Refereed Journal Articles:
"Dependence Structure between Money and Economic Activity: A Markov-switching Copula VEC Approach." with Apostolos Serletis. Macroeconomic Dynamics. (Forthcoming)
"Interfuel Substituion: A Copula Appraoch." with Apostolos Serletis. Journal of Commodity Markets. (Forthcoming)
"The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model." with Apostolos Serletis. Journal of Money, Credit, and Banking. 54 (2022), 989-1025.
"Consumption, Leisure, and Money." with Apostolos Serletis. Macroeconomic Dynamics. 25 (2021), 1412-1441.
"The Welfare Cost of Inflation." with Apostolos Serletis. Journal of Economic Dynamics and Control. 128 (2021), 104144.
"Stock Return and the COVID-19 Pandemic: Evidence from Canada and the US." Finance Research Letters. 38 (2021), 101872.
"Functional Monetary Aggregates, Monetary Policy, and Business Cycles." with Apostolos Serletis. Journal of Economic Dynamics and Control. 121 (2020), 103994.
"Conditional Correlation Demand System." with Apostolos Serletis. Computational Economics. 56 (2020), 77-86.
"Demand Systems with Heteroscedastic Disturbances." with Apostolos Serletis. Empirical Economics. 58 (2020), 1913-1921.
"Markov Switching Oil Price Uncertainty." with Apostolos Serletis. Oxford Bulletin of Economics and Statistics. 81 (2019), 1045-1064
"Money Supply Volatility and the Macroeconomy." with Apostolos Serletis. Macroeconomic Dynamics. 24 (2019), 1392-1402
"Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors." with Apostolos Serletis. The Energy Journal. 40 (2019), 111-128
"The Ethanol Mandate and Crude Oil and Biofuel Agricultural Commodity Price Dynamics." with Apostolos Serletis. Journal of Commodity Markets. 15 (2019), 100068.
"Communication Frictions, Sentiments, and Nonlinear Business Cycles." with Apostolos Serletis. International Journal of Economic Theory. 15 (2019), 137-152.
"The Demand for Banking and Shadow Banking Services." with Apostolos Serletis. The North American Journal of Economics and Finance. 47 (2019), 132-146.
"The Zero Lower Bound and Crude Oil and Financial Markets Spillovers." with Apostolos Serletis. Macroeconomic Dynamics. 22 (2018), 654-665.
"Financial Frictions and the Fiscal Theory of Price Level Determination." with Apostolos Serletis. Open Economies Review. 28 (2017), 251-272.
"Monetary and Fiscal Policy Switching with Time-Varying Volatilities." with Apostolos Serletis. Economics Letters. 145 (2016), 202-205.
"Volatility and a Century of Energy Markets Dynamics." with Apostolos Serletis. Energy Economics. 55 (2016), 1-9.
Working Paper:
"Do Monetary Policy Shocks Have Asymmetric Effects on Stock Market?" with Victor Song.