Research

Current Projects

• PhD Econometrics Notes (in progress, updated 10/15)

• PhD Macro Notes (largely finished, updated 10/15)

Working Papers

• Nonstationarity of Commodity Prices under Cross-Sectional Dependence (with Junsoo Lee)

• How Integrated is Europe? Assessing the Optimality of the Eurozone (with Junsoo Lee)

• The Continuity Paradox of Panel Probit Prediction: A Solution Using Count Data

• Direction of Dependent Relationships: A Probabilistic Approach (NSF Proposal)

• Tax Policy and Supply-Side Response: Firm R&D at The Intersection of Corruption and Subsidies

• Predicting the Unpredictable: Comparing Energy Price Model Forecasts

Publications

• International Co-Movements and Determinants of Public Debt, Bank of Korea (uncredited co-author)

Past Projects

• Separating Domestic Risk Premium from Global and Regional Financial Trends (Master's Thesis - UA)

Presentations

• 2021 IAAE Annual Conference - International Association for Applied Econometrics (Saban Nazlioglu presented on our behalf)

• 2019 Financial Times Conference - Contributor/Main Author of Mergers & Acquisitions

More full/partial texts to be available once the current semester is over!