The views expressed on this website are my own and should not be interpreted as reflecting the views of the Board of Governors of the Federal Reserve System or of any other person associated with the Federal Reserve System.
Likelihood Evaluation of Models with Occasionally Binding Constraints (December 2017)
Macroeconomic Forecasting in Times of Crises (April 2017)
A New Approach to Identifying the Real Effects of Uncertainty Shocks (January 2018) (Accepted, Journal of Business and Economic Statistics)
Measuring International Uncertainty: The Case of Korea (August 2017) (Economics Letters, Vol 162, Jan 2018)
Does Realized Volatility Help Bond Yield Density Prediction? (August 2016) (International Journal of Forecasting, Vol 33, Issue 2, April - June 2017, pg. 373-389)