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
Identifying relationship-level effects using convariance restrictions
We propose a new model in which relationship-specific effects or shocks are identified in a bipartite […]
Previous version
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 […]