| HAR Inference: Recommendations for Practice E Lazarus, DJ Lewis, JH Stock, MW Watson Journal of Business & Economic Statistics 36 (4), 541-559, 2018 | 184 | 2018 |
| US economic activity during the early weeks of the SARS-Cov-2 outbreak D Lewis, K Mertens, JH Stock National Bureau of Economic Research, 2020 | 137* | 2020 |
| Measuring real activity using a weekly economic index DJ Lewis, K Mertens, JH Stock, M Trivedi Journal of Applied Econometrics, 2021 | 92 | 2021 |
| Identifying shocks via time-varying volatility D Lewis Review of Economic Studies, 2021 | 76 | 2021 |
| Do Monetary Policy Announcements Shift Household Expectations? K Mertens, DJ Lewis, C Makridis CEPR Discussion Paper No. DP14360, 2020 | 65* | 2020 |
| Latent heterogeneity in the marginal propensity to consume D Lewis, D Melcangi, L Pilossoph National Bureau of Economic Research, 2024 | 64 | 2024 |
| The size-power tradeoff in HAR inference E Lazarus, DJ Lewis, JH Stock Econometrica 89 (5), 2497-2516, 2021 | 56* | 2021 |
| Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects DJ Lewis The Review of Economics and Statistics, 1-46, 2023 | 34* | 2023 |
| Monitoring Real Activity in Real Time: The Weekly Economic Index DJ Lewis, K Mertens, JH Stock Liberty Street Economics, 2020 | 27* | 2020 |
| Robust inference in models identified via heteroskedasticity DJ Lewis Review of Economics and Statistics 104 (3), 510-524, 2022 | 24 | 2022 |
| High-frequency data and a weekly economic index during the pandemic DJ Lewis, K Mertens, JH Stock, M Trivedi AEA Papers and Proceedings 111, 326-330, 2021 | 13 | 2021 |
| A robust test for weak instruments with multiple endogenous regressors DJ Lewis, K Mertens FRB of Dallas Working Paper, 2022 | 12 | 2022 |
| Weekly Economic Index DJ Lewis, K Mertens, JH Stock Retrieved from FRED, Federal Reserve Bank of St. Louis, 2020 | 6 | 2020 |
| Dynamic Identification Using System Projections and Instrumental Variables DJ Lewis, K Mertens CEPR Discussion Paper No. DP17153, 2022 | 5 | 2022 |
| SUPPLEMENT TO “THE SIZE-POWER TRADEOFF IN HAR INFERENCE” E Lazarus, DJ Lewis, JH STOCK Econometrica 89 (5), 2497-2516, 2021 | 4* | 2021 |
| Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) DJ Lewis, K Mertens, JH Stock Liberty Street Economics, 2020 | 4 | 2020 |
| Approximating grouped fixed effects estimation via fuzzy clustering regression DJ Lewis, D Melcangi, L Pilossoph, A Toner‐Rodgers Journal of Applied Econometrics, 2022 | 2 | 2022 |
| Identification based on higher moments DJ Lewis cemmap working paper, 2024 | 1 | 2024 |
| HAR Inference: Recommendations for Practice Rejoinder E Lazarus, DJ Lewis, JH Stock, MW Watson Journal of Business & Economic Statistics 36 (4), 574-575, 2018 | 1 | 2018 |
| The economy and policy in the coronavirus crisis to date J Stock, D Lewis, J Hatzius, L Reichlin, RJ Barro, F Velde, J Furman, ... Brookings Institution, 2020 | | 2020 |
