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: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
NBER Program Affiliations: EFG , ME
NBER Affiliation: Research Associate

NBER Working Papers and Publications

August 2017Opportunities 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 2017Shock Restricted Structural Vector-Autoregressions
with Sydney C. Ludvigson, Sai Ma: w23225
December 2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
with Sydney C. Ludvigson, Sai Ma: w21803
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

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 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.

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