List of Papers
Journal Articles

"The BeveridgeNelson Decomposition of MixedFrequency Series:
An Application to Simultaneous Measurement
of Classical and Deviation Cycles",
Empirical Economics, Vol. 51, pp. 14151441,
2016. (Ox code, data)

"The Multivariate BeveridgeNelson Decomposition with I(1) and I(2) Series",
Economics Letters, Vol. 137, pp. 157162,
2015.

"Measuring the Natural Rates, Gaps, and Deviation Cycles",
Empirical Economics, Vol. 47, pp. 495522,
2014. (R code, data)

"Output Gap Estimation and Monetary Policy in China"
(with C. Zhang, B. Zhang, and Z. Lu),
Emerging Markets Finance & Trade, Vol. 49, Supplement 4, pp. 119131,
2013.

"Measuring Inflation Expectations Using IntervalCoded Data",
Oxford Bulletin of Economics and Statistics, Vol. 75, pp. 602623,
2013.

"Multivariate ModelBased Gap Measures and a New Phillips Curve for China"
(with C. Zhang),
China Economic Review, Vol. 23, pp. 6070,
2012.

"Output Gap Measurement and the New Keynesian Phillips Curve for China"
(with C. Zhang),
Economic Modelling, Vol. 28, pp. 24622468,
2011.

"A Coincident Index, Common Factors, and Monthly Real GDP"
(with R. S. Mariano),
Oxford Bulletin of Economics and Statistics, Vol. 72, pp. 2746,
2010. (Ox code, data)
 Corrigendum
 As of 3/8/10, the Ox code seems to run
with SsfPack Basic
on Ox 5.1.
 As of 10/1/07, the Ox code does not run with SsfPack 2.2b on Ox 4.02,
but runs with SsfPack 2.2 on Ox 3.4.

"Do Coincident Indicators Have OneFactor Structure?",
Empirical Economics, Vol. 36, pp. 339365,
2009.(Ox code, data)

"DistributionFree Statistical Inference for Generalized Lorenz Dominance
Based on Grouped Data" (with K. Morimune),
Mathematics and Computers in Simulation, Vol. 64, pp. 133142,
2004.

"A New Coincident Index of Business Cycles
Based on Monthly and Quarterly Series" (with R. S. Mariano),
Journal of Applied Econometrics, Vol. 18, pp. 427443,
2003. (Ox code and data)
Discussion Papers