Publications

Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
With Christopher Sims, Jinill Kim, and Sunghyun Kim
Journal of Economic Dynamics & Control 32, 2008,
3397 - 3414
Read the full text in ScienceDirect  ››

An Investigation of the Gains from Commitment in Monetary Policy
With Andrea Tambalotti
Journal of Monetary Economics 54, 2007
302 - 324
Read the full text in ScienceDirect  ››

Likelihood Analysis of Seasonal Cointegration
With Soeren Johansen
Journal of Econometrics 88, 1999
301 - 339
Read the full text in ScienceDirect  ››

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.