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Serena Ng

SSRN Author Rank: 24,400 by Downloads and 1,299 by Citations

 

Columbia Business School - Economics Department


 420 West 118th Street
 New York, NY 10027
 United States
 email address


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. Serena Ng's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,354
Total
Citations
421
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Ng, Serena
Columbia Business School - Economics Department
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
14 Jul 05
Last Revised:
02 Apr 15
560
(34,768)
55

2.  
A PANIC Attack on Unit Roots and Cointegration | Show Abstract | Download This Paper | Open PDF in Browser |
Boston College Working Paper No. 519
Number of Pages in PDF File: 40
Bai, Jushan
New York University (NYU) - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
23 Dec 01
199
(111,286)
112

3.  
Dynamic Hierarchical Factor Models | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 412
Number of Pages in PDF File: 17
Moench, Emanuel
Deutsche Bundesbank
Ng, Serena
Columbia Business School - Economics Department
Potter, Simon
Federal Reserve Bank of New York
Posted:
15 Dec 09
Last Revised:
31 Jul 11
104
(186,043)
7

4.   Incl. Electronic Paper
Ng, Serena
Columbia Business School - Economics Department
Posted:
09 Mar 02
Last Revised:
25 May 10
75
(238,335)
 

5.   Incl. Electronic Paper
Ng, Serena
Columbia Business School - Economics Department
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
14 Sep 06
Last Revised:
29 Jul 10
61
(268,818)
96

6.  
Boivin, Jean
Columbia Business School
Ng, Serena
Columbia Business School - Economics Department
Posted:
14 Jul 03
46
(297,931)
74

7.  
Boivin, Jean
Columbia Business School
Ng, Serena
Columbia Business School - Economics Department
Posted:
02 Jun 05
43
(311,768)
46

8.   Incl. Electronic Paper
Ng, Serena
Columbia Business School - Economics Department
Gorodnichenko, Yuriy
University of California, Berkeley - Department of Economics
Posted:
25 Jul 09
Last Revised:
04 Jul 10
40
(320,608)
6

9.  
Ng, Serena
Columbia Business School - Economics Department
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
02 Oct 13
27
(361,912)
2

10.  
Measuring Uncertainty | Show Abstract | Add to Cart |
NBER Working Paper No. w19456
Number of Pages in PDF File: 49
Jurado, Kyle
Columbia University
Ludvigson, Sydney C.
New York University - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
20 Sep 13
25
(365,947)
1

11.  
A Factor Analysis of Bond Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w15188
Number of Pages in PDF File: 60
Ludvigson, Sydney C.
New York University - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
28 Jul 09
23
(361,912)
9

12.  
Deaton, Angus
Princeton University
Ng, Serena
Columbia Business School - Economics Department
Posted:
24 Sep 96
22
(361,912)
3

13.  
McCracken, Michael W.
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Ng, Serena
Columbia Business School - Economics Department
Posted:
19 Aug 15
17
(379,326)
 

14.  
A Note on the Selection of Time Series Models | Show Abstract | Add to Cart |
Oxford Bulletin of Economics & Statistics, Vol. 67, No. 1, pp. 115-134, February 2005
Number of Pages in PDF File: 20
Ng, Serena
Columbia Business School - Economics Department
Perron, Pierre
Boston University - Department of Economics
Posted:
11 Jan 05
16
(417,883)
7

15.  
Forecasting Autoregressive Time Series in the Presence of Deterministic Components | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 5, pp. 196-224, 2002
Number of Pages in PDF File: 29
Ng, Serena
Columbia Business School - Economics Department
Vogelsang, Timothy J.
Cornell University
Posted:
02 Dec 02
15
(422,855)
 

16.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Komunjer, Ivana
University of California, San Diego (UCSD) - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
04 Apr 15
Last Revised:
25 Aug 15
13
(398,350)
 

17.  
Gorodnichenko, Yuriy
University of California, Berkeley - Department of Economics
Mikusheva, Anna
Massachusetts Institute of Technology (MIT) - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
21 Sep 11
7
(462,147)
1

18.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Ng, Serena
Columbia Business School - Economics Department
Posted:
22 Mar 15
2
(476,300)
 

19.  
A Hierarchical Factor Analysis of U.S. Housing Market Dynamics | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 14, No. 1, pp. C1-C24, 2011
Number of Pages in PDF File: 24
Moench, Emanuel
Deutsche Bundesbank
Ng, Serena
Columbia Business School - Economics Department
Posted:
28 Feb 11
2
(488,204)
2

20.  
Detecting Information Pooling: Analysts' Forecasts after Brokerage Firm Mergers | Show Abstract | Download This Paper | Open PDF in Browser |
The B.E. Journal of Economic Analysis & Policy, 2007
Number of Pages in PDF File: 38
Ng, Serena
Columbia Business School - Economics Department
Shum, Matthew
California Institute of Technology
Posted:
20 Mar 16
Last Revised:
26 Apr 16
0
(466,878)
 

21.  
Ludvigson, Sydney C.
New York University - Department of Economics
Ma, Sai
New York University (NYU) - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
14 Dec 15
0
(452,605)
 

22.  
Viewpoint: Boosting Recessions (Prévoir les Recessions) | Show Abstract | Add to Cart |
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 1, pp. 1-34, 2014,
Number of Pages in PDF File: 34
Ng, Serena
Columbia Business School - Economics Department
Posted:
28 Jan 14
0
(508,872)
 

23.  
Panel Cointegration with Global Stochastic Trends | Show Abstract |
Journal of Econometrics, Vol. 149, No. 1, 2009
Bai, Jushan
New York University (NYU) - Department of Economics
Kao, Chihwa
Syracuse University
Ng, Serena
Columbia Business School - Economics Department
Posted:
21 Apr 11
 

24.  
Waldkirch, Andreas
Colby College - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Cox, Donald
Boston College - Department of Economics
Posted:
19 Nov 03
 

25.  
Bai, Jushan
New York University (NYU) - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
15 May 02
 

26.  
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation | Show Abstract |
JOURNAL OF MONEY, CREDIT, AND BANKING, Vol. 29, No. 2, May 1997
Garcia, René
EDHEC Business School
Lusardi, Annamaria
George Washington University - Department of Accountancy
Ng, Serena
Columbia Business School - Economics Department
Posted:
05 Feb 97
 


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