Alexander Chudik

Best Publications

• Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors

  Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

  2262
  Citations

• Weak and Strong Cross Section Dependence and Estimation of Large Panels

  Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran;Elisa Tosetti

  765
  Citations

• Is there a debt-threshold effect on output growth?

  Alexander Chudik;Kamiar Mohaddes;M. Hashem Pesaran;Mehdi Raissi

  624
  Citations

• Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors

  Alexander Chudik;Kamiar Mohaddes;M. Hashem Pesaran;Mehdi Raissi

  385
  Citations

• Large Panel Data Models with Cross-Sectional Dependence: A Survey

  Alexander Chudik;M Pesaran

  351
  Citations

• Large Panel Data Models with Cross-Sectional Dependence: A Survey

  Alexander Chudik;M. Hashem Pesaran

  338
  Citations

• Large Panel Data Models with Cross-Sectional Dependence: A Survey

  Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

  247
  Citations

• Theory and Practice of GVAR Modeling

  Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

  245
  Citations

• Infinite dimensional VARs and factor models

  Alexander Chudik;Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

  216
  Citations

• Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

  Alexander Chudik;Kamiar Mohaddes;M. Hashem Pesaran;Mehdi Raissi

  210
  Citations

• Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

  M. Hashem Pesaran;Alexander Chudik

  147
  Citations

• Thousands of models, one story: Current account imbalances in the global economy

  Michele Ca’ Zorzi;Alexander Chudik;Alistair Dieppe

  137
  Citations

• Modelling global trade flows: results from a GVAR model

  Matthieu Bussière;Alexander Chudik;Giulia Sestieri

  122
  Citations

• Modelling Global Trade Flows: Results from a GVAR Model

  Matthieu Bussière;Alexander Chudik;Giulia Sestieri

  119
  Citations

• Voluntary and mandatory social distancing: evidence on COVID-19 exposure rates from Chinese provinces and selected countries

  Alexander Chudik;M. Hashem Pesaran;Alessandro Rebucci

  118
  Citations

• Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors

  Alexander Chudik;M. Hashem Pesaran;M. Hashem Pesaran

  92
  Citations

• Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

  Alexander Chudik;Kamiar Mohaddes;M. Hashem Pesaran;Mehdi Raissi

  89
  Citations

• Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

  Alexander Chudik;Kamiar Mohaddes;M. Hashem Pesaran;Mehdi Raissi

  87
  Citations

• A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.

  Alexander Chudik;Kamiar Mohaddes;M. Hashem Pesaran;Mehdi Raissi

  79
  Citations

• Large Panel Data Models with Cross-Sectional Dependence

  Alexander Chudik;Hashem Pesaran

  64
  Citations