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Publications
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Monetary Policy and Uncertainty in an Empirical Small Open Economy Model, joint with Alejandro Justiniano,
Journal of Applied Econometrics, forthcoming.
[Formerly circulated as "Small Open Economy DSGE Models: Specification, Estimation and Model Fit"]
Adaptive Learning and the Use of Forecasts in Monetary Policy,
Journal of Economic Dynamics and Control, forthcoming.
Adaptive Learning,
Forecast-based Instrument Rules and Monetary Policy, Journal of Monetary Economics, 53, 2006.
Precautionary Savings and
Consumption Fluctuations, joint with
Jonathan A. Parker, American Economic Review, 95, 2005.
[Also available as NBER Working Paper
9196, September 2002.]
Learning About Monetary
Policy Rules When Long-Horizon Expectations Matter,
International Journal of Central Banking, 1, 2005.
Generalized Empirical Likelihood-Based Model Selection Criteria for Moment Condition
Models, joint with Han
Hong and Matthew Shum, Econometric Theory, 19, 2003.
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Working Papers
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Stabilizing Expectations under Monetary and Fiscal Policy Coordination
, joint with Stefano Eusepi, NBER Working Paper no. 14391, October 2008.
[pdf file][Technical Appendix]
Bayesian Averaging, Prediction and Nonnested Model Selection, joint with Han Hong,
NBER Working Paper no. 14284, August 2008. [pdf file.]
Formally distributed as Nonnested Model Selection Criteria.
Expectations, Learning and Business Cycle Fluctuations
, joint with Stefano Eusepi,
NBER Working Paper no. 14181, July 2008.
[pdf file]
Incomplete Markets, Heterogeneity and Macroeconomic Dynamics
, joint with Mauro Roca, NBER Working Paper no. 13260, July 2007.
[pdf file]
Central Bank Communication and Expectations Stabilization
, joint with Stefano Eusepi, NBER Working Paper no. 13259, July 2007. [Revised December 2007 pdf file]
Can Structural Small Open Economy Models Account for the Influence of
Foreign Shocks?, joint with Alejandro
Justiniano, August 2005 [updated September 2006].
Graph-theoretic
Asset Pricing, joint with Alan Preston, October 2005.
Adaptive Learning in Infinite Horizon Decision
Problems, January 2005.
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