Daniel Lewis

Dr. Daniel Lewis is an Associate Professor in the Department of Economics at University College London (UCL). His research focuses on econometric methods for evaluating macroeconomic policies and developing statistical inference techniques applicable to realistic macroeconomic data. He holds a Ph.D. from Harvard University and a B.A. from Princeton University. He previously served as a Senior Economist at the Federal Reserve Bank of New York and currently holds non-academic roles at the Banque de France and the Centre for Microdata Methods and Practice. His work includes creating the Weekly Economic Index (WEI), a real-time economic activity measurement tool, and he leads the CreMac project funded by an ERC Starting Grant. He also serves as an Associate Editor of the Journal of Econometric Methods.

Education:

• Ph.D. in Economics, Harvard University (2013–2018)
• B.A. in Economics, Princeton University

Research Interests:

• Econometric methods for causal inference in time-series data
• Macroeconomic policy evaluation (monetary/fiscal)
• Statistical identification and testing
• Real-time economic measurement via the Weekly Economic Index (WEI)
• HAR inference and clustering algorithms

Grants & Awards:

• European Research Council Starting Grant (StG-101161596 CreMac)

Consultancy & Advisory:

• Consultant, Banque de France (2024–present)
• Academic Consultant, Bank of England (2024–present)
• Research Staff, Centre for Microdata Methods and Practice (2022–present)

Key Contributions:

His publications emphasize methodological advancements in macroeconometrics, including shock identification, volatility analysis, and real-time economic tracking. He has organized major conferences such as the NY Fed-Board of Governors Conference on Empirical Macroeconomics and the Oxford-NY Fed-Bank of England Conference on Monetary Economics.