Laura Liu
Personal Details
First Name: | Laura |
Middle Name: | |
Last Name: | Liu |
Suffix: | |
RePEc Short-ID: | pli1251 |
[This author has chosen not to make the email address public] | |
https://laurayuliu.com/ | |
5857482986 | |
Terminal Degree: | 2017 Department of Economics; University of Pennsylvania (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Pittsburgh
Pittsburgh, Pennsylvania (United States)http://www.econ.pitt.edu/
RePEc:edi:depghus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021.
"Forecasting with a Panel Tobit Model,"
Papers
2110.14117, arXiv.org, revised Jul 2022.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Mikkel Plagborg-M{o}ller, 2021.
"Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data,"
Papers
2101.04771, arXiv.org, revised Jun 2022.
- Laura Liu & Mikkel Plagborg-M?ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers 2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020. "Panel Forecasts of Country-Level Covid-19 Infectionsliu," CEPR Discussion Papers 14790, C.E.P.R. Discussion Papers.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020.
"Panel Forecasts of Country-Level Covid-19 Infections,"
NBER Working Papers
27248, National Bureau of Economic Research, Inc.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021. "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Christian Matthes & Katerina Petrova, 2018.
"Monetary Policy across Space and Time,"
Working Paper
18-14, Federal Reserve Bank of Richmond.
- Laura Liu & Christian Matthes & Katerina Petrova & Jessica Sackett Romero, 2019. "Monetary Policy across Space and Time," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue August.
- Laura Liu & Christian Matthes & Katerina Petrova, 2022. "Monetary Policy Across Space and Time," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 37-64, Emerald Group Publishing Limited.
- Laura Liu, 2018.
"Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective,"
Papers
1805.04178, arXiv.org, revised Oct 2021.
- Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017.
"Commodity Connectedness,"
NBER Working Papers
23685, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 4, pages 097-136, Central Bank of Chile.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," PIER Working Paper Archive 17-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Mar 2017.
- Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017. "Commodity connectedness," CFS Working Paper Series 575, Center for Financial Studies (CFS).
- Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017.
"Forecasting with Dynamic Panel Data Models,"
Papers
1709.10193, arXiv.org.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015.
"Estimating Global Bank Network Connectedness,"
Koç University-TUSIAD Economic Research Forum Working Papers
1512, Koc University-TUSIAD Economic Research Forum.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Estimating global bank network connectedness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017. "Estimating Global Bank Network Connectedness," NBER Working Papers 23140, National Bureau of Economic Research, Inc.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," PIER Working Paper Archive 15-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Jul 2015.
repec:pri:econom:2021-68 is not listed on IDEAS
Articles
- Evans, D.L. & Falagán, N. & Hardman, C.A. & Kourmpetli, S. & Liu, L. & Mead, B.R. & Davies, J.A.C., 2022. "Ecosystem service delivery by urban agriculture and green infrastructure – a systematic review," Ecosystem Services, Elsevier, vol. 54(C).
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020.
"Forecasting With Dynamic Panel Data Models,"
Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
- Laura Liu & Christian Matthes & Katerina Petrova & Jessica Sackett Romero, 2019.
"Monetary Policy across Space and Time,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue August.
- Laura Liu & Christian Matthes & Katerina Petrova, 2022. "Monetary Policy Across Space and Time," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 37-64, Emerald Group Publishing Limited.
- Laura Liu & Christian Matthes & Katerina Petrova, 2018. "Monetary Policy across Space and Time," Working Paper 18-14, Federal Reserve Bank of Richmond.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018.
"Estimating global bank network connectedness,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017. "Estimating Global Bank Network Connectedness," NBER Working Papers 23140, National Bureau of Economic Research, Inc.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," PIER Working Paper Archive 15-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Jul 2015.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," Koç University-TUSIAD Economic Research Forum Working Papers 1512, Koc University-TUSIAD Economic Research Forum.
Chapters
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018.
"Commodity Connectedness,"
Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 4, pages 097-136,
Central Bank of Chile.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," NBER Working Papers 23685, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," PIER Working Paper Archive 17-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Mar 2017.
- Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017. "Commodity connectedness," CFS Working Paper Series 575, Center for Financial Studies (CFS).
More information
Research fields, statistics, top rankings, if available.Statistics
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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 22 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-FOR: Forecasting (12) 2017-10-08 2018-05-28 2018-06-18 2018-09-03 2018-09-03 2018-10-15 2019-12-23 2020-02-03 2020-07-13 2020-12-21 2021-06-28 2021-11-29. Author is listed
- NEP-ORE: Operations Research (10) 2018-06-18 2018-09-03 2019-12-23 2020-02-03 2020-07-13 2020-12-21 2021-01-25 2021-06-28 2021-09-27 2022-03-21. Author is listed
- NEP-BAN: Banking (6) 2015-08-19 2017-02-26 2019-12-23 2020-02-03 2021-11-29 2022-03-21. Author is listed
- NEP-ECM: Econometrics (6) 2017-10-08 2018-05-28 2018-09-03 2019-12-23 2021-01-25 2021-05-31. Author is listed
- NEP-MAC: Macroeconomics (6) 2017-10-08 2018-09-03 2018-10-15 2018-10-15 2020-07-13 2022-03-21. Author is listed
- NEP-NET: Network Economics (5) 2015-08-19 2017-02-26 2017-08-27 2017-10-22 2018-09-03. Author is listed
- NEP-ETS: Econometric Time Series (2) 2017-10-08 2018-09-03
- NEP-CBA: Central Banking (1) 2018-10-15
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-DCM: Discrete Choice Models (1) 2021-05-31
- NEP-DGE: Dynamic General Equilibrium (1) 2021-09-27
- NEP-EEC: European Economics (1) 2018-10-15
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-MON: Monetary Economics (1) 2018-10-15
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