Home


Working Papers

  1. Capital-Based Corporate Tax Benefits: Endogenous Misallocation through Lobbying [Local copy]
    with Tanida Arayavechkit (World Bank) and Felipe E. Saffie (University of Maryland)
  2. Estimation and Comparison of Conditional Moment Models [Local copy]
    with Siddhartha Chib (WUSTL) and Anna Simoni (CNRS)
  3. Bayesian GMM [Local copy]

Publications

  1. Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and Its Derivatives
    with Francis X. Diebold (Penn)
    International Journal of Forecasting, Forthcoming, [Local copy]
  2. A New Approach to Identifying the Real Effects of Uncertainty Shocks
    with Molin Zhong (FRB)
    Journal of Business and Economic Statistics, Forthcoming, [Local copy] [Online appendix]
  3. Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models
    with Siddhartha Chib (WUSTL) and Anna Simoni (CNRS)
    Journal of the American Statistical Association, 2018, [Local copy] [Appendix]
  4. Metropolitan Land Values
    with David Albouy (UIUC) and Gabriel Ehrlich (Michigan)
    ​Review of Economics and Statistics, 2018, [Local copy]
  5. On the Comparison of Interval Forecasts
    with Ross Askanasi (Cornerstone), Francis X. Diebold (Penn), and Frank Schorfheide (Penn)​
    ​Journal of Time Series Analysis, 2018, [Local copy]
  6. Measuring International Uncertainty: the Case of Korea
    with Boyuan Zhang (Penn), Molin Zhong (FRB), and Dong Jin Lee (Bank of Korea)​
    ​Economics Letters, 2018, [Local copy]
  7. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
    with Francis X. Diebold (Penn) and Frank Schorfheide (Penn)​
    ​Journal of Econometrics, 2017, [Local copy]
  8. Does Realized Volatility Help Bond Yield Density Prediction?
    with Molin Zhong (FRB)
    ​International Journal of Forecasting, 2017, [Local copy]
  9. Assessing Point Forecast Accuracy by Stochastic Error Distance
    with Francis X. Diebold (Penn)
    ​Econometric Reviews, 2017, [Local copy]
  10. Assessing Point Forecast Accuracy by Stochastic Loss Distance
    with Francis X. Diebold (Penn)
    ​Economics Letters, 2015, [Local copy]


*Disclaimer: The views expressed here are my own and do not necessarily represent the views of the Federal Reserve Bank of Philadelphia or the Federal Reserve System.