"Approximately Normal Tests for Equal Predictive Accuracy in Nested
Models,"
with Kenneth D. West, Journal of Econometrics, May 2007.
"Using Out-of-Sample Mean Squared Prediction Errors to Test the
Martingale Difference Hypothesis," with Kenneth D. West, Journal of
Econometrics, November 2006.
Appendix Tables
(PDF, 161K)
"The Predictive Content of the Output Gap for Inflation: Resolving
In-Sample and Out-of-Sample Evidence," with Michael McCracken, Journal of
Money, Credit, and Banking, August 2006.
"Disaggregate Evidence on the Persistence of Consumer Price Inflation,"
Journal of Applied Econometrics, July / August 2006.
"Estimating Equilibrium Real Interest Rates in Real Time," with Sharon
Kozicki, North American Journal of Economics and Finance, December
2005.
"Evaluating Direct Multi-Step Forecasts," with Michael McCracken,
Econometric Reviews, October 2005.
Technical Appendix (PDF,
218K)
"The Power of Tests of Predictive Ability in the Presence of Structural
Breaks," with Michael W. McCracken, Journal of Econometrics,
January 2005.
Technical Appendix
(PDF, 287K)
"Can Out-of-Sample Forecast Comparisons Help Prevent Overfitting?"
Journal of Forecasting, March 2004.
"Tests of Equal Forecast Accuracy and Encompassing for Nested Models,"
with Michael W. McCracken, Journal of Econometrics, November 2001.
Technical Appendix
(PDF, 346K)
RATS procedure for generating forecasts and tests
(ZIP, 356K)
Tables of test critical values
(EXCEL, 438K)
"Borders and Business Cycles," with Eric van Wincoop, Journal of
International Economics, October 2001.
"The Sources of Fluctuations Within and Across Countries," with Kwanho
Shin, Intranational Macroeconomics, G. Hess and E. van Wincoop,
eds., Cambridge University Press, 2000.
"Forecasting An Aggregate of Cointegrated Disaggregates," Journal of
Forecasting, January 2000.
"Finite-Sample Properties of Tests of Equal Forecast Accuracy,"
Journal of Forecasting, December 1999.
"The Responses of Prices at Different Stages of Production to Monetary
Policy Shocks," The Review of Economics and Statistics, August
1999.
"Employment Fluctuations in U.S. Regions and Industries: The Roles of
National, Region-Specific, and Industry-Specific Shocks," Journal of
Labor Economics, January 1998.
"Cross-Country Evidence on Long-Run Growth and Inflation," Economic
Inquiry, January 1997.
"Small Sample Properties of Estimators of Non-Linear Models of
Covariance Structure," Journal of Business and Economic Statistics,
July 1996.
"Rents and Prices of Housing Across Areas of the U.S.: A
Cross-Section Examination of the Present Value Model," Regional Science
and Urban Economics, April 1995.
Federal Reserve Bank of Kansas City Economic
Review articles
"The Trend Growth Rate of Employment: Past, Present, and Future," with
Taisuke Nakata, First Quarter 2006. (Summary
| Article
PDF 258K)
"An Evaluation of the Decline in Goods Inflation," Second Quarter 2004.
(Summary
|
Article
PDF 302K)
"Comparing Measures of Core Inflation," Second Quarter 2001.
(Summary |
Article
PDF 122K)
"A Comparison of the CPI and the PCE Price Index," Third Quarter 1999.
(Summary |
Article
PDF 166K)
"Progress Toward Price Stability: A 1997 Inflation Report," First
Quarter 1998. (Summary
|
Article
PDF 73K)
"U.S. Inflation Developments in 1996," First Quarter 1997.
(Summary |
Article
PDF 160K)
"U.S. Inflation Developments in 1995," First Quarter 1996. (Summary
|
Article
PDF 180K)
"Do Producer Prices Lead Consumer Prices?" Third Quarter 1995. (Summary
|
Article
PDF 153 K)
"Nominal GDP Targeting Rules: Can They Stabilize the Economy?" Third
Quarter 1994.
( Article
PDF 120 K)