Working Papers
On this page you will find links to my current working papers. For links to my published papers, click here.
1. Bayesian Model Selection for Structural
Break Models
with Andrew Levin
2. Beyond the Numbers: Managers’ Use of Optimistic and Pessimistic Tone in Earnings Press Releases
with Angela Davis and Lisa Sedor
3. Measuring the
Information Content in the Language of the Beige Book: A Mixed Data Sampling
Approach
with Michelle Armesto, Rubén
Hernández-Murillo, and Michael Owyang
4. Is Inflation Persistence Intrinsic in Industrial Economies?
with Andrew Levin
Note: An older version of this paper that includes results generated using both Bayesian and Classical techniques can be found here.
5. Inflation: Do Expectations Trump the Gap?
with Robert Rasche