I focus on empirical macroeconomics using time-series methods.


Journal Publications (the links to the papers are generally working paper versions):


1. Why were changes in the federal funds rate smaller in the 1990s? Journal of Applied Econometrics, 19 (3), 339‑54, 2004, with Richard Startz.


2. New measures of the output gap based on the forward‑looking New Keynesian Phillips Curve, with Charles Nelson, Journal of Monetary Economics, 54(2), 498-511, 2007.

3.Trend-Cycle Correlation, Drift Break and the Estimation of Trend and Cycle in Canadian GDP, Canadian Journal of Economics, 40(2), 584-606, 2007.†††

4. Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach, with Dick Startz, forthcoming in Review of Economics and Statistics, 90(4), 805-11, 2008.

5. Macroeconomic Cycle and Stock Marketís Reaction to Monetary Policy, with Alex Kurov, Journal of Banking and Finance, 32, 2606-16, 2008.

6. Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Model. Journal of Applied Econometrics, 24(1), 187-206, 2009.


Working papers:

1. Estimating Earnings Trend using Unobserved Components Framework, with Alex Kurov, forthcoming in Economics Letters.

2. A Comparison of Business Cycle Regime Nowcasting Performance between Real-time and Revised Data.



Other papers:

1. Foreign Aid and Export performance: A Panel Data Analysis of Developing Countries (with Jonathan Munemo and Subhayu Bandyopadhyay), in Theory and Practice of Foreign Aid, (edited by Sajal Lahiri), Elsevier Science, 2007.



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