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  • "Monitoring Structural Stability in Dynamic Factor Models" with Wen-Jen Tsay
  • "What's in an FX Option?" with Isaac Cameron and Ranganai Gwati



- See also NBER Working Paper w13901, March 2008; Nov 2008 version.

- Data & Codes (updated 10/2009)

- NBER Digest (07/2008); VOX writeup (09/2008); WSJ reference: "Bad Crop: Commodity Currencies" (11/2008)

  • "Commodity Currencies" (2003) with Kenneth Rogoff. Journal of International Economics, Vol. 60, No.1, pp.133-160.




Last update to this page: Nov, 2013