"Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting"
with Martin Sola and Fabio Spagnolo
Journal of Econometrics, December 2007, 141(2), pp. 517-47.
Abstract | Full Text (PDF)
"Can Markov Switching Models Predict Excess Foreign Exchange Returns?"
with Christopher J. Neely
Journal of Banking and Finance, February 2007, 31(2), pp. 279-96.
Abstract | Full Text (PDF)
"Stochastic Capital Depreciation and the Comovement of Hours and Productivity"
with Andreas M. Fischer and Robert D. Dittmar
Topics in Macroeconomics, January 2007. 6(3), Article 6.
Abstract | Full Text (PDF)
"Business Cycle Filtering of Macroeconomic Data Via a Latent Business Cycle Index"
with Charles R. Nelson
Macroeconomic Dynamics, November 2006, 10(5), pp. 573-94.
Abstract | Full Text (PDF)
"Kalman Filtering with Truncated Normal State Variables for Bayesian Estimation of Macroeconomic Models"
Economics Letters, October 2006, 93(1), pp. 58-62.
Abstract | Full Text (PDF)
"The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis"
with Stephen J. Spurr, Ada K. Jacox, and David E. Kalist
Journal of Regulatory Economics, May 2005, 27(3), pp. 309-30.
Abstract | Full Text (PDF)
"Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions"
Journal of Business and Economic Statistics, January 2005, 23(1), pp. 96-104.
Abstract | Full Text (PDF)
"Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements"
with Andreas M. Fischer
Economics Letters, June 2003, 79(3), pp. 409-15
Abstract | Full Text (PDF)
"Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999"
with Michael D. Bordo and David C. Wheelock
Explorations in Economic History, April 2003, 40(2), pp. 143-69
Abstract | Full Text (PDF)
"Directly Measuring Early Exercise Premiums Using American and European S&P 500 Index Options"
with Thomas W. Miller, Jr.
Journal of Futures Markets, March 2003, 23(3), pp. 287-313.
Abstract | Full Text (PDF)
"European Business Cycles: New Indices and Analysis of Their Synchronicity"
with Katrin Wesche
Economic Inquiry, January 2003, 41(1), pp. 116-31.
Abstract | Full Text (PDF)
"Aggregate Price Shocks and Financial Instability: A Historical Analysis"
with Michael D. Bordo and David C. Wheelock
Economic Inquiry, October 2002, 40(4), pp. 521-38.
Abstract | Full Text (PDF)
"Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs Sampling Approach to the Bank Prime Rate"
Journal of Business and Economic Statistics, October 1999, 17, pp. 466-72.
Abstract | Full Text (PDF)
"A Monetary Policy Feedback Rule in Korea's Fast-Growing Economy"
with Gyuhan Kim
Journal of International Financial Markets, Institutions & Money January 1999, 9(1), pp. 19-31.
Abstract | Full Text (PDF)
"Does Foreign Innovation Affect Domestic Wage Inequality?"
with Alison Butler
Journal of International Economics, January 1999, 47(1), pp. 61-89.
"Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates"
with Richard Startz
Review of Economics and Statistics, 1998, 80, pp. 420-26.
Abstract | Full Text (PDF)
"Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility"
Journal of Business and Economic Statistics, 1997, 15, pp. 26-34.
Abstract | Full Text (PDF)
"Inflation Targeting in a Small Open Economy: Empirical Results for Switzerland"
with Andreas Fischer
Journal of Monetary Economics, 1996, 47, pp. 89-103.
Abstract | Full Text (PDF)
"Do Inflation Targets Redefine Central Bank Inflation Preferences? Results from an Indicator Model"
with Andreas Fischer
in Alders, Koedijk, Kool, and Winder, eds., Monetary Policy in a Converging Europe. Amsterdam: Kluwer, 1996, pp. 21-37.
"A Guide to Nominal Feedback Rules and Their Use for Monetary Policy"
with Andreas Fischer
Swiss National Bank Quarterly Bulletin, 1994,4, pp. 327-35.
