Research

Publications

"Accounting for Structural Breaks in the Hamilton Filter", 2026, Economics Letters, vol. 267, Article 113075 [joint with Eiji Goto] [WP version]
"The Transitory Component of Health Care Employment",  2026, Empirical Economics, vol. 70, no. 5, Article 68 [joint with Lacey Loomer] [WP version]
"Likelihood-ratio-based Confidence Intervals for Multiple Threshold Parameters", 2025, Studies in Nonlinear Dynamics and Econometrics, vol. 29, no. 5, pp. 561 - 573  [WP version]
"Regime-dependent Health Care Employment Dynamics in Recessions" , 2025, Research in Economics, vol. 79, no. 2, Article 101036 [joint with Lacey Loomer] [WP version]
"Filtering Persistent and Asymmetric Cycles", 2023,  The B.E. Journal of Macroeconomics, vol. 23, no. 1, pp. 473 - 495 [WP version]
"On the Behavior of Okun's Law across Business Cycles", 2022, Economic Modelling, vol. 112, Article 105858 [WP version]

"Recession-specific Recoveries: L's, U's and Everything in Between", 2021, Economics Letters, vol. 209, Article 110145 [joint with Irina Panovska] [WP version]
"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples", 2018, Studies in Nonlinear Dynamics and Econometrics, vol. 22, no. 1, pp. 1 – 11[joint with Yunjong Eo and James Morley], Awarded Best Paper in 2018 at the SNDE Annual Symposium, Dallas Fed, March 2019.

"U.S. Wage Growth and Nonlinearities: The Roles of Inflation and Unemployment", 2018, Economic Modelling, vol. 68, pp. 273 – 292 [joint with Irina Panovska]

"Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis", 2017, Economic Papers, vol 36, no. 2, pp. 156 – 170 [joint with Ariuna Taivan] 

"State-dependent Exchange Rate Pass-through Behavior", 2016, Journal of International Money and Finance, vol. 64, pp. 170 – 195 [joint with Irina Panovska]

"The Asymmetric Effects of Oil Price Shocks on the Canadian Economy", 2016, International Journal of Energy Economics and Policy, vol. 6, no. 2, pp. 167 – 182 [joint with Neil Wilmot]

"Nonlinearities in the U.S. Wage Phillips Curve", 2016, Journal of Macroeconomics, vol. 48, pp. 19 – 43 [joint with Irina Panovska]

"Outliers and Persistence in Threshold Autoregressive Processes", 2016, Studies in Nonlinear Dynamics & Econometrics, vol 20, no. 1, pp. 37 – 56 [joint with Yamin Ahmad]

"Do Monetary Policy Shocks Generate TAR or STAR Dynamics in Output?", 2015, Studies in Nonlinear Dynamics & Econometrics, vol. 19, no. 2, pp. 227 – 247. 

"Estimated Thresholds in the Response of Output to Monetary Policy: Are Large Policy Changes Less Effective?", 2014, Macroeconomic Dynamics, vol. 18, no. 1, pp. 41 – 64.

Working Papers
"Gender Differences in Employment Recoveries" (joint with Yunjong Eo)
"The Shape of State-level Recoveries" (joint with Irina Panovska)

Dormant Work

"Wage Growth and the Role of the Labor Share in the U.S."
"Taylor Rules, (A)symmetric Preferences, and Dual-mandates"
"Levels and Trajectories in Modelling and Forecasting Unemployment Rates"

"Has U.S. Labor Productivity Undergone High-Frequency Changes?" (joint with Neil Wilmot)

Other Publications

"Rethinking the Role of FDI in Peru: Are Its Links to the Local Economy Relevent?", 2005, Economía y Sociedad 58, pp. 45-54. Lima: Economic and Social Research Consortium [in Spanish].

"A Model of Monetary Policy in a Dollarized Economy: A Structural Approach for Peru", in: González Izquierdo, Jorge, 2004, Essays on the Peruvian Economy Vol. III. Lima: Research Center of the Universidad del Pacífico [joint with Alberto Gonzales, in Spanish].

"Towards the Coordination of Policies: A Dynamic Approach Based on Differential Games", 2002, Revista Estudios Económicos 8. Lima: Central Reserve Bank of Peru [joint with Alberto Gonzales, in Spanish].