Search filters

List of works by Serena Ng

A Factor Analysis of Bond Risk Premia

scientific article published in July 2009

A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data

scholarly article published June 2019

Are More Data Always Better for Factor Analysis?

scientific article published in July 2003

COVID-19 and The Macroeconomic Effects of Costly Disasters

scientific article published in April 2020

Estimation of DSGE Models When the Data are Persistent

scientific article published in July 2009

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties

scientific article published in September 2011

FRED-QD: A Quarterly Database for Macroeconomic Research

scientific article published in March 2020

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling

scientific article published in September 2013

Latent Dirichlet Analysis of Categorical Survey Expectations

scientific article published in May 2020

Level and Volatility Factors in Macroeconomic Data

scientific article published in August 2017

Macro Factors in Bond Risk Premia

Measuring Uncertainty

scientific article published in September 2013

Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data

scientific article published in August 2017

Parametric and Non-Parametric Approaches to Price and Tax Reform

scientific article published in May 1996

Shock Restricted Structural Vector-Autoregressions

scientific article published in March 2017

The Empirical Risk-Return Relation: A Factor Analysis Approach

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

scientific article published in December 2015

Understanding and Comparing Factor-Based Forecasts

article published in 2005