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Ng, Serena's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,017 |
Total
Citations
394 |
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1.
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The Empirical Risk-Return Relation: A Factor Analysis Approach
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C.
New York University - Department of Economics
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Posted:
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14 Jul 05
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Last Revised:
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09 Aug 05
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539
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60
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C.
New York University - Department of Economics
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44
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60
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C.
New York University - Department of Economics
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495
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60
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Risk-premia, excess returns, stock market volatility
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2.
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Bai, Jushan
New York University (NYU) - Department of Economics Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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197
(75,837)
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106
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Panel data, common factors, common trends, principal components
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3.
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Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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Posted:
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09 Mar 02
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Last Revised:
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25 May 10
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73
(165,074)
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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0
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persistence, half-lives, rigidities, real exchange rates
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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73
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persistence, half-lives, rigidities, real exchange rates
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4.
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Macro Factors in Bond Risk Premia
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Versions (1)
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C.
New York University - Department of Economics
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Posted:
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14 Sep 06
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Last Revised:
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25 Jun 10
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48
(203,890)
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94
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C.
New York University - Department of Economics
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48
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94
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5.
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Boivin, Jean
Columbia Business School Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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40
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44
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6.
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Boivin, Jean
Columbia Business School Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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37
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72
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7.
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Estimation of DSGE Models When the Data are Persistent
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Versions (1)
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Gorodnichenko, Yuriy
University of California, Berkeley - Department of Economics
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30
(232,896)
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8
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Gorodnichenko, Yuriy
University of California, Berkeley - Department of Economics
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30
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8
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DSGE, estimation, persistence
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8.
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Deaton, Angus
Princeton University Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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22
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3
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9.
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Perron, Pierre
Boston University - Department of Economics
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16
(289,132)
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7
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10.
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Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Vogelsang, Timothy J.
Cornell University
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15
(292,605)
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Forecasting, Trends, Unit root, GLS estimation
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11.
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Waldkirch, Andreas
Colby College - Department of Economics Ng, Serena
University of Michigan at Ann Arbor - Department of Economics Cox, Donald
Boston College - Department of Economics
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family, income, tastes, habits, learning
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12.
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Bai, Jushan
New York University (NYU) - Department of Economics Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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13.
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Garcia, René
EDHEC Business School Lusardi, Annamaria
Dartmouth College - Department of Economics Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
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