Lina Lu

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

3

DOWNLOADS

232

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

Reach for Yield by U.S. Public Pension Funds

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 19-2
Number of pages: 68 Posted: 17 Jul 2019
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 116 (245,319)

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U.S. public pension funds, reach for yield, Value at Risk, underfunding, duration-matched discount rates, state public debt.

Reach for Yield by U.S. Public Pension Funds

FEDS Working Paper No. 2019-048
Number of pages: 67 Posted: 17 Jul 2019
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 72 (334,922)

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U.S. public pension funds, reach for yield, Value at Risk, underfunding, duration-matched discount rates, state public debt

2.

Simultaneous Spatial Panel Data Models with Common Shocks

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 17-3
Number of pages: 76 Posted: 08 Nov 2017
Lina Lu
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 25 (504,067)

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Panel data model, Spatial model, Simultaneous equations system, Common shocks, Simultaneous effects, Incidental parameters, Maximum likelihood estimation, Principal components, High dimensionality, Inferential theory

3.

Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-2
Number of pages: 57 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Kunpeng Li, Qi Li and Lina Lu
Capital University of Economics and Business, Texas A&M University and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 19 (539,208)

Abstract:

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Constrained factor models, Maximum likelihood estimation, High dimensionality, Inferential theory