2009

1. •  May 15, 2009: Completed version of “Time Variation of CAPM Betas across Market Volatility Regimes for Book-to-Market and Momentum Portfolios”
   

2. •  May 12, 2009: Completed version of “Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?”
   

3. •  April 27, 2009: Macro Focus for Macroeconomic Advisors on “The Shape of Things to Come”
   

4. •  April 6, 2009: GAUSS code and data files (1,2) for calculating model-free measure of the business cycle
   

5. •  February 24, 2009: Completed version of “The Asymmetric Business Cycle”, data for business cycle measure (updated), and note on practical computation of business cycle measure
   

6. •  February 7, 2009: Television debut on the Jaco Report (local St. Louis current affairs program) to discuss stimulus package (watch)
   

2008

1. •  December 22, 2008: Policy proposal of “A New Fed-Treasury Accord” (linked to on Econbrowser on December 24, 2008 and more or less in agreement with subsequent March 18, 2009 FOMC policy statement and NY Fed policy statement and March 23, 2009 joint Fed-Treasury statement)