-
"Monetary Policy Effect on the Business Cycle
Fluctuations: Output vs. Index Measures of the Cycle", joint with Oleg Korenok,
revised and resubmitted to the Journal of Business and Economic Statistics
-
"Anticipated and Unanticipated Effects of Crude
Oil
Price and Oil Inventory Changes on Gasoline Prices", revise and
resubmit to the
Canadian Journal of Economics
-
International evidence of the efficacy
of new-Keynesian models for inflation persistence (with O. Korenok
and N. Swanson), submitted to the Journal of Applied Econometrics
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"Expectations
Anchoring in Inflation Targeting Regimes ” (joint with Oleg Korenok),
submitted to the Southern Economic Journal
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"Do commodity prices and volatility jump?"
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"Smooth Transition Autoregressive Target Zone Model with SV
Error Term with Applications", joint with Oleg Korenok
-
“Personal Income Taxes and Corporate
Dividend Payouts: New Evidence,” joint with Alan Blankley and Ben Russo
-
"The Long-Run Forecasting of Energy Prices "
-
”Regime switching in the speed of mean reversion and market price of
risk of commodity futures prices"