I'm an Assistant Professor of Economics at the University of Minnesota - Duluth (UMD). I received my Ph.D. from Washington University in St. Louis in May 2010 and joined the Department of Economics at UMD in August 2011.
I do research and teach courses in Macroeconomics and Econometrics. From a macroeconomics perspective, my research involves the use of statistical tools to understand a number of empirical issues, such as asymmetries in business cycle fluctuations, nonlinearities in the response of output to monetary policy, and the nature of changes in macroeconomic relationships. From an econometrics perspective, I currently work with threshold autoregressive (TAR) and smooth transition autoregressive (STAR) models to address empirical questions and, thus, my research also focuses on statistical issues such as constructing confidence intervals for threshold parameters and making inferences about nonlinearity in the presence of outliers.
February 20th, 2015: I was recognized in the Faculty Appreciation ceremony at the Romano Gymnasium by UMD Athletics and the UMD Women's Basketball team for supporting student athletes. Go Bulldogs!
February 19th, 2015: A revised version of "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy" (joint with Neil Wilmot) is now available.
January 19th, 2015: A new paper on "Asymmetric Exchange Rate Pass-through Over the Business Cycle" (joint with Irina Panovska) is now available.
January 16th, 2015: I will present "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy" at the 2015 Meetings of the Society for Nonlinear Dynamics and Econometrics in Oslo, Norway, March 19-20, 2015.
January 12th, 2015: I will be giving a presentation in the Department of Economics seminar series at the University of Memphis on April 3rd, 2015.
December 16th, 2014: I will be presenting "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy" (joint with Neil Wilmot) at the 79th Annual Meeting of the Midwest Economics Association on March 27-29, 2015. My co-author, Ariuna Taivan, will also be presenting our joint work "Causality and the Effects of Fiscal Imbalances".
October 17th, 2014: A new paper on "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy" (joint with Neil Wilmot) now available.
August 31st, 2014: Check out the new site for INTB 4495 Economic and Business Development in Peru.
July 31st, 2014: I will be presenting "Asymmetric Pass-through Over the Business Cycle" at the 2014 Meetings of the Midwest Applied Time Series Econometrics Group, University of Wisconsin - La Crosse.
May 18th, 2014: I will be teaching INTB 4495: Economic and Business Development in Peru abroad at Universidad del Pacifico until June 18th, 2014.
April 25th, 2014: Sungkook Lee, my current student at UMD, and Justin Sabrowsky, my former student at UMD, have both accepted offers from Indiana University and will start their Ph.D. in Economics program at IU in Fall 2014. Congratulations to Justin and Sungkook!
March 27th, 2014: "Do Monetary Policy Shocks Generate TAR or STAR Dynamics in Output?" now forthcoming in Studies in Nonlinear Dynamics & Econometrics.
March 25th, 2014: "Improving Likehood-Ratio-Based Confidence Intervals for Threshold Parameters in Finte Samples" (joint with Yunjong Eo and James Morley) is now available.
March 17th, 2014: A new paper on "Outliers and Persistence in Threshold Autoregressive Processes?: A Puzzle?" (joint with Yamin Ahmad) is now available.
February 22th, 2014: I will be bringing a group of 16 UMD students to Peru in May for my newly developed INTB 4495: Economic and Business Development in Peru course. Looking forward to May!
February 8th, 2014: I was recognized in the Faculty Favorites ceremony at Amsoil Arena by UMD Athletics and the UMD Women's Hockey team for supporting student athletes. Go Bulldogs!
January 17th, 2014: I will present "Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?" at the 2014 Meetings of the Society for Nonlinear Dynamics and Econometrics in New York, April 17-18.
January 3rd, 2014: "Estimated Thresholds in the Response of Output to Monetary Policy: Are Large Policy Changes Less Effective?" now accepted for publication in Macroeconomic Dynamics.
December 9th, 2013: The undergraduate research project of Sungkook Lee, my research advisee, has been published at the Proceedings of the National Conference of Undergraduate Research 2013.