(On leave at the
Federal Reserve Bank of San Francisco starting July 1, 2011)
Ph.D. University of California, San Diego
Temporary contact phone: (415) 974 2691
Phone: (530) 554 9382
Office: SSH 1150
Series Econometrics, Monetary Economics.
Series methods for macroeconomics.
Non-linear time series
Classification of Economic Cyclical Phenomena
Carry Trade and Fundamentals: Nothing to Fear but FEER itself” with Alan
M. Taylor. Journal of International
“The Harrod-Balassa Samuelson Hypothesis:
Real Exchange Rates and their Long-Run Equilibrium” with Yanping Chong
and Alan M. Taylor. International
Economic Review, forthcoming.
“The Classification of Economic Activity
into Expansions and Recessions”
with Travis Berge. American
Economic Journal: Macroeconomics, April 2011, 3(2), 246-277.
“Estimation and Inference by the
Method of Projection Minimum Distance: An Application to the New Keynesian
Hybrid Phillips Curve,” with Sharon Kozicki. International Economic Review, May 2011, 52(2): 461-487.
“Simultaneous Confidence Regions for Impulse
Responses” Review of Economics and
Statistics, 91(3): 629-647
"Estimation and Inference of Impulse Responses by Local
Projections," American Economic Review, 95(1), 161-182.
"A Model for the Federal Funds Rate Target,"
with James Hamilton, Journal of Political Economy, 2002, no.5,
v. 110, 1135-1167.