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About me

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.



Announcements


August 24th, 2016: I will be presenting "U.S. Wage Growth and Nonlinearities: The Roles of Inflation and Unemployment" (joint with Irina Panovska) at the 26th Annual Meeting of the Midwest Economics Group at the University of Illinois, Urbana-Champaign, October 21-22, 2016.

July 11th, 2016: My co-author, Irina Panovska, will present "U.S. Wage Growth and Nonlinearities: The Roles of Inflation and Unemployment" at the Recoveries in Labor Markets session of the 86th Annual Meeting of the Southern Economic Association in Washington, DC, Nov. 19-21, 2016.

June 23rd, 2016
:  I will present "Taylor Rules, (A)symmetric Preferences, and Dual Mandates" at the 5th Annual Meeting of the Midwest Applied Time Series Econometrics Group in Minneapolis, MN, Aug. 5-6, 2016.

May 10th, 2016
: Applications for the May 2017 study abroad course, Peru's food movement, are now open. To apply, click here.

April 1st, 2016
: I will present "U.S. Wage Growth in the Aftermath of Deep Recessions: The Roles of Inflation and Unemployment" at the 2016 Meetings of the International Association for Applied Econometrics at the University of Milano-Bicocca, June 22-25, 2016.

March 17th, 2016: The former study abroad course "Economic and Business Development in Peru" has now been restructured and integrated into the newly approved "Peru's Food Movement: The Links to Health, Development and Branding" (co-taught with Kim Dauner). We are now recruiting for our trip in May 2017!

March 1st, 2016: An updated version of "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples" (joint with Yunjong Eo and James Morley) is now available.

February 29th, 2016: "State-dependent Exchange Rate Pass-through Behavior" (joint with Irina Panovska) is now accepted for publication and forthcoming at Journal of International Money and Finance.

February 15th, 2016: "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy" (joint with Neil Wilmot) is now accepted for publication and forthcoming at International Journal of Energy Economics and Policy.

January 12th, 2016
: "Nonlinearities in the U.S. Wage Phillips Curve" (joint with Irina Panovska) is now accepted for publication and forthcoming at Journal of Macroeconomics.

January 11th, 2016: I will present "U.S. Wage Growth in the Aftermath of Deep Recessions: The Roles of Unemployment and Inflation" at the 2016 Symposium of the Society for Nonlinear Dynamics and Econometrics at the University of Alabama - Tuscaloosa, March 10-11, 2016.

December 2nd, 2015: An updated version of "Nonlinearities in the U.S. Wage Phillips Curve" (joint with Irina Panovska) is now available.

November 12th, 2015: A new version of "State-Dependent Exchange Rate Pass-Through Behavior" (joint with Irina Panovska) is now available (previously circulating as "Asymmetric Exchange Rate Pass-Though Behavior over the Business Cycle").

October 30th, 2015: Check out the updated version of my site for INTB 4495 Economic and Business Development in Peru, which includes highlights from the 2015 trip.

October 1st, 2015:  "Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis" (joint with Ariuna Taivan) is now available.

August 12th, 2015:  "Outliers and Persistence in Threshold Autoregressive Processes" (joint with Yamin Ahmad) now available at Studies in Nonlinear Dynamics & Econometrics.

August 3rd, 2015I will present "Nonlinearities in the U.S. Wage Phillips Curve" at the 2015 Meetings of the Midwest Econometrics Group organized by the Federal Reserve Bank of St. Louis on  October 9-10, 2015.

July 28th, 2015:  "Nonlinearities in the U.S. Wage Phillips Curve" (joint with Irina Panovska) is now available.

July 3rd, 2015:  I will present "Nonlinearities in the U.S. Wage Phillips Curve" at the 85th Annual Meetings of the Southern Economic Association in New Orleans, November 21-23, 2015.

May 6th, 2015:  "Outliers and Persistence in Threshold Autoregressive Processes" (joint with Yamin Ahmad) now accepted for publication and forthcoming in Studies in Nonlinear Dynamics & Econometrics.

April 28th, 2015:  I will organize and host the fourth annual meeting of the Midwest Applied Time Series Econometrics Group (MATSEG) at the University of Minnesota - Duluth on August 14-16th, 2015.

March 23rd, 2015:  I will present "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy" at the 2015 Computing in Economics and Finance Meetings in Taipei, June 20-22, 2015.

March 2nd, 2015:  I will be taking a group of UMD students to Peru in May for my Economic and Business Development in Peru course! Hosted at Universidad del Pacifico. Looking forward to May!

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 (MATSEG), 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, 2014Sungkook 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.

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Contact information

Department of Economics
University of Minnesota - Duluth
1318 Kirby Dr., Duluth, MN 55812

Tel: +1 218-726-8463
Fax: +1 218-726-6936