“Macroeconomics, Nonlinear Time Series in,” in R.A. Meyers (ed.), Encyclopedia of Complexity and System Science (Springer, Berlin, 2009) [pdf]
“The Effects of Oil Price Shocks on Output,” Business Economics (October 2009, vol. 44, no. 4, pp. 220-228) with Neal Ghosh and Chris Varvares [pdf]
“Changes in U.S. Inflation Persistence,” Studies in Nonlinear Dynamics & Econometrics (2009, vol. 13, issue 4, article 1) with Kyu Ho Kang and Chang-Jin Kim [GAUSS code] [pdf]
“Trend/Cycle Decomposition of Regime-Switching Processes,” Journal of Econometrics (October 2008, vol. 146, pp. 220-226) with Jeremy Piger [pdf]
“Bayesian Countefactual Analysis of the Sources of the Great Moderation,” Journal of Applied Econometrics (March 2008, vol. 23, pp. 173-191) with Chang-Jin Kim and Jeremy Piger [pdf]
“The Slow Adjustment of Aggregate Consumption to Permanent Income,” Journal of Money, Credit, and Banking (March-April 2007, vol. 39, pp. 615-638) [GAUSS code] [pdf]
“In Search of the Natural Rate of Unemployment,” Journal of Monetary Economics (March 2007, vol. 54, pp. 550-564) with Thomas King [pdf]
“Detecting Shift-Contagion in Currency and Bond Markets,” Journal of International Economics (March 2006, vol. 68, pp. 409-423) with Toni Gravelle and Maral Kichian [GAUSS code] [pdf]
“The Importance of Nonlinearity in Reproducing Business Cycle Features,” in C. Milas, P. Rothman, and D. van Dijk (eds.), Nonlinear Time Series Analysis of Business Cycles (Elsevier Science, Amsterdam, 2006, pp. 75-95) with Jeremy Piger [pdf]
“A Kalman Filter Approach to Characterizing the Canadian Term Structure of Interest Rates,” Applied Financial Economics (June 2005, vol. 15, no. 10, pp. 691-705) with Toni Gravelle [pdf]
“The Structural Break in the Equity Premium,” Journal of Business & Economic Statistics (April 2005, vol. 23, pp. 181-191) with Chang-Jin Kim and Charles R. Nelson [pdf]
“Nonlinearity and the Permanent Effects of Recessions,” Journal of Applied Econometrics (Special Issue on "Recent Developments in Business Cycle Analysis" 2005, vol. 20, pp. 291-309) with Chang-Jin Kim and Jeremy Piger [GAUSS code] [pdf]
“Is There A Positive Relationship between Stock Market Volatility and the Equity Premium?” Journal of Money, Credit, and Banking (June 2004, part 1, vol. 36, no. 3, pp. 339-360) with Chang-Jin Kim and Charles R. Nelson [GAUSS code] [pdf]
“Why Are Unobserved Component and Beveridge-Nelson Trend-Cycle Decompositions of GDP So Different?” Review of Economics and Statistics (May 2003, vol. 85, no. 2, pp. 235-243, lead article) with Charles R. Nelson and Eric Zivot [GAUSS code] [pdf]
“A State-Space Approach to Calculating the Beveridge-Nelson Decomposition,” Economics Letters (March 2002, vol. 75, no. 1, pp. 123-127) [pdf]
“Does an Intertemporal Tradeoff Between Risk and Return Explain Mean Reversion in Stock Prices?” Journal of Empirical Finance (September 2001, vol. 8, no. 4, pp. 403-426) with Chang-Jin Kim and Charles R. Nelson [GAUSS code] [pdf]
Miscellanea
“The Shape of Things to Come,” Macroeconomic Advisers’ Macro Focus (April 2009, vol. 4, no. 6, pp. 1-11) [pdf]
“Essays in Empirical Finance” Ph.D. Dissertation from 1999 (Committee: Charles Nelson (chair), Charles Engel, Chang-Jin Kim, Richard Startz, and Eric Zivot) [pdf]
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