2.  A New Approach to Integrating Expectations into VAR Models (with Andrew Lee Smith), Journal of Monetary Economics, 132(C), pp. 24-43 

 3.  Evaluating Alternative Models of Trend Inflation (with Todd E. Clark), International Journal of Forecasting, 30(3), pp.426-448 

 4.  Monetary Policy Regime Shifts and Inflation Persistence (with Troy Davig), Review of Economics and Statistics, 96(5), pp.862-875 

5.  The State Space Representation and Estimation of a Time Varying Parameter VAR with Stochastic Volatility (with Michael Connolly) in "State-Space Models: Applications in Economics and Finance" edited by Yong Zeng and Shu Wu, Springer, 2013.  

6. Long-run Risks in the Term Structure of Interest Rates: Estimation, Journal of Applied Econometrics, 28(3), pp.478-497 

7. What Does the Yield Curve Tell us about the Federal Reserve's Implicit Inflation Target? Journal of Money, Credit, and Banking, 2012, 44(2-3), pp.469-486 

8.  Yield Curve in an Estimated Nonlinear Macro Model, Journal of Economic Dynamics and Control, 2011, 35(8), pp.1229-1244 

9.  Non-stationary Hours in a DSGE Model, Journal of Money, Credit, and Banking, 39(6), pp.1357-1373 

10. Analysis of Loan Guarantees among the Korean Chaebol Affiliates (with Keunkwan Ryu), International Economic Journal, 18(2), pp.161-178