Daniel J. Lewis

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

9

DOWNLOADS

209

SSRN CITATIONS
Rank 30,834

SSRN RANKINGS

Top 30,834

in Total Papers Citations

19

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Identifying Shocks via Time-Varying Volatility

FRB of New York Staff Report No. 871
Number of pages: 45 Posted: 23 Oct 2018 Last Revised: 25 May 2019
Daniel J. Lewis
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 38 (466,724)
Citation 4

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identification, impulse response function, structural shocks, SVAR, fiscal multiplier, time-varying volatility, heteroskedasticity

Do Monetary Policy Announcements Shift Household Expectations?

FRB of New York Staff Report No. 897, September 2019
Number of pages: 67 Posted: 09 Sep 2019 Last Revised: 22 Jan 2020
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 34 (496,452)
Citation 2

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

Do Monetary Policy Announcements Shift Household Expectations?

CEPR Discussion Paper No. DP14360
Number of pages: 69 Posted: 11 Feb 2020
Karel Mertens, Daniel J. Lewis and Christos Makridis
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2 (722,173)
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central bank communication, consumer con dence, high frequency identi cation, informational rigidities, monetary policy shocks

3.

Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects

FRB of New York Staff Report No. 891, June 2019
Number of pages: 43 Posted: 27 Jun 2019 Last Revised: 22 Oct 2019
Daniel J. Lewis
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 32 (494,443)
Citation 4

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high-frequency identification, time-varying volatility, monetary policy shocks, forward guidance, quantitative easing

4.

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 21 (556,901)
Citation 5

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

5.

Robust Inference in Models Identified via Heteroskedasticity

FRB of New York Staff Report No. 876
Number of pages: 32 Posted: 22 Dec 2018 Last Revised: 14 Aug 2019
Daniel J. Lewis
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 21 (556,901)
Citation 1

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heteroskedasticity, weak identification, robust inference, pretesting, monetary policy, impulse response function

U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak

FRB of New York Staff Report No. 920, April 2020
Number of pages: 16 Posted: 14 Apr 2020
Daniel J. Lewis, Karel Mertens and James H. Stock
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics
Downloads 17 (603,545)
Citation 1

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weekly economic index, high frequency, measurement of economic activity

U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak

NBER Working Paper No. w26954
Number of pages: 16 Posted: 13 Apr 2020 Last Revised: 20 Apr 2020
Daniel J. Lewis, Karel Mertens and James H. Stock
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics
Downloads 3 (710,933)
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7.

Do Monetary Policy Announcements Shift Household Expectations?

FRB of Dallas Working Paper No. 1906
Number of pages: 48 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
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 16 (588,680)

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

8.

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 15 (595,215)
Citation 3

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

9.

U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak

FRB of Dallas Working Paper No. 2011
Number of pages: 16 Posted: 29 Apr 2020
Daniel J. Lewis, Karel Mertens and James H. Stock
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and affiliation not provided to SSRN
Downloads 10 (629,224)
Citation 2

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Weekly Economic Index, High Frequency, COVID-19, Measurement of Economic Activity