Publications
"A model for policy interest rates." (2021) Journal of Economic Dynamics and Control 124, https://doi.org/10.1016/j.jedc.2020.104049.
(with Armin Seibert and Gernot Müller)
"Estimation of nested and zero-inflated ordered probit models." (2021) The STATA Journal 21 (1): 1–36.
(with David Dale)
"A model for ordinal responses with heterogeneous status quo outcomes." (2020) Studies in Nonlinear Dynamics & Econometrics 24 (1),
https://doi.org/10.1515/snde-2018-0059.
"Modeling zero inflation in count data time series with bounded support." (2018) Methodology and Computing in Applied Probability 20 (2): 589–609.
(with Tobias A. Möller, Christian H. Weiß and Hee-Young Kim)
Working papers
UvA Econometrics Discussion Paper 2019/01
NBP Working Paper No. 148; EERC Working paper No. 12/13
UCSD Economics Working Paper No. 1672194; EUI Economics Working Paper No. ECO2011/05
EERC Working paper No. 08/07
Work in progress
- An endogenous regime switching ordered probit model.
- A model of ordered choice with endogenous switching among N regimes.
- On testing for inflation of zero observations.
- Are individual preferences of the FOMC members informative about future decisions on the federal funds rate target?
- Modeling interest rate decisions made by a monetary policy committee.