PUBLICATIONS
Inflation Targeting, Fiscal Policy and the Exchange Rate Regime
Emerging Markets Finance & Trade, Vol. 54 (9), pp. 2093-2116, (2018). [PDF]
https://doi.org/10.1080/1540496X.2017.1358162
Monetary Policy Co-movement and Spillover of Shocks among BRICS Economies (with Menelik Geremew and Hardik Marfatia)
Applied Economics Letters, Vol 26 (15), pp. 1253-1263 (2019).
https://doi.org/10.1080/13504851.2018.1545072
Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries Using Vine Copulas (with Ashis Kumar Pradhan, Aviral Tiwari and Rangan Gupta)
Quarterly Review of Economics and Finance, Vol 76 (May 2020), pp.207-217, (2020)
https://doi.org/10.1016/j.qref.2019.07.004
Inflation Volatility and Inflation in the Wake of the Great Recession (with Victor J. Valcarcel)
Empirical Economics, Vol 59 (4), pp. 1997–2015 (2020) [PDF]
https://doi.org/10.1007/s00181-019-01724-2
Inflation Persistence in Turkey: A TVP Approach (with Berk Bilici)
Quarterly Review of Economics and Finance, Vol 78 (Nov 2020), pp. 64-69, (2020)
https://doi.org/10.1016/j.qref.2020.04.002
The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains (with Besma Hkiri, Aviral Tiwari and Rangan Gupta)
Quarterly Review of Economics and Finance, Vol 78 (Nov 2020), pp. 70-87, (2020)
https://doi.org/10.1016/j.qref.2020.05.010
Forecasting with second-order approximations and Markov-switching DSGE models (with Sergey Ivashchenko, Kevin Kotzé and Rangan Gupta)
Computational Economics, Vol 56 (4), pp. 747-771, (2020)
https://doi.org/10.1007/s10614-019-09941-8
The Taylor Curve: International Evidence (with Eric Olson and Rangan Gupta)
Applied Economics, Vol 53 (40), pp. 4680-4691, (2021)
https://doi.org/10.1080/00036846.2021.1907284
Real-time forecast of DSGE models with time-varying volatility in GARCH form (with Sergey Ivashchenko, Rangan Gupta and Chien-Chiang Lee)
International Review of Financial Analysis, Vol 93, May 2024, (2024)