Department of Economics
420 West 118th Street
New York, NY 10027
NBER Program Affiliations:
NBER Affiliation: Research Associate
Information about this author at RePEc
NBER Working Papers and Publications
|August 2017||Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data|
|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, .
|March 2017||Shock Restricted Structural Vector-Autoregressions|
with Sydney C. Ludvigson, Sai Ma: w23225
|December 2015||Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?|
with Sydney C. Ludvigson, Sai Ma: w21803
|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
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
|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
|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
|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 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
|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
|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
|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
|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.