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]

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]