Estimating global bank network connectedness M Demirer, FX Diebold, L Liu, K Yilmaz Journal of Applied Econometrics 33 (1), 1-15, 2018 | 601 | 2018 |
Commodity connectedness FX Diebold, L Liu, K Yilmaz National Bureau of Economic Research, 2017 | 174 | 2017 |
Panel forecasts of country-level Covid-19 infections L Liu, HR Moon, F Schorfheide Journal of Econometrics 220 (1), 2-22, 2021 | 69 | 2021 |
Forecasting with dynamic panel data models L Liu, HR Moon, F Schorfheide Econometrica 88 (1), 171-201, 2020 | 68 | 2020 |
Density forecasts in panel data models: A semiparametric bayesian perspective L Liu Journal of Business & Economic Statistics 41 (2), 349-363, 2023 | 30 | 2023 |
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data L Liu, M Plagborg-Møller | 26* | 2018 |
Forecasting with a Panel Tobit Model L Liu, HR Moon, F Schorfheide | 23* | 2018 |
Identification and estimation of average partial effects in semiparametric binary response panel models L Liu, A Poirier, JL Shiu arXiv preprint arXiv:2105.12891, 2021 | 14 | 2021 |
Monetary policy across space and time L Liu, C Matthes, K Petrova Essays in Honour of Fabio Canova, 37-64, 2022 | 5 | 2022 |
Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models L Liu, A Poirier, JL Shiu arXiv preprint arXiv:2105.12891, 2021 | | 2021 |
Panel Forecasts of Country-Level Covid-19 Infectionsliu L Liu, HR Moon, F Schorfheide CEPR Discussion Paper No. DP14790, 2020 | | 2020 |
Density Forecasts in Panel Models: A Semiparametric Bayesian Perspective L Liu PIER Working Paper, 2017 | | 2017 |
Point and Density Forecasts in Panel Data Models L Liu University of Pennsylvania, 2017 | | 2017 |
Estimating Global Bank Network Connectedness FX Diebold, L Liu, KY Koç | | 2014 |
Structural Changes in Networks: Estimation and Evidence from Financial Institution Connectedness L Liu | | 2014 |
Supplemental Appendix to “Forecasting with Dynamic Panel Data Models” L Liu, HR Moon, F Schorfheide | | |