RECENT PAPERS

Download pdf versions by clicking on PDF after title.

"On Tests of Unbiasedness in the Forward Foreign Exchange Rate Market" mimeo, December 1993.

"The Forward Rate Bias Puzzle: New Tests with Expectation Survey Data", mimeo, (with T. Ito), January 1997.

"A Test for the Correct Specification of Cointegrating Vectors and the Error Correction Model" mimeo, 1995.

"Minimum Distance Methods and Cointegrated Models" manuscript, April 1997.

"Estimators for Autoregressive Coefficients Near One" manuscript, July 1998.

"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?" (with I.Komunjer and A.Timmermann).

“Confidence Sets for the Date of a Single Break in Linear Time Series Regressions” (with U. Mueller) PDF

“Predicting Binary Outcomes”, 2004, (joint with R. Lieli)

“Confidence Sets for the Date of a Single Break in Linear Time Series Regressions”, 2004, (joint with U. Mueller)