Daniel J. Lewis

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

3

DOWNLOADS

30

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Do Monetary Policy Announcements Shift Household Expectations?

FRB of New York Staff Report No. 897, September 2019
Number of pages: 48 Posted: 09 Sep 2019
Daniel J. Lewis, Christos Makridis and Karel Mertens
Federal Reserve Banks - Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 18 (545,574)
Citation 1

Abstract:

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monetary policy shocks, central bank communication, information rigidities, consumer confidence, high-frequency identification

2.

The Size-Power Tradeoff in HAR Inference

Number of pages: 70 Posted: 15 Aug 2019 Last Revised: 22 Aug 2019
Eben Lazarus, Daniel J. Lewis and James H. Stock
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Federal Reserve Banks - Federal Reserve Bank of New York and Harvard University - Department of Economics
Downloads 9 (602,035)
Citation 2

Abstract:

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heteroskedasticity- and autocorrelation-robust estimation, HAR, long-run variance estimator

3.

Latent Heterogeneity in the Marginal Propensity to Consume

FRB of New York Staff Report No. 902, 2019
Number of pages: 83 Posted: 20 Nov 2019
Daniel J. Lewis, Davide Melcangi and Laura Pilossoph
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 3 (643,304)

Abstract:

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marginal propensity to consume, consumption, tax rebate, heterogeneous treatment effects, machine learning, clustering, C-means, K-means