Serena Ng

Are More Data Always Better for Factor Analysis?

Year: 2003
Journal: Journal of Econometrics
Authors: Jean Boivin; Serena Ng

Understanding and Comparing Factor-Based Forecasts

Year: 2005
Journal: International Journal of Central Banking
Authors: Jean Boivin; Serena Ng

The Empirical Risk-Return Relation: A Factor Analysis Approach

Year: 2005
Journal: Journal of Financial Economics
Authors: Sydney C. Ludvigson; Serena Ng

Macro Factors in Bond Risk Premia

Year: 2005
Journal: Review of Financial Studies
Authors: Sydney C. Ludvigson; Serena Ng

Estimation of DSGE Models When the Data Are Persistent

Year: 2009
Journal: Journal of Monetary Economics
Authors: Yuriy Gorodnichenko; Serena Ng

A Factor Analysis of Bond Risk Premia

Year: 2009
Journal: Empirical Economics
Authors: Sydney C. Ludvigson; Serena Ng

Estimators for Persistent and Possibly Nonstationary Data with Classical Properties

Year: 2011
Journal: Econometric Theory
Authors: Yuriy Gorodnichenko; Anna Mikusheva; Serena Ng

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

Year: 2013
Journal: Journal of Economic Literature
Authors: Serena Ng; Jonathan H. Wright

Measuring Uncertainty

Year: 2013
Journal: American Economic Review
Authors: Kyle Jurado; Sydney C. Ludvigson; Serena Ng

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response

Year: 2015
Journal: American Economic Journal: Macroeconomics
Authors: Sydney C. Ludvigson; Sai Ma; Serena Ng

Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data

Year: 2017
Journal: No Journal Matched
Authors: Serena Ng

Level and Volatility Factors in Macroeconomic Data

Year: 2017
Journal: Journal of Monetary Economics
Authors: Yuriy Gorodnichenko; Serena Ng

Shock Restricted Structural Vector Autoregressions

Year: 2017
Journal: No Journal Matched
Authors: Sydney C. Ludvigson; Sai Ma; Serena Ng

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

Year: 2019
Journal: No Journal Matched
Authors: Rishab Guha; Serena Ng

COVID-19 and the Macroeconomic Effects of Costly Disasters

Year: 2020
Journal: No Journal Matched
Authors: Sydney C. Ludvigson; Sai Ma; Serena Ng

Latent Dirichlet Analysis of Categorical Survey Expectations

Year: 2020
Journal: No Journal Matched
Authors: Evan M. Munro; Serena Ng

FRED-QD: A Quarterly Database for Macroeconomic Research

Year: 2020
Journal: No Journal Matched
Authors: Michael McCracken; Serena Ng

Modeling Macroeconomic Variations after COVID-19

Year: 2021
Journal: No Journal Matched
Authors: Serena Ng