Serena Ng
Department of Economics
Columbia University
420 West 118th Street
New York, NY 10027
Tel: 212/854-5488
Fax: 212/854-3735
E-Mail: 
WWW: http://www.columbia.edu/~sn2294/
NBER Program Affiliations:
EFG
,
ME
NBER Affiliation: Research Associate
Institutional Affiliation: Columbia University
Information about this author at RePEc
NBER Working Papers and Publications
| August 2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
with Rishab Guha
in Big Data for 21st Century Economic Statistics, Katharine G. Abraham, Ron S. Jarmin, Brian Moyer, and Matthew D. Shapiro
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| May 2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
with Rishab Guha: w25899
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| August 2017 | Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data
w23673
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| Level and Volatility Factors in Macroeconomic Data
with Yuriy Gorodnichenko: w23672
Published: Yuriy Gorodnichenko & Serena Ng, 2017. "LEVEL AND VOLATILITY FACTORS IN MACROECONOMIC DATA," Journal of Monetary Economics, . citation courtesy of 
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| March 2017 | Shock Restricted Structural Vector-Autoregressions
with Sydney C. Ludvigson, Sai Ma: w23225
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| December 2015 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
with Sydney C. Ludvigson, Sai Ma: w21803
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| September 2013 | Facts 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
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| Measuring Uncertainty
with Kyle Jurado, Sydney C. Ludvigson: w19456
Published: Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March. citation courtesy of
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| September 2011 | Estimators 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
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| July 2009 | Estimation 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
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| 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.
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| October 2005 | Macro 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
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| July 2005 | The 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
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| May 2005 | Understanding 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
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| July 2003 | Are 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
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| May 1996 | Parametric 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.
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