Journal Publications

• "A note on demand and supply factors in manufacturing output asymmetries" (joint with Oleg Korenok and Bruce Mizrach) forthcoming in the Macroeconomic Dynamics

•  “Limited Information Bayesian Analysis of a Simultaneous Equation with an  Autocorrelated Error Term and its Application to the U.S. Gasoline Market”, joint with Hiroki Tsurumi, 2006. Journal of Econometrics 133(1), p. 31-49

• "New Evidence on the Asymmetry in Gasoline Price: Volatility vs. Margin?", joint with Salah Abosedra 2006. OPEC Review 30(3), p. 125 -140.

• "The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation", joint with Oleg Korenok, 2006. Empirical Economics 31(1), p. 217 - 241

• "Oil Price Volatility and the Asymmetric Response of Gasoline Prices to Oil Price Increases and Decreases", 2005. Energy Economics 27(5), p. 708-730

• "Lags in the response of gasoline prices to changes in crude oil prices: the role of short-term and long-term shocks", 2005. Energy Economics 27(4),  p. 573-602

• “A Bayesian Approach to Decomposing Wage Differentials”, joint with Myeong-Su Yun, 2003. Economics Letters 78 (3), p. 431-436

• “Oil Stock Management and Futures Prices. Empirical Analysis”, joint with Salah Abosedra, 2003. The Journal of Energy and Development 28(2), p. 173-188

Other Publications

• "Relationships among the Foreign Exchange Rates after the Asian financial crisis-applications of unit root tests, cointegration tests and VAR", joint with Hiroki Tsurumi. Chapter 3 of the book “Econometric Applications of MCMC Algorithms”edited by H. Wago and H. Omori, Toyokeizai Shimpo, Tokyo, Japan.
• “A Bayesian Test of Stationarity in a Regression Model with an ARMA  Error Term”,   joint with Elena Goldman, Teruo Nakatsuma and Hiroki Tsurumi, American Statistical Association 2001 JSM Proceedings