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D-Index & Metrics

Economics and Finance

D-Index
63
Citations
32344
World Ranking
671
National Ranking
424

Overview

Serena Ng is affiliated with Columbia University in the United States and has a research focus within the broad field of Economics, Econometrics and Finance. Their work spans several subfields, including Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability, Artificial Intelligence, and Global and Planetary Change.

The scientist's research engages with various topics related to economic behavior and quantitative methods. Main themes in their work include Monetary Policy and Economic Impact, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Spatial and Panel Data Analysis, Statistical Methods and Inference, Economic Theories and Models, and Statistical Methods and Bayesian Inference.

Serena Ng's recent publications cover a range of topics in macroeconomics, econometrics, and statistical methodology. Notable papers include:

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2021) published in the American Economic Journal Macroeconomics
  • Approximate factor models with weaker loadings (2023) published in the Journal of Econometrics
  • Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (2021) published in the Journal of the American Statistical Association
  • COVID-19 and the Costs of Deadly Disasters (2021) published in AEA Papers and Proceedings
  • Time series estimation of the dynamic effects of disaster-type shocks (2022) published in the Journal of Econometrics

Frequent coauthors with whom Serena Ng has collaborated repeatedly include Jushan Bai, Sílvia Gonçalves, Sydney C. Ludvigson, Sai Ma, and Richard A. Davis.

The main venues where Serena Ng publishes reflect a focus on both economics and econometrics, as well as broader dissemination platforms. These publication venues include:

  • Harvard Dataverse
  • arXiv (Cornell University)
  • Journal of Econometrics
  • SSRN Electronic Journal
  • AEA Papers and Proceedings

Best Publications

  • Determining the Number of Factors in Approximate Factor Models

    Jushan Bai;Serena Ng

  • LAG LENGTH SELECTION AND THE CONSTRUCTION OF UNIT ROOT TESTS WITH GOOD SIZE AND POWER

    Serena Ng;Pierre Perron

  • Measuring Uncertainty

    Unknown

  • A PANIC Attack on Unit Roots and Cointegration

    Jushan Bai;Serena Ng

  • Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

    Serena Ng;Pierre Perron

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?†

    Sydney C. Ludvigson;Sai Ma;Serena Ng

  • Macro Factors in Bond Risk Premia

    Sydney C. Ludvigson;Serena Ng

  • FRED-MD: A Monthly Database for Macroeconomic Research

    Michael W. McCracken;Serena Ng

  • Are more data always better for factor analysis

    Jean Boivin;Serena Ng

  • The empirical risk–return relation: A factor analysis approach ☆

    Sydney C. Ludvigson;Serena Ng

  • Forecasting economic time series using targeted predictors

    Jushan Bai;Serena Ng

  • Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties

    Pierre Perron;Serena Ng

  • Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

    Jushan Bai;Serena Ng

  • Determining the Number of Primitive Shocks in Factor Models

    Jushan Bai;Serena Ng

  • Tests for Skewness, Kurtosis, and Normality for Time Series Data

    Jushan Bai;Serena Ng

  • Large Dimensional Factor Analysis

    Jushan Bai;Serena Ng

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

    Sydney Ludvigson;Sai Ma;Serena Ng

  • Understanding and Comparing Factor-Based Forecasts

    Jean Boivin;Serena Ng

  • Panel cointegration with global stochastic trends

    Jushan Bai;Jushan Bai;Chihwa Kao;Serena Ng

  • Principal components estimation and identification of static factors

    Jushan Bai;Serena Ng

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

    Sydney C. Ludvigson;Sydney C. Ludvigson;Sai Ma;Serena Ng

  • A systematic framework for analyzing the dynamic effects of permanent and transitory shocks

    Jesús Gonzalo;Serena Ng

  • Determining the Number of Factors in Approximate Factor Models

    Jushan Bai;Serena Ng

  • The Empirical Risk-Return Relation: A Factor Analysis Approach

    Serena Ng;Sydney C. Ludvigson;Sydney C. Ludvigson

  • Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag

    Serena Ng;Pierre Perron

Frequent Co-Authors

Jushan Bai
Jushan Bai Columbia University
Sydney C. Ludvigson
Sydney C. Ludvigson New York University
Yuriy Gorodnichenko
Yuriy Gorodnichenko University of California, Berkeley
Arthur Lewbel
Arthur Lewbel Boston College
Angus Deaton
Angus Deaton Princeton University
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Annamaria Lusardi
Annamaria Lusardi Stanford University
Donald Cox
Donald Cox Boston College
Simon M. Potter
Simon M. Potter Federal Reserve Bank of New York
René Garcia
René Garcia University of Montreal

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