What’s New?

1. •  1 May 2012: Irina Panovska, my last Ph.D. student at Washington University (co-supervised with Werner Ploberger), will be on the job market next year. Her webpage is here.
   

2. •  30 April 2012: My latest policy statement as a member of the Shadow RBA Board is available here.   
   

3. •  18 April 2012: “Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?” accepted for publication in Studies in Nonlinear Dynamics and Econometrics
   

4. •  17 April 2012: Latest version of “State-Dependent Effects of Fiscal Policy”
   

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

6. •  News Archive
   

About Me

I am a professor of economics at the University of New South Wales (click here for departmental webpage). I teach macroeconomics, finance, and econometrics. My research involves using statistical analysis to gain insights into a number of empirical issues in economics, including the following:

1. •   Are business cycle fluctuations symmetric? What are their sources and economic implications?
   

2. •   What is the nature of structural change in macroeconomic relationships? Is it gradual or abrupt?
   

3. •   What are the sources of persistent changes in the unemployment rate?
   

4. •   How does stock market volatility affect expected returns in the stock market?
   

5. •   Why are deviations from “the law of one price” so volatile and persistent across countries?
   

More Information

1. •  Curriculum Vitae and Short Bio
   

2. •  Published and Forthcoming Articles
   

3. •  Working Papers
   

4. •  GAUSS Code
   

5. •  Teaching Materials
   

6. •  Current and Former Students
   

7. •  Professional Activities
   

8. •  Contact Information