"Long Run Risks in the Term Structure of Interest Rates: Estimation", Journal of Applied Econometrics, forthcoming
"What Does the Yield Curve Tell Us about the Federal Reserve's Implicit Inflation Target?", Journal of Money, Credit, and Banking, forthcoming
"Yield Curve in an Estimated Nonlinear Macro Model", Journal of Economic Dynamics and Control, pp. 1229-1244, Vol. 35(8), August 2011
"Non-stationary Hours in a DSGE Model" with Yongsung Chang, and Frank Schorfheide, Journal of Money, Credit, and Banking, pp. 1357-1373. Vol. 39 (6) September 2007
"Analysis of Loan Guarantees among the Korean Chaebol Affiliates" with Keunkwan Ryu, International Economic Journal, pp.161-178. Vol. 13 (2) 2004.
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Working Papers
-A Bayesian Evaluation of Alternative Models of Trend Inflation (Joint with Todd Clark)
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Work in Progress
-Cyclical Fluctuations of Aggregate Hours, Wages, and Unemployment in DSGE Models with Alternative Wage Settings (with Willem Van Zandweghe)
-A Macro Finance Model of Term Structure and the Large Scale Asset Purchases at the Zero Lower Bound
-Term Structure Implications of Time-varying Macroeconomic Volatility in a DSGE Model with Epstein-Zin Preferences
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Policy Articles
-"The Efficacy of Large-scale Asset Purchases at the Zero Lower Bound", Federal Reserve Bank of Kansas City Economic Review, Q2 2010.
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