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]
- "Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters", Studies in Nonlinear Dynamics & Econometrics, forthcoming [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]
- "Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models" (with Kyu Ho Kang) [Link]
- "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples" (with Luiggi Donayre and James Morley) [Link]
- "Bayesian Analysis of DSGE Models with Regime Switching"
- "Postwar US Monetary-Fiscal Policy: How Optimal Is the Mix?" (with Denny Lie, and Aarti Singh)
- "Time-Varying Inflation Target and Price Indexation in the New Keynesian DSGE Model" (with Denny Lie)
- "The Optimal Inflation Target under the Output-Inflation Trade-Off" (with Denny Lie)
- "The Heterogenous Macroeconomic Volatility Dynamics: Good Policy or Good Luck?"