List of Papers
Google Scholar |
"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)
"The Multivariate Beveridge-Nelson Decomposition with I(1) and I(2) Series",
Economics Letters, Vol. 137, pp. 157-162,
"Measuring the Natural Rates, Gaps, and Deviation Cycles",
Empirical Economics, Vol. 47, pp. 495-522,
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. 119-131,
"Measuring Inflation Expectations Using Interval-Coded Data",
Oxford Bulletin of Economics and Statistics, Vol. 75, pp. 602-623,
"Multivariate Model-Based Gap Measures and a New Phillips Curve for China"
(with C. Zhang),
China Economic Review, Vol. 23, pp. 60-70,
"Output Gap Measurement and the New Keynesian Phillips Curve for China"
(with C. Zhang),
Economic Modelling, Vol. 28, pp. 2462-2468,
"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)
- 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 One-Factor Structure?",
Empirical Economics, Vol. 36, pp. 339-365,
2009.(Ox code, data)
"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,
"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)