Working Papers:

Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy.

A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series.

A Dynamic Tobit Model for the Open Market Desk’s Daily Reaction Function.

Work in Progress:

A Bayesian Investigation of Cross-Country Growth and Convergence Empirics.

Other Recent Work:

How Serious a Problem is Neglected Heterogeneity in Dynamic Panel Savings Regressions?
(Joint work with Norman Loayza and Luis Servén - World Bank).

Growth Forecasts Using Time Series and Growth Models.
(Policy Research Working Paper 2224, World Bank – joint work with Aart Kraay – World Bank).