Research

Working Papers

"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks" (with James Morley) [PDF] [Code]

"Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?" (with Chang-Jin Kim) [PDF]

"Bayesian Inference about the Type sof Structural Breaks When There Are Different Breaks in Many Parameters" [PDF]

"Bayesian Analysis of DSGE Models with Regime Switching", under revision

"Labor Productivity and Medium-Run Cycles in the Postwar US Economy" (with Dilhan Perera), under revision

Work in Progress

Forecasting the Yield Curve with Possibly Misspecified Models (with Kyu Ho Kang)

New Approach to Calculating Dynamic Conditional Correlation (with Azamat Abdymomunov and James Morley)