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I am a Senior Quantitative Risk Specialist at the Federal Deposit Insurance Corporation (FDIC) and lecturer at the Johns Hopkins University. My research interests include credit risk modeling, stress testing, applied microeconomics, and computational statistics/econometrics.

Here is a link to my Google Scholar.

Published Papers:

(1) Modeling Loss Given Default Regressions, with Xiaofei Zhang and Xinlei Zhao, Journal of Risk, Volume 23, Number 1 (2020) pp. 1-32. Working paper version (no paywall)

(2) Mortgage characteristics and the racial incidence of default, with Tom Mayock, Journal of Housing Economics, 46 (2019) Article 101655

(3) New Evidence on the Effect of Compulsory Schooling Laws, with Ted Figinski and Alicia Lloro, Advances in Econometrics, 40A (2019) pp. 293-318.

(4) Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income, with Andrew C. Chang, Economic Inquiry, 56(3) (2018) pp. 1846-1869.

(5) A model for broad choice data, with David Brownstone, Journal of Choice Modelling, 27 (2018) pp. 19-36.

(6) Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets, with Andrew C. Chang and Shawn M. Martin, Journal of Applied Econometrics, 33(3) (2018) pp. 473-478.

(7) Efficient MCMC Estimation of Inflated Beta Regression Models, Computational Statistics, 33(1) (2018) pp. 127-158. Download an older working paper.

(8) Is Economics Research Replicable? Sixty Papers from Thirteen Journals Say “Often Not”, with Andrew C. Chang, accepted in Critical Finance Review. Download the FEDS working paper

(9) A Preanalysis Plan to Replicate Sixty Economics Research Papers That Worked Half of the Time, with Andrew C. Chang, American Economic Review, 107(5) (2017) pp. 60-64.

(10) Further Investigation of Parametric Loss Given Default Modeling, with Min Qi, Xiaofei Zhang, and Xinlei Zhao, Journal of Credit Risk, Vol 12, Issue 4 (2016), pp. 17-47.

(11) Estimation of Multivariate Sample Selection Models via a Parameter-Expanded Monte Carlo EM Algorithm, Open Journal of Statistics, Vol.4 No.10 (2014) pp. 851-856. Download

(12) Bayesian analysis of multivariate sample selection models using Gaussian copulas, Advances in Econometrics: Missing data methods (2011). Download

(13) Estimation of sample selection models with two selection mechanisms, Computational Statistics & Data Analysis, 55 (2011) pp. 1099-1108. Download

Working Papers: