Laura Liu

Indiana University Bloomington - Department of Economics

Wylie Hall

Bloomington, IN 47405-6620

United States

http://https://laurayuliu.com/

SCHOLARLY PAPERS

12

DOWNLOADS

1,746

SSRN CITATIONS
Rank 8,165

SSRN RANKINGS

Top 8,165

in Total Papers Citations

169

CROSSREF CITATIONS

31

Scholarly Papers (12)

1.
Downloads 546 (91,660)
Citation 5

Commodity Connectedness

PIER Working Paper No. 17-003, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 30 Posted: 13 Mar 2017
University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 409 (128,191)
Citation 2

Abstract:

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network centrality, network visualization, pairwise connectedness, total directional connect- edness, total connectedness, vector autoregression, variance decomposition, LASSO

Commodity Connectedness

CFS Working Paper, No. 575
Number of pages: 32 Posted: 20 Sep 2017 Last Revised: 18 Jan 2018
University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 103 (463,133)
Citation 2

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network centrality, network visualization, pairwise connectedness, total directional connect- edness, total connectedness, vector autoregression, variance decomposition, LASSO

Commodity Connectedness

NBER Working Paper No. w23685
Number of pages: 30 Posted: 21 Aug 2017 Last Revised: 20 Mar 2023
University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 34 (816,338)
Citation 4

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2.
Downloads 455 (114,265)
Citation 81

Estimating Global Bank Network Connectedness

PIER Working Paper No. 15-025, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 34 Posted: 18 Jul 2015 Last Revised: 11 Sep 2020
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 400 (131,509)
Citation 4

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Systemic risk, connectedness, systemically important financial institutions, vector autoregres- sion, variance decomposition, lasso, elastic net, adaptive lasso, adaptive elastic net

Estimating Global Bank Network Connectedness

NBER Working Paper No. w23140
Number of pages: 35 Posted: 13 Feb 2017 Last Revised: 25 Mar 2023
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 55 (670,465)
Citation 33

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3.

Forecasting with Dynamic Panel Data Models

PIER Working Paper No. 16022
Number of pages: 95 Posted: 23 Dec 2016
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 318 (170,738)
Citation 1

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Bank Stress Tests, Empirical Bayes, Forecasting, Panel Data, Ratio Optimality, Tweedies Formula

4.

Forecasting with Dynamic Pane Data Models

USC-INET Research Paper No. 17-02
Number of pages: 95 Posted: 31 Jan 2017
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 140 (367,973)

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Bank Stress Tests, Empirical Bayes, Forecasting, Panel Data, Ratio Optimality, Tweedies Formula

5.

Monetary Policy Across Space and Time

FRB Richmond Working Paper No. 18-14
Number of pages: 33 Posted: 02 Oct 2018 Last Revised: 21 Feb 2019
Indiana University Bloomington - Department of Economics, Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 58 (640,902)

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Monetary policy spillovers, time-varying parameters, changing volatility

6.

Density Forecasts in Panel Models: A Semiparametric Bayesian Perspective

PIER Working Paper No. 17-006
Number of pages: 95 Posted: 11 May 2017
Laura Liu
Indiana University Bloomington - Department of Economics
Downloads 52 (674,047)
Citation 3

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Bayesian, Semiparametric Methods, Panel Data, Density Forecasts, Posterior Consistency, Young Firms Dynamics

7.

Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

CAEPR WORKING PAPER 2020-003
Number of pages: 105 Posted: 25 Mar 2020
Laura Liu
Indiana University Bloomington - Department of Economics
Downloads 47 (703,988)
Citation 7

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Bayesian, Semiparametric Methods, Panel Data, Density Forecasts, Posterior Consistency, Young Firm Dynamics

8.

Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data

CAEPR WORKING PAPER SERIES 2021-001
Number of pages: 40 Posted: 09 Mar 2021
Laura Liu and Mikkel Plagborg-Møller
Indiana University Bloomington - Department of Economics and Harvard University - Department of Economics
Downloads 34 (793,906)

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Bayesian Inference, Data Combination, Heterogeneous Agent Models

9.

Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

FEDS Working Paper No. 2018-036
Number of pages: 89 Posted: 15 Jun 2018 Last Revised: 29 Apr 2020
Laura Liu
Indiana University Bloomington - Department of Economics
Downloads 34 (793,906)

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Bayesian nonparametric methods, Density forecasts, Panel data, Posterior consistency, Young firm dynamics

10.

Forecasting with a Panel Tobit Model

Number of pages: 58 Posted: 03 Jan 2020
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 33 (801,775)

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Bayesian Inference, Density Forecasts, Interval Forecasts, Loan Charge-Offs, Panel Data, Point Forecasts, Set Forecasts, Tobit Model

11.

Forecasting with Dynamic Panel Data Models

NBER Working Paper No. w25102
Number of pages: 48 Posted: 01 Oct 2018 Last Revised: 02 Feb 2023
Indiana University Bloomington - Department of Economics, University of Southern California and University of Pennsylvania - Department of Economics
Downloads 29 (833,887)
Citation 6

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12.

Panel Forecasts of Country-Level Covid-19 Infectionsliu

CEPR Discussion Paper No. DP14790
Number of pages: 29 Posted: 28 May 2020
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 0 (1,094,061)
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Abstract:

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Bayesian inference, COVID-19, Density forecasts, interval forecasts, panel data models, random effects, SIR model