Vita (11/11)

Research Interests: Time Series Analysis, International Economics, Economic History

Published Papers:

1. "Determinants of Homestead Claims and the Expansion of Western Settlement," with Doug Wills and Randy McFerrin, forthcoming in Applied Economics Letters.
2. "How Well does Nonlinear Mean Reversion Solve the PPP Puzzle?," Journal of International Money and Finance, 29, 919-937, (2010).
3. "Testing for a Unit Root Against STAR Nonlinearity with a Delay Parameter Greater than One," Economics Bulletin, 29, 2148-2169, (2009).
4. “Systematic Small Sample Bias in Two Regime SETAR Model Estimation,” Economics Letters, 99, 134-138, (2008).

1. "Transatlantic Capital Market Price Discovery during a Financial Crisis," with Chris Coe, revise and resubmit at Bulletin of Economic Research.
2. "A Reappraisal of the Integration of the London and Amsterdam Stock Markets in the Eighteenth Century," with Doug Wills and Brian Beach, September 2011, revise and resubmit at Cliometrica.
3. "What is the Shape of Real Exchange Rate Nonlinearity?," with Kerk Phillips, May 2011, submitted. 
4. "Nonlinear Mean Reversion in London and Amsterdam Financial Markets in the 1700s," with Doug Wills.