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 Kingdomhttp://www.ucl.ac.uk/economics/
RePEc:edi:deucluk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2024.
"Latent heterogeneity in the marginal propensity to consume,"
CeMMAP working papers
13/24, Institute for Fiscal Studies.
- Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2019. "Latent Heterogeneity in the Marginal Propensity to Consume," 2019 Meeting Papers 519, Society for Economic Dynamics.
- Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2024. "Latent Heterogeneity in the Marginal Propensity to Consume," NBER Working Papers 32523, National Bureau of Economic Research, Inc.
- Daniel J. Lewis & Davide Melcangi & Laura Pilossoph, 2019. "Latent Heterogeneity in the Marginal Propensity to Consume," Staff Reports 902, Federal Reserve Bank of New York.
- Daniel Lewis, 2024. "Identification based on higher moments," CeMMAP working papers 03/24, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Lewis, Daniel & Mertens, Karel, 2022.
"Dynamic Identification Using System Projections and Instrumental Variables,"
CEPR Discussion Papers
17153, C.E.P.R. Discussion Papers.
- Daniel J. Lewis & Karel Mertens, 2022. "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers 2204, Federal Reserve Bank of Dallas, revised 03 Jul 2024.
- 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.
- 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.
- Mertens, Karel & Lewis, Daniel & Makridis, Christos, 2020.
"Do Monetary Policy Announcements Shift Household Expectations?,"
CEPR Discussion Papers
14360, C.E.P.R. Discussion Papers.
- Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Working Papers 1906, Federal Reserve Bank of Dallas, revised 17 Jan 2020.
- Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Staff Reports 897, Federal Reserve Bank of New York.
- 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.
- 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.
- 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.
- 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.
- 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.
- Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
- 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.
- 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.
- Daniel J. Lewis, 2018.
"Identifying shocks via time-varying volatility,"
Staff Reports
871, Federal Reserve Bank of New York.
- 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.
- Daniel J. Lewis, 2018.
"Robust inference in models identified via heteroskedasticity,"
Staff Reports
876, Federal Reserve Bank of New York.
- 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.
Articles
- 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.
- 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.
- 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.
- Daniel J. Lewis, 2018. "Robust inference in models identified via heteroskedasticity," Staff Reports 876, Federal Reserve Bank of New York.
- 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.
- 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.
- Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
- 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.
- 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.
- Daniel J. Lewis, 2018. "Identifying shocks via time-varying volatility," Staff Reports 871, Federal Reserve Bank of New York.
- 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.
- 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.
- 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.
- 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
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- 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.- 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
- 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
- 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
- NEP-ETS: Econometric Time Series (3) 2018-10-29 2019-01-07 2022-07-25
- NEP-MON: Monetary Economics (3) 2019-07-08 2019-11-11 2020-07-27
- NEP-CBA: Central Banking (2) 2019-07-08 2019-11-11
- NEP-BIG: Big Data (1) 2019-11-25
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-ENV: Environmental Economics (1) 2020-05-04
- NEP-RMG: Risk Management (1) 2018-10-29
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