Working Papers

The current research is supported by NSF grant SES 1424843

On the Comparison of Interval Forecasts
joint with Ross Askanazi (Cornerstone), Frank Diebold (Penn), and Minchul Shin (UIUC)
This Version: January 2018

Inference for VARs Identified with Sign Restrictions
Joint with Hyungsik Roger Moon (USC), and Eleonora Granziera (Bank of Finland)
This Version: September 2017
MATLAB Programs
Previous Versions:
a) January 2013 Version
b) FRB Philadelphia WP 11-20, CEPR Discussion Paper 8432, and NBER Working Paper 17140.

Slides for SCE/CEF Plenary Lecture
based on collaborative research posted on this working paper webpage and on Publications
This Version: June 2017

Forecasting with Dynamic Panel Data Models
Joint with Laura Liu (UPenn) and Hyungsik Roger Moon (USC)
This Version: December 2016
Also available at arXiv Link and as PIER Working Paper 16-022