Research

Primary Research Interests: Time-series Econometrics, Applied Macroeconomics

Secondary Research Interests: Financial Economics, Monetary Economics, Energy Economics, and Labor Economics

Published Paper

“Fourier ADL Cointegration Test to Approximate Smooth Breaks with New Evidence from Crude Oil Market”, with Vladimir Arčabić and Hyejin Lee, in Economic Modeling in 2017

 FADL.pdf Data Empirical Code Code_FADL_Crititical Values 

“Nature of Comovements in US State and MSA Housing Prices”, with Alan Tidwell, Yan (Olivia) Lu, and Junsoo Lee, in Real Estate Economics in 2023

Tidwell et al. pdf 

Working Papers

“Fourier Residual-based Cointegration Tests for Unknown Smooth Breaks”, with Hyejin Lee.

FEG and FEG2.pdf 

“Global Reserve Synchronization and the Evolution of International Financial Integration”

 Global Reserve Synchronization.pdf 

“Forecasting The Indian Inflation Using Fourier GARCH and Factor Augmented GARCH Models”, with Ram Das.

Forecasting Indian Inflation.pdf 

 “Common Shocks and Fiscal Divergence: The Evolution of State Liabilities in India”, with Piyali Das and Harsh Jain

Common Shocks and Fiscal Divergence

"Do Gender Gaps Converge? Evidence from OECD Labor Markets Using PANIC and Fourier Panel

Methods", with Ritti Thaker

Do Gender Gaps Converge 

In Progress

“The Quantile ADL Cointegration Test: A Single Equation Approach” with Junsoo Lee.

“The Effect of Exchange Rate Regime on Current Account Adjustment: A Factor Model Analysis” with Junsoo Lee.

“Convergence in Female Labor-force Participation Rate in OECD Countries, using PANIC Unit Root Test”