekly Economic Index during the Pandemic," Staff Reports 954, Federal Reserve Bank of New York.
  11. Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Measuring Real Activity Using a Weekly Economic Index," Working Papers 2011, Federal Reserve Bank of Dallas, revised 02 Mar 2021.
  12. Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)," Liberty Street Economics 20200804, Federal Reserve Bank of New York.
  13. Daniel J. Lewis, 2019. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports 891, Federal Reserve Bank of New York.
  14. Daniel J. Lewis, 2018. "Identifying shocks via time-varying volatility," Staff Reports 871, Federal Reserve Bank of New York.
  15. Daniel J. Lewis, 2018. "Robust inference in models identified via heteroskedasticity," Staff Reports 876, Federal Reserve Bank of New York.

Articles

  1. Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner‐Rodgers, 2023. "Approximating grouped fixed effects estimation via fuzzy clustering regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1077-1084, November.
  2. Daniel J. Lewis, 2022. "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 104(3), pages 510-524, May.
  3. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2022. "Measuring real activity using a weekly economic index," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 667-687, June.
  4. Eben Lazarus & Daniel J. Lewis & James H. Stock, 2021. "The Size‐Power Tradeoff in HAR Inference," Econometrica, Econometric Society, vol. 89(5), pages 2497-2516, September.
  5. Daniel J Lewis, 2021. "Identifying Shocks via Time-Varying Volatility [First Order Autoregressive Processes and Strong Mixing]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 3086-3124.
  6. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2021. "High-Frequency Data and a Weekly Economic Index during the Pandemic," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 326-330, May.
  7. Eben Lazarus & Daniel J. Lewis & James H. Stock & Mark W. Watson, 2018. "HAR Inference: Recommendations for Practice," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 541-559, October.
  8. Eben Lazarus & Daniel J. Lewis & James H. Stock & Mark W. Watson, 2018. "HAR Inference: Recommendations for Practice Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 574-575, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (15) 2018-10-29 2019-01-07 2019-07-08 2019-11-11 2019-11-11 2019-11-25 2020-04-13 2020-04-27 2020-05-04 2020-06-22 2020-07-27 2020-09-07 2021-01-04 2022-04-25 2022-07-18. Author is listed
  2. NEP-ECM: Econometrics (6) 2018-10-29 2019-01-07 2022-04-25 2022-07-18 2022-10-17 2024-03-04. Author is listed
  3. NEP-ORE: Operations Research (6) 2018-10-29 2019-01-07 2019-11-25 2020-04-27 2020-06-22 2022-04-25. Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2018-10-29 2019-01-07 2022-07-25
  5. NEP-MON: Monetary Economics (3) 2019-07-08 2019-11-11 2020-07-27
  6. NEP-CBA: Central Banking (2) 2019-07-08 2019-11-11
  7. NEP-BIG: Big Data (1) 2019-11-25
  8. NEP-DEM: Demographic Economics (1) 2022-07-18
  9. NEP-ENV: Environmental Economics (1) 2020-05-04
  10. NEP-RMG: Risk Management (1) 2018-10-29

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