Working Papers
Working Papers
“A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model” with Irina Panovska and Tara Sinclair
“Likelihood-Based Confidence Sets for the Timing of Structural Breaks” with Yunjong Eo
“State-Dependent Effects of Fiscal Policy” with Steven Fazzari and Irina Panovska
“The Meta Taylor Rule” with Kevin Lee and Kalvinder Shields
“Inflation in the G7: Mind the Gap(s)?” with Jeremy Piger and Robert Rasche
“Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle” with Ming Lo
“Inventory Mistakes and the Great Moderation” with Aarti Singh
“The Changing Transmission Mechanism of U.S. Monetary Policy” with Norhana Endut and Pao-Lin Tien
“The Adjustment of Prices and the Adjustment of the Exchange Rate” with Charles Engel [NBER Working Paper #8550]
WORK IN PROGRESS
“Fiducial Distribution Confidence Intervals for Threshold Models with an Application to Credit Crises” with Luiggi Donayre and Yunjong Eo
“Cointegration Analysis with Unobserved Components Models” with Tara Sinclair
“Macroeconomic Fundamentals and Stock Return Predictability” with Ryan Compton
“Maximum Likelihood Estimation of Nonlinear, Non-Gaussian State-Space Models Using a Multistage Adaptive Particle Filter” with Thomas King
MISCELLANEA