"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples",  Studies in Nonlinear Dynamics & Econometrics, February 2018, Volume 22, Issue 1 (with Luiggi Donayre and James Morley) [Link]

"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)]  

Working Papers

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

"Why Has the U.S. Economy Stagnated Since the Great Recession?" (with James Morley) [Link]

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

"Understanding 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 the Inflation Target in a Low Interest Rate Environment" (with Denny Lie)

"Time-Varying Risk Premiums, Capacity Utilization, and Stock Returns" (with Byoung-Kyu Min and Tai-Yong Roh)

"Understanding Trend Inflation Trough the Lens of the Goods and Services Sectors" (with Luis Uzeda and Benjamin Wong)

"Flexible Inflation Targeting and Price-Level Targeting"

"Measuring the Output Gap Using Forecasts Information"