NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Serena Ng

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

September 2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
with Jonathan H. Wright: w19469
Measuring Uncertainty
with Kyle Jurado, Sydney C. Ludvigson: w19456
September 2011Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
with Yuriy Gorodnichenko, Anna Mikusheva: w17424
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

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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