Vita
Research
Interests: Applied
Time Series
Analysis,
International
Economics,
Economic History
Published Papers:
- "Deriving the Dividend
Discount Model in the Intermediate Microeconomics Class," with Doug
Wills, Jonathan Schlaudraff, and Karianne White, April 2012,
forthcoming in Journal of
Economic
Education.
- "What
is the Shape of Real Exchange Rate Nonlinearity?,"
with Kerk Phillips, May 2012, forthcoming in Applied Financial
Economics.
- "Time or Spot? A
Revaluation of Amsterdam Market Data prior
to 1747,"
with Doug Wills and Brian Beach, Cliometrica,
7, 61-85, (2013).
- "Transatlantic Capital
Market
Price Discovery during a
Financial Crisis,"
with Chris Hoag, Bulletin
of Economic
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,
1927-1932, (2012).
- "How Well does Nonlinear
Mean Reversion Solve
the
PPP Puzzle?," Journal
of
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
Letters,
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”
- "A
Comparison of Stock Market Returns in London
and Amsterdam in the Eighteenth Century,” with Doug Wills.
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