"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 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]

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

"Bayesian Analysis of DSGE Models with Regime Switching"

Work in Progress

"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 Heterogenous Macroeconomic Volatility Dynamics: Good Policy or Good Luck?"