Associate Professor of Economics
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Associate Professor of Economics |
Working Papers and Selected Publications:
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"The Remarkable Long-Run Conditional
Predictability of US Real M1" (2011)
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"Smooth-Adjustment Econometrics and
Inventory-Theoretic Money Management", (2009), Forthcoming, Journal of Economic Dynamics and Control Programs Table 1 Programs Table 2 |
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"Data Mining", The New Palgrave Dictionary of Economics, Second Edition (2008), S. Durlauf and L.Blume (Eds), Palgrave Macmillan Ltd, New York, NY |
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“Was Money Demand in the USA Unstable Before 1982? An Application of the Sup-F Stability Test”, Journal of Economics and Business, 54(5), (September-October 2002) pp465-481 |
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“Trigger-Target Rules and the Dynamics of Aggregate Money
Holdings”, Journal of Economic Dynamics and Control, 25(8), (April 2001), pp1193-1219 |
| "Nonlinear
Error-Correction Money Demand: Transactions-Theory Based Models" (with Alvaro Escribano) |
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| "I Am Not, Nor Have I Ever Been a Member of a
Data-Mining
Discipline" Journal of Economic Methodology, 7(2), 2000 |
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“Testing For a Break at an Unknown Change-Point: A Test with
Known Size in Small Samples”, Economics Letters, 64, (July 1999), pp13-16 | |
| “On the Impossibility of a Stable and Low GDP Elasticity of Money Demand: The Arithmetic of Aggregation, Replication and Income Growth”, Applied Economics, 31, (1999), pp1119-1127 |