NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Serena Ng

Working Papers and Chapters

July 2009Estimation of DSGE Models When the Data are Persistent
with Yuriy Gorodnichenko: w15187
A Factor Analysis of Bond Risk Premia
with Sydney C. Ludvigson: w15188
October 2005Macro Factors in Bond Risk Premia
with Sydeny C. Ludvigson: w11703
July 2005The Empirical Risk-Return Relation: A Factor Analysis Approach
with Sydney C. Ludvigson: w11477
May 2005Understanding and Comparing Factor-Based Forecasts
with Jean Boivin: w11285
July 2003Are More Data Always Better for Factor Analysis?
with Jean Boivin: w9829
May 1996Parametric and Non-Parametric Approaches to Price and Tax Reform
with Angus Deaton: w5564

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