Research
Current Projects
PhD Econometrics Notes (in progress, updated 12/15)
PhD Macro Notes (largely finished, updated 12/15)
Working Papers
Nonstationarity of Commodity Prices under Cross-Sectional Dependence (with Junsoo Lee)
Assessing Optimal Currency Area Criteria: How Integrated is Europe? (with Junsoo Lee)
The Continuity Paradox of Panel Probit Prediction: A Solution Using Count Data
Direction of Dependent Relationships: A Probabilistic Approach (NSF Proposal, draft update in progress)
Tax Policy and Supply-Side Response: Firm R&D at The Intersection of Corruption and Subsidies
Predicting the Unpredictable: Comparing Energy Price Model Forecasts (with Junsoo Lee)
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