NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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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
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NBER Program Affiliations: EFG , ME
NBER Affiliation: Research Associate
Institutional Affiliation: Columbia University

NBER Working Papers and Publications

August 2019A 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
May 2019A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
with Rishab Guha: w25899
August 2017Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data
w23673
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

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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