Daniel Lewis

Economist
Macroeconomic and Monetary Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-8901
Daniel.Lewis@ny.frb.org

   
Robust Inference in Models Identified via Heteroskedasticity
Federal Reserve Bank of New York Staff Reports 876, December 2018

Identifying Shocks via Time-Varying Volatility
Federal Reserve Bank of New York Staff Reports 871, October 2018

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.