Valerie Grossman

Federal Reserve Banks - Federal Reserve Bank of Dallas

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

SCHOLARLY PAPERS

14

DOWNLOADS

697

SSRN CITATIONS
Rank 23,480

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Top 23,480

in Total Papers Citations

30

CROSSREF CITATIONS

12

Scholarly Papers (14)

1.

Monitoring Housing Markets for Episodes of Exuberance: An Application of the Phillips Et Al. (2012, 2013) GSADF Test on the Dallas Fed International House Price Database

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 165
Number of pages: 28 Posted: 14 Jan 2014
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 228 (165,110)
Citation 8

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House Prices; Unit-root Tests; Exuberance.

Database of Global Economic Indicators (Dgei): A Methodological Note

Globalization and Monetary Policy Institute Working Paper No. 166
Posted: 14 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department

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Database of Global Economic Indicators (DGEI): A Methodological Note

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 166
Number of pages: 93 Posted: 14 Jan 2014 Last Revised: 15 Jul 2015
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas - Research Department
Downloads 86 (357,694)
Citation 14

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Global Indicators; Aggregation Methods; Global Cycles

Ties that Bind: Estimating the Natural Rate of Interest for Small Open Economies

Globalization and Monetary Policy Institute Working Paper No. 359
Number of pages: 55 Posted: 22 Apr 2019 Last Revised: 29 Apr 2020
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Bank of Dallas and Bowling Green State University
Downloads 34 (555,615)

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Ties that Bind: Estimating the Natural Rate of Interest for Small Open Economies

Number of pages: 55 Posted: 08 Apr 2019
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Bank of Dallas and Texas State University
Downloads 23 (627,262)

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Small Open-Economy Model, Monetary Policy, Natural Rate, Bayesian Estimation

Ties that Bind: Estimating the Natural Rate of Interest for Small Open Economies

Globalization and Monetary Policy Institute Working Paper No. 359
Number of pages: 55 Posted: 14 May 2021
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Bank of Dallas and Texas State University
Downloads 3 (790,337)

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A Contribution to the Chronology of Turning Points in Global Economic Activity (1980-2012)

Globalization and Monetary Policy Institute Working Paper No. 169
Posted: 14 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department

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A Contribution to the Chronology of Turning Points in Global Economic Activity (1980-2012)

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 169
Number of pages: 38 Posted: 24 Jan 2014
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas - Research Department
Downloads 49 (481,688)
Citation 10

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Global Business Cycles; Turning Points; Bry-Boschan Algorithm

5.

Consequences of the Euro: Monetary Union, Economic Disunion?

Economic Letter, Vol. 11, Issue 2, pp. 1-4, 2016
Number of pages: 4 Posted: 20 Apr 2016
Enrique Martínez-García and Valerie Grossman
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 48 (477,336)

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6.

A Multi-Country Approach to Forecasting Output Growth Using PMIs

CAFE Research Paper No. 15.01
Number of pages: 59 Posted: 14 Jan 2015
Alexander Chudik, Valerie Grossman and M. Hashem Pesaran
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California - Department of Economics
Downloads 47 (481,563)

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Global VARs, High-dimensional VARs, Augmented GVAR, Forecasting, Nowcasting, Data-rich methods, GDP and PMIs

7.

A Multi-Country Approach to Forecasting Output Growth Using PMIS

CESifo Working Paper Series No. 5100
Number of pages: 59 Posted: 19 Dec 2014
Alexander Chudik, Valerie Grossman and M. Hashem Pesaran
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California - Department of Economics
Downloads 38 (522,301)
Citation 7

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global VARs, high-dimensional VARs, augmented GVAR, forecasting, nowcasting, data-rich methods, GDP and PMIs

Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

Globalization and Monetary Policy Institute Working Paper No. 325
Number of pages: 33 Posted: 07 Sep 2017 Last Revised: 29 Apr 2020
Lancaster University - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 23 (627,262)
Citation 1

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Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

Number of pages: 33 Posted: 16 Aug 2017
Lancaster University - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 13 (705,276)

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Aggregation, Mildly explosive time series, Right-tailed unit-root tests, Sup ADF (SADF) test, Generalized sup ADF (GSADF) test, House prices

9.

A Multi-Country Approach to Forecasting Output Growth Using PMIs

USC-INET Research Paper No. 14-05
Number of pages: 59 Posted: 24 Nov 2014
Alexander Chudik, Valerie Grossman and M. Hashem Pesaran
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California - Department of Economics
Downloads 33 (547,846)
Citation 2

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Global VARs, High-dimensional VARs, Augmented GVAR, Forecasting, Nowcasting, Data-rich methods, GDP, PMIs

10.

Risk, Uncertainty Separately Cloud Global Growth Forecasting

Economic Letter, Vol. 11, Issue 9, pp. 1-4, 2016
Number of pages: 4 Posted: 25 Jul 2016
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 25 (594,993)

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Drilling Down: The Impact of Oil Price Shocks on Housing Prices

Number of pages: 38 Posted: 06 Nov 2019
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Texas A&M University and Southwestern University of Finance and Economics (SWUFE)
Downloads 14 (696,998)

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real house prices, real rural land prices, panel VAR model with exogenous variables, real oil price shocks, (non-oil) real income shocks

Drilling Down: The Impact of Oil Price Shocks on Housing Prices

Globalization and Monetary Policy Institute Working Paper No. 369
Number of pages: 37 Posted: 31 Oct 2019 Last Revised: 29 Apr 2020
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Texas A&M University and Southwestern University of Finance and Economics (SWUFE)
Downloads 8 (747,332)

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12.

Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World

Globalization and Monetary Policy Institute Working Paper No. 342
Number of pages: 33 Posted: 09 Aug 2018 Last Revised: 29 Apr 2020
Enrique Martínez-García and Valerie Grossman
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 18 (642,945)

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13.

Go Figure: Texas Home Prices Head Through the Roof

Southwest Economy, Issue Q1, pp. 19-19, 2018
Number of pages: 1 Posted: 27 Jul 2018 Last Revised: 29 Apr 2020
Enrique Martínez-García and Valerie Grossman
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 7 (725,969)

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Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Globalization and Monetary Policy Institute Working Paper No. 165
Posted: 14 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN, Federal Reserve Bank of Dallas - Research Department, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN

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Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Journal of Real Estate Finance and Economics, Vol. 53, No. 4, 2016
Posted: 01 Oct 2016
Federal Reserve Bank of Dallas - Research Department, Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas

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House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model