Publications
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“Additional Evidence of Long Run
Purchasing Power Parity with Restricted Structural Change” with David
Papell, Journal of Money, Credit and Banking, 38, 1329-1349. |
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“The
Uncertain Unit Root in |
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“Potential Pitfalls in Determining
Multiple Structural Changes with an Application to
Purchasing Power Parity,” Journal
of Business and Economics Statistics, January 2008, volume 26, 50-65. |
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“Forecasting Persistent Data with
Possible Structural Breaks: Old School and New School Lessons Using OECD
Unemployment Rates” with Walt Enders, Frontiers of Economics and
Globalization, June 2008, volume 4, Elsevier |
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“Restricted Structural Change and the Unit Root
Hypothesis" with David Papell, Economic Inquiry, October 2007, Vol. 45,
834-853. |
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“Forecasting Transnational Terrorism and other Series with
an Unknown Number of Structural Breaks” with Walter Enders and Yu Liu,
forthcoming in the Defense & Peace Economics |
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Working papers |
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“Toward a solution to the interest rate parity puzzle”
(With George Davis and Norman Miller) |
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“New evidence of exchange rates
predictability using the long swings model” (with Alex
Nikolsko-Rzhevskyy) |
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"Time series tests of the Solow growth model" with David Papell |
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Work in progress |
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“Comparative performance of out-of-sample predictability tests with nonlinear models ,” (with Alex Nikolsko-Rzhevskyy and Yu Liu) |