NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Serena Ng

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

September 2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
with Jonathan H. Wright: w19469

Published: Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-54, December. citation courtesy of

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

Published: Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012. "Estimators For Persistent And Possibly Nonstationary Data With Classical Properties," Econometric Theory, Cambridge University Press, vol. 28(05), pages 1003-1036, October. citation courtesy of

July 2009Estimation of DSGE Models When the Data are Persistent
with Yuriy Gorodnichenko: w15187

Published: Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April. citation courtesy of

A Factor Analysis of Bond Risk Premia
with Sydney C. Ludvigson: w15188

Published: "A Factor Analysis of Bond Risk Premia" (with Serena Ng). Handbook of Empirical Economics and Finance, 2010, e.d. by Aman Uhla and David E. A. Giles, pp. 313-372. Chapman and Hall, Boca Raton, FL.

October 2005Macro Factors in Bond Risk Premia
with Sydeny C. Ludvigson: w11703

Published: Sydney C. Ludvigson & Serena Ng, 2009. "Macro Factors in Bond Risk Premia," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(12), pages 5027-5067, December. citation courtesy of

July 2005The Empirical Risk-Return Relation: A Factor Analysis Approach
with Sydney C. Ludvigson: w11477

Published: Ludvigson, Sydney C. & Ng, Serena, 2007. "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, vol. 83(1), pages 171-222, January. citation courtesy of

May 2005Understanding and Comparing Factor-Based Forecasts
with Jean Boivin: w11285

Published: Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December. citation courtesy of

July 2003Are More Data Always Better for Factor Analysis?
with Jean Boivin: w9829

Published: Boivin, Jean and Serena Ng. "Are More Data Always Better For Factor Analysis?," Journal of Econometrics, 2006, v132(1,May), 169-194. citation courtesy of

May 1996Parametric and Non-Parametric Approaches to Price and Tax Reform
with Angus Deaton: w5564

Published: Journal of the American Statistical Association, Vol. 93 (September 1998): 900-919.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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