News Archive

 
 

2012

  1. • 5 April 2012: Program for 20th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

2011

  1. •  14 September 2011: Updated version of “Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle”

  2. •  12 September 2011: Updated version of “A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model”

  3. •  22 August 2011: At long last, a completed version of “Likelihood-Based Confidence Sets for the Timing of Structural Breaks”

  4. •  18 August 2011: I am now an Associate Editor for the Journal of Economic Dynamics and Control

  5. •  7 July 2011: New working paper “The Meta Taylor Rule”

  6. •  6 June 2011: Updated version of “Inventory Mistakes and the Great Moderation”

  7. •  25 May 2011: ASB Knowledge Podcast conversation about the high Australian dollar

  8. •  29 March 2011: Final version of “Time Variation of CAPM Betas across Market Volatility Regimes”, forthcoming in Applied Financial Economics

  9. •  20 March 2011: I will be the next president of the Society for Nonlinear Dynamics and Econometrics. Also, I will be a member of the editorial board for Studies in Nonlinear Dynamics & Econometrics. 

  10. •  1 January 2011: Research Associate of the Centre for Applied Macroeconomic Analysis

2010

  1. •  28 October 2010: Final version of “The Asymmetric Business Cycle”, forthcoming in Review of Economics and Statistics

  2. •  24 June 2010: Macro Focus on “The Emperor Has No Clothes”. (Also, click on the following for a summary, excerpts on Brad DeLong’s blog, a posting on Macroeconomic Advisers’ blog, a posting on Mark Thoma’s blog, and a mention on Paul Krugman’s blog.)

  3. •  5 March 2010: One of eight economists featured in a CFO Magazine article with a familiar title

  4. • 18 February 2010: “The Two Interpretations of the Beveridge-Nelson Decomposition” accepted for publication in Macroeconomic Dynamics

  5. •10 January 2010: Discussion of my piece on the Great Moderation in the St. Louis Post-Dispatch column by David Nicklaus

2009

  1. • 2 December 2009: Macro Focus on “The Great Moderation: What Caused It and Is It Over?”

  2. • 9 September 2009: Published version of “Changes in U.S. Inflation Persistence” (lead article in Studies in Nonlinear Dynamics & Econometrics, vol. 13, issue 4)

  3. •  27 April 2009: Macro Focus on “The Shape of Things to Come”

2008

  1. •  22 December 2008: Policy proposal of “A New Fed-Treasury Accord” (linked to on Econbrowser on December 24, 2008 and more or less in agreement with subsequent March 18, 2009 FOMC policy statement and NY Fed policy statement and March 23, 2009 joint Fed-Treasury statement)

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