Macroeconomics and international finance
International transmission of business cycles
Implications of time non-separable preferences
Applied econometrics
Estimation of non-linear dynamic stochastic GE models
Applications of model averaging techniques
Computational economics
Solving non-linear dynamic stochastic GE models with occasionally binding constraints
Macroeconomics and International Finance:
Composite Habits and International Transmission of Business Cycles. Journal of Economic Dynamics and Control, Vol. 76, 2017, pp. 1–34.
International Business Cycles with Complete Markets. (with I. Roberts) Journal of Economic Dynamics and Control, Vol. 36(6), 2012, pp. 862–875.
Habit Persistence and International Comovements. (with I. Krznar) Macroeconomic Dynamics, Vol. 16, Suppl. S3, 2012, pp. 312–330.
The Cost of Adjustment: On Comovement between the Trade Balance and the Terms of Trade. (with I. Roberts) Economic Modelling, Vol. 35, 2013, pp. 689-700, DOI: 10.1016/j.econmod.2013.08.027
Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation. (with C. Tseng, W. Zhu) Energy Economics, Vol. 31(6), 2009, pp. 888-896, DOI: 10.1016/j.eneco.2009.05.013 (Special issue: "Energy sector pricing and macroeconomic dynamics")
Applied Econometrics:
Have Socioeconomic Determinants of National Suicide Rates Changed over 20 years? A Model Averaging Approach, Applied Economics, 2024, DOI: 10.1080/00036846.2024.2372117
On Determinants of National Suicide Rates: Evidence from Bayesian Model Averaging. Applied Economics, 2023, DOI: 10.1080/00036846.2023.2294272
Institutions and Growth: Evidence from Estimation Methods Robust to Weak Instruments. Applied Economics, Vol. 45(13), 2013, pp. 1625–1635.
Composite Habits, Wealth effects and the Equity Premium. (with Q. He)
An Evolutionary Approach to Solving Limited Enforcement Models. (with J. Jones)
Reversible Technology, Capital Flows and Sovereign Default Risk.
Economic Factors and Suicide Mortality: Evidence from High Dimensional Panel Methods (with H. Zhan)
Capital Utilization, Cointegrated Productivity Processes, and International Business Cycles (with Q. He)
The Role of Composite Habits in Asset Prices and Business Cycles: A Bayesian Approach (with Q. He)