2008-012A "Inflation, Monetary Policy and Stock Market Conditions" - May 2008
with Michael D. Bordo and David C. Wheelock
Abstract | Full Text (PDF)
2008-001A "Multivariate Markov Switching With Weighted Regime Determination: Giving France More Weight than Finland" - January 2008
with Martin Sola
Abstract | Full Text (PDF)
2007-020A "Monetary Policy and Stock Market Booms and Busts in the 20th Century" - May 2007
with Michael D. Bordo and David C. Wheelock
Abstract | Full Text (PDF)
2007-019A "Multivariate Contemporaneous Threshold Autoregressive Models" - May 2007
with Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo
Abstract | Full Text (PDF)
2006-025B "The Price Puzzle and Indeterminacy in an Estimated DSGE Model" - April 2006, Revised March 2007
with Anatoliy Belaygorod
Abstract | Full Text (PDF)
2004-030A "Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths" - November 2004
with Siddhartha Chib
Abstract | Full Text (PDF)
2001-019B "Forecasting Output with Information from Business Cycle Turning Points: A Qualitative Variable VAR" - October 2001, Revised February 2005
with Katrin Wesche
Abstract | Full Text (PDF)
2000-016A "Do Real Exchange Rates Have Autoregressive Unit Roots? A Test Under the Alternative of Long Memory and Breaks" - July 2000
with Apostolos Serletis
Abstract | Full Text (PDF)
1995-003A "Non-Monotonic Long Memory Dynamics in Black-Market Exchange Rates"
with Patrick K. Asea
Abstract | Full Text (PDF)
1994-016B "Compound Volatility Processes in EMS Exchange Rates"
Abstract | Full Text (PDF)
