Lecturer (Assistant Professor), School of Economics, University of Sydney
School of Economics
The University of Sydney
Rm 338, Merewether (H04)
NSW 2006, Australia
- "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?", Review of Economics and Statistics, forthcoming (with Chang-Jin Kim) [Link]
- "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks", Quantitative Economics, (July 2015, Volume 6, Issue 2, pp. 463-497), with James Morley [Link] [Code]
- "Structural Changes in Inflation Dynamics: A Bayesian Analysis Allowing for Multiple Breaks at Different Dates for Different Parameters", Revise and Resubmit, Studies in Nonlinear Dynamics & Econometrics [Link]
- "Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models" (with Kyu Ho Kang)
- "Bayesian Analysis of DSGE Models with Regime Switching"
- "Monetary and Fiscal Policy Regimes and the Optimal Policy in the US Economy" (with Kithsiri Ehelepola, Denny Lie, and Aarti Singh)
- "Time-Varying Trend Inflation and Price Indexation in the New Keynesian DSGE Model" (with Denny Lie)
- "Interpreting Trend/Cycle Decomposition in Unobserved Components Models" (with James Morley)
- "Are Structural VARs Useful in Identifying Sources of Instability in Macroeconomic Dynamics?"