New & Notable
1point = 1 point? A random coefficient autoregressive model of NBA margin data. Link
The many faces of the taylor rule for advanced undergraduate macroeconomics International Review of Economics Education 41, (2022)
Detecting periodically collapsing bubbles in the S&P 500 with Quynh Nhu Nguyen, Quarterly Review of Economics and Finance 83 (2021)
An Empirical Test for Bubbles in Cryptocurrency Markets, with Thuy Bui, available online in the Journal of Economics and Finance (2021)
Housing in an Overlapping Generations Model
Productivity and Welfare in an Overlapping Generations Model with Housing pdf available online at Economics Letters 194, (2020)
Evolutionary Game Theory and Expectations
Informational Efficiency and Endogenous Rational Bubbles pdf
In: Jawadi F. (eds) Uncertainty, Expectations and Asset Price Dynamics. Dynamic Modeling and Econometrics in Economics and Finance, vol 24. (2018) Springer
On the Evolutionary Stability of Rational Expectations with William R. Parke pdf Macroeconomic Dynamics 18(7), (2014),1581-1606
Instability in the Cobweb Model Under the BNN Dynamic pdf Journal of Mathematical Economics 46(2), (2010), 230-237
Chaos in the Cobweb Model with a New Learning Dynamic pdf Journal of Economics Dynamics and Control 33(6), (2009), 1201-1216
An Evolutionary Game Theory Explanation of ARCH Effects with William R. Parke pdf Journal of Economic Dynamics and Control 31(7), (2007), 2234-2262
Modeling Heterogeneous Forecasting Strategies the Right Way pdf
Monetary Policy and Learning
Careful Price Level Targeting pdf in: William A. Barnett & Fred Jawadi eds., Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 29-40, Emerald Publishing Ltd.
Learning, Commitment and Monetary Policy: the case for partial commitment, pdf Macroeconomic Dynamics 13(4), 2009, 421-449
Dangers of Commitment under Rational Expectations, pdf Journal of Economics and Finance 35, (2011), 371-381
Dangers of Commitment: Monetary Policy with Adaptive Learning pdf, Journal of Economics and Finance 30(1), (2006), 93-104
Price Level Targeting with Heterogeneous Expectations: A Little Dab’ll do Ya! pdf
Regime Changes, Learning and Monetary Policy pdf Journal of Macroeconomics 29(2), (2007), 255-282
Quantity Rationing of Credit
Quantity Rationing of Credit and the Phillips Curve pdf Journal of Macroeconomics 37, (2013), 68-80
Quantity versus Price Rationing: An Empirical Test pdf International Journal of Financial Studies 1, (2013), 45-53
Empirical Detection of Bubbles
Detecting periodically collapsing bubbles in the S&P 500 with Quynh Nhu Nguyen, Quarterly Review of Economics and Finance 83, (2021)
An Empirical Test for Bubbles in Cryptocurrency Markets, with Thuy Bui, available online in the Journal of Economics and Finance (2021)
Bubbles and Rationality in Bitcoin pdf
Economic Notes 48(2), (2019), e12133
Equity Price Bubbles in the Middle Eastern and North African Financial Markets with Mohammad Jahan-Parvar, pdf Emerging Markets Review, 11(1), (2010), 39-48
Unit Root Testing for Bubbles: A Resurrection? pdf Economics Letters 101(3), (2008), 279-281
REIT Markets and Rational Speculative Bubbles: An Empirical Investigation with James E. Payne pdf, Applied Financial Economics 17(9), (2007), 747-753
Have Equity REITs Experiences Periodically Collapsing Bubbles? with James E. Payne pdf, Journal of Real Estate Finance and Economics 34(2), (2007), 207-224
REIT Markets and Rational Speculative Bubbles: An Empirical Investigation with James E. Payne pdf, Applied Financial Economics 17(9), (2007), 747-753
Have Equity REITs Experiences Periodically Collapsing Bubbles? with James E. Payne pdf, Journal of Real Estate Finance and Economics 34(2), (2007), 207-224
REITs Market: Periodically Collapsing Negative Bubbles? with James E. Payne, pdf, Applied Financial Economics Letters 1(2), (2005), 65-69
Other stuff
Utilitarian Preference for Redistribution: a concern with max-min pdf Journal of Economics and Finance 42(2), (2018). 386-396
Forecasting MISO Electricity Prices: A Threshold Auto-regressive Approach with Load Data with Faria Tasneem, pdf Journal of Regional Analysis and Policy 48(3), (2018). 94-101.
Interest Rate Pass Through and Asymmetric Adjustment: Evidence from the Federal Funds Rate Operating Target Period with James E. Payne, pdf Applied Economics 40(11), (2008), 1355-1362