List of Papers

Journal Articles

  1. "The Beveridge-Nelson Decomposition of Mixed-Frequency Series: An Application to Simultaneous Measurement of Classical and Deviation Cycles", Empirical Economics, Vol. 51, pp. 1415-1441, 2016. (Ox code, data)
  2. "The Multivariate Beveridge-Nelson Decomposition with I(1) and I(2) Series", Economics Letters, Vol. 137, pp. 157-162, 2015.
  3. "Measuring the Natural Rates, Gaps, and Deviation Cycles", Empirical Economics, Vol. 47, pp. 495-522, 2014. (R code, data)
  4. "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. 119-131, 2013.
  5. "Measuring Inflation Expectations Using Interval-Coded Data", Oxford Bulletin of Economics and Statistics, Vol. 75, pp. 602-623, 2013.
  6. "Multivariate Model-Based Gap Measures and a New Phillips Curve for China" (with C. Zhang), China Economic Review, Vol. 23, pp. 60-70, 2012.
  7. "Output Gap Measurement and the New Keynesian Phillips Curve for China" (with C. Zhang), Economic Modelling, Vol. 28, pp. 2462-2468, 2011.
  8. "A Coincident Index, Common Factors, and Monthly Real GDP" (with R. S. Mariano), Oxford Bulletin of Economics and Statistics, Vol. 72, pp. 27-46, 2010. (Ox code, data)
  9. "Do Coincident Indicators Have One-Factor Structure?", Empirical Economics, Vol. 36, pp. 339-365, 2009.(Ox code, data)
  10. "Distribution-Free Statistical Inference for Generalized Lorenz Dominance Based on Grouped Data" (with K. Morimune), Mathematics and Computers in Simulation, Vol. 64, pp. 133-142, 2004.
  11. "A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series" (with R. S. Mariano), Journal of Applied Econometrics, Vol. 18, pp. 427-443, 2003. (Ox code and data)

Discussion Papers

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