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Simon Freyaldenhoven

Personal Details

First Name:Simon
Middle Name:
Last Name:Freyaldenhoven
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RePEc Short-ID:pfr361
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Affiliation

Research Department
Federal Reserve Bank of Philadelphia

Philadelphia, Pennsylvania (United States)
http://www.philadelphiafed.org/research-and-data/
RePEc:edi:rfrbpus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Hadi Elzayn & Simon Freyaldenhoven & Ryan Kobler & Minchul Shin, 2025. "Measuring Fairness in the U.S. Mortgage Market," Working Papers 25-04, Federal Reserve Bank of Philadelphia.
  2. Hadi Elzayn & Simon Freyaldenhoven & Minchul Shin, 2025. "Constructing Applicants from Loan-Level Data: A Case Study of Mortgage Applications," Working Papers 25-05, Federal Reserve Bank of Philadelphia.
  3. Constantino Carreto & Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2024. "xtevent: Estimation and Visualization in the Linear Panel Event-Study Design," Working Papers 24-15, Federal Reserve Bank of Philadelphia.
  4. Freyaldenhoven Simon & Hansen Christian & Pérez Pérez Jorge & Shapiro Jesse M., 2022. "Visualization, Identification, and Estimation in the Linear Panel Event Study Design," Working Papers 2022-07, Banco de México.
  5. Simon Freyaldenhoven, 2021. "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers 21-15, Federal Reserve Bank of Philadelphia.
  6. Simon Freyaldenhoven, 2020. "Identification Through Sparsity in Factor Models," Working Papers 20-25, Federal Reserve Bank of Philadelphia.
  7. Simon Freyaldenhoven & Christian Hansen & Jesse Shapiro, 2019. "Pre-event Trends in the Panel Event-study Design," Working Papers 19-27, Federal Reserve Bank of Philadelphia.
  8. Simon Freyaldenhoven, 2019. "A Generalized Factor Model with Local Factors," Working Papers 19-23, Federal Reserve Bank of Philadelphia.

Articles

  1. Freyaldenhoven, Simon, 2022. "Factor models with local factors — Determining the number of relevant factors," Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
  2. Simon Freyaldenhoven & Christian Hansen & Jesse M. Shapiro, 2019. "Pre-event Trends in the Panel Event-Study Design," American Economic Review, American Economic Association, vol. 109(9), pages 3307-3338, September.

Software components

  1. Simon Freyaldenhoven & Christian Hansen & Jorge Eduardo Perez Perez & Jesse Shapiro, 2021. "XTEVENT: Stata module to estimate and visualize linear panel event-study models," Statistical Software Components S458987, Boston College Department of Economics, revised 12 Jul 2024.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors

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 7 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-ECM: Econometrics (6) 2017-11-26 2018-05-21 2020-07-27 2021-04-19 2021-08-30 2022-01-31. Author is listed
  2. NEP-ORE: Operations Research (4) 2017-11-26 2019-05-06 2020-07-27 2021-04-19. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2019-05-06 2021-04-19. Author is listed
  4. NEP-ISF: Islamic Finance (1) 2021-08-30

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