Computational Methods
Expanding the Toolkit: Some methodological contributions in computational economics.
Research Publications
Refereed Journals
"exuber: Recursive Right-Tailed Unit Root Testing with R" (with Kostas Vasilopoulos and Efthymios Pavlidis), Journal of Statistical Software, Vol. 103 (10), pp. 1-26, 2022. A working paper version of this article appeared as Globalization and Monetary Policy Institute Working Paper no. 383, May 2020 (Revision: October 2021)
Software: exuber: Econometric Analysis of Explosive Time Series (R package with Kostas Vasilopoulos and Efthymios Pavlidis) and intro to exuber (with Kostas Vasilopoulos, Efthymios Pavlidis, and Simon Spavound)
"A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints" (with Ayse Kabukcuoglu Dur), Computational Economics, Vol. 58 (2), pp. 435-460, 2021. A working paper version of this article appeared as Globalization and Monetary Policy Institute Working Paper no. 396, August 2020
An earlier version of this paper circulated as: "The Market Resources Method for Solving Dynamic Optimization Problems" (with Ayse Kabukcuoglu), Globalization and Monetary Policy Institute Working Paper no. 274, June 2016
Working Papers
Methodological Contributions
"A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form," Globalization and Monetary Policy Institute Working Paper no. 389, May 2020
"Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy," Globalization and Monetary Policy Institute Working Paper no. 285, September 2016 (Revised: August 2018)
Supplementary materials (SSRN WP #3279250): "Finite-Order VAR Representation of Linear Rational Expectations Models: In a Nutshell"
Some Historical References
Bayes' theorem on conditional probability (article from 1763): here.