- "Deriving the Dividend
Discount Model in the Intermediate Microeconomics Class," with Doug
Wills, Jonathan Schlaudraff, and Karianne White, April 2012,
forthcoming in Journal of
is the Shape of Real Exchange Rate Nonlinearity?,"
with Kerk Phillips, May 2012, forthcoming in Applied Financial
- "Time or Spot? A
Revaluation of Amsterdam Market Data prior
with Doug Wills and Brian Beach, Cliometrica,
7, 61-85, (2013).
- "Transatlantic Capital
Price Discovery during a
with Chris Hoag, Bulletin
Research, 65, 1-9, (2013).
- "Determinants of
Homestead Claims and the Expansion of
Western Settlement," with Doug Wills and Randy McFerrin, Applied
Economics Letters, 19,
- "How Well does Nonlinear
Mean Reversion Solve
PPP Puzzle?," Journal
International Money and Finance,
29, 919-937, (2010).
- "Testing for a Unit Root
Against STAR Nonlinearity
with a Delay Parameter Greater than One," Economics
Bulletin, 29, 2148-2169, (2009).
- “Systematic Small
Sample Bias in Two Regime SETAR
Model Estimation,” Economics
99, 134-138, (2008).
Working Papers/Works in Progress:
- "Nonlinear Mean
Reversion in London and Amsterdam Financial
Markets in the 1700s," with Doug Wills.
- "Expansion of Western
Settlement on the Canadian
and US Frontiers," with Doug Wills and Randy McFerrin.
- "EQ and BAND TAR
Models in Practice”
Comparison of Stock Market Returns in London
and Amsterdam in the Eighteenth Century,” with Doug Wills.