Laura Liu

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

35

CITATIONS

0

Scholarly Papers (3)

1.

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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and University of St Andrews
Downloads 12 (562,373)

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Monetary policy spillovers, time-varying parameters, changing volatility

2.

Forecasting with Dynamic Panel Data Models

NBER Working Paper No. w25102
Number of pages: 48 Posted: 01 Oct 2018
Board of Governors of the Federal Reserve System, University of Southern California and University of Pennsylvania - Department of Economics
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3.

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: 21 Feb 2019
Laura Liu
Board of Governors of the Federal Reserve System
Downloads 11 (568,516)

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