Daniel Lewis
University College London
Daniel is a Lecturer (Assistant Professor) in the Department of Economics at University College London. His research interests combine time series econometrics and empirical macroeconomics.
Selected Publications
Weak instrument bias in impulse response estimators
We approximate the finite-sample distribution of impulse response function (IRF) estimators that are just-identified with a […]
Identifying heterogeneous supply and demand shocks in European credit markets
We propose a new model in which relationship-specific supply and demand shocks are non-parametrically identified in […]
Latent heterogeneity in the marginal propensity to consume
We estimate the unconditional distribution of the marginal propensity to consume (MPC) using clustering regression applied […]