Analysis, Economic History, International
the Dividend Discount Model in the
Intermediate Microeconomics Class," with Doug Wills, Jonathan
and Karianne White, Journal of Economic Education, 44, 58-63,
is the Shape of Real Exchange Rate
Nonlinearity?" with Kerk Phillips, Applied
Financial Economics, 23, 363-375, (2013).
- "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.”