- Testing for news and noise in non-stationary time series subject to multiple revisions, with Alain Hecq and Jan P.A.M. Jacobs, Journal of Macroeconomics, (2019) 60, 396-407.
- Forecasting the exchange rate using non-linear Taylor rule based models, with Rudan Wang and Bruce Morley, International Journal of Forecasting, (2019) 35(2), 429-442.
- Agricultural commodity price shocks and their effect on growth in Sub-Saharan Africa, with Tony Addison and Atanu Ghoshray, Journal of Agricultural Economics, (2016) 67 (1), 47-61.
- Robust econometric inference for stock return predictability, with Alexandros Kostakis and Tassos Magdalinos, Review of Financial Studies, (2015) 28 (5), 1506-1553.
- Centurial evidence of breaks in the persistence of unemployment, with Atanu Ghoshray, Economics Letters, (2015) 129, 74-76.
- The ﬁnite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators, with Steve Lawford, Journal of Econometrics, (2009) 148 (2), 124-130.