"Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?", Review of Economics and Statistics, December 2016, Volume 98, Issue 5 (with Chang-Jin Kim) [Link] [WP Version]

"Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters", Studies in Nonlinear Dynamics & Econometrics, June 2016, Volume 20, Issue 3 (lead article) [Link] [WP Version] [Code (GAUSS)]

"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks", Quantitative Economics, July 2015, Volume 6, Issue 2 (with James Morley) [Link] [Code (GAUSS)]
[Code [R][Code (Eviews in conjunction with Gauss)]  

"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples" (with Luiggi Donayre and James Morley) [Link] accepted at Studies in Nonlinear Dynamics & Econometrics

Working Papers

"The Role of the Inflation Target Adjustment in Stabilization Policy" (with Denny Lie) [Link]

"Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models" (with Kyu Ho Kang) [Link]

"Heterogeneous Changes in Cyclicality of Labor Productivity in the Postwar U.S. Economy" (with Dilhan Perera) 

"Bayesian Analysis of DSGE Models with Regime Switching"

Work in Progress 

"Raising an Inflation Target in a Low Interest Rate Environment" (with Denny Lie)

"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)

"Measuring the Output Gap Using Forecasts Information"