Journal of Applied Econometrics, 2018, 33, 126–140.

[Published version] [Abstract]

FEDS 2015-116 , FRB Cleveland Working Paper no. 14-27

Economist

A Sequential Monte Carlo Approach to Inference in Multiple-Equation Markov-Switching Models

with
Edward Herbst
Journal of Applied Econometrics, 2018, 33, 126–140.

[Published version] [Abstract]

Previously: "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte
Carlo Approach."

FEDS 2015-116 , FRB Cleveland Working Paper no. 14-27

FEDS 2015-116 , FRB Cleveland Working Paper no. 14-27

A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification

[Draft]
[Abstract]
Previously:
FRB Cleveland Working Paper no. 18-11

Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility

with John Zito
minor revisions requested:

Journal of Economic Dynamics and Control

[Draft] [Abstract]

Fully Bayesian Inference for Large Vector Autoregressions (with Stochastic Volatility)

Draft coming soon.
Measuring The Effect of Health Insurance on Consumer Bankruptcies from the ACA Medicaid Expansion

with Daniel Kolliner and
Kurt Mitman
Draft coming soon.

An Empirical Analysis of Time-Varying Fiscal Multipliers

[Draft]
[Abstract]
Economic Commentary, 2019-16. [HTML] [PDF]

Economic Commentary, 2018-05. [HTML] [PDF]

Economic Commentary, 2016-16. [HTML] [PDF]

Economic Trends, 01.14.16. [HTML] [PDF]

Economic Trends, 07.14.15. [HTML] [PDF]