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
Information about this author at RePEc
NBER Working Papers and Publications
| 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, .
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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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