| Estimating global bank network connectedness M Demirer, FX Diebold, L Liu, K Yilmaz Journal of Applied Econometrics 33 (1), 1-15, 2018 | 566 | 2018 |
| Commodity connectedness FX Diebold, L Liu, K Yilmaz National Bureau of Economic Research, 2017 | 165 | 2017 |
| Panel forecasts of country-level Covid-19 infections L Liu, HR Moon, F Schorfheide Journal of Econometrics 220 (1), 2-22, 2021 | 63 | 2021 |
| Forecasting with dynamic panel data models L Liu, HR Moon, F Schorfheide Econometrica 88 (1), 171-201, 2020 | 62 | 2020 |
| Density forecasts in panel data models: A semiparametric bayesian perspective L Liu Journal of Business & Economic Statistics 41 (2), 349-363, 2023 | 31 | 2023 |
| Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data L Liu, M Plagborg-Møller | 24* | 2018 |
| Forecasting with a Panel Tobit Model L Liu, HR Moon, F Schorfheide | 23* | 2018 |
| Identification and estimation of average partial effects in semiparametric binary response panel models L Liu, A Poirier, JL Shiu arXiv preprint arXiv:2105.12891, 2021 | 13 | 2021 |
| Monetary policy across space and time L Liu, C Matthes, K Petrova Essays in Honour of Fabio Canova, 37-64, 2022 | 9 | 2022 |
| Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models L Liu, A Poirier, JL Shiu arXiv preprint arXiv:2105.12891, 2021 | | 2021 |
| Panel Forecasts of Country-Level Covid-19 Infectionsliu L Liu, HR Moon, F Schorfheide CEPR Discussion Paper No. DP14790, 2020 | | 2020 |
| Density Forecasts in Panel Models: A Semiparametric Bayesian Perspective L Liu PIER Working Paper, 2017 | | 2017 |
| Point And Density Forecasts In Panel Data Models L Liu University of Pennsylvania, 2017 | | 2017 |
| Estimating Global Bank Network Connectedness FX Diebold, L Liu, KY Koç | | 2014 |
| Structural Changes in Networks: Estimation and Evidence from Financial Institution Connectedness L Liu | | 2014 |
| Supplemental Appendix to “Forecasting with Dynamic Panel Data Models” L Liu, HR Moon, F Schorfheide | | |
Francis DieboldProfessor of Economics, University of PennsylvaniaVerified email at sas.upenn.edu
