• swopit: Two-regime endogenous switching ordered probit regressions | Website
  • cnaop:  Three-part zero-inflated autoregressive switching ordered probit regressions |
  • nop:    Three-part nested ordered probit regressions | Website
  • ziop2:  Two-part zero-inflated switching ordered probit regressions | Website
  • ziop3:  Three-part zero-inflated switching ordered probit regressions | Website 


A model for policy interest rates | PDF
with Armin Seibert and Gernot Müller
Journal of Economic Dynamics and Control, 2021

Implemented in R as cnaop

Estimation of nested and zero-inflated ordered probit models | PDF
with David Dale
The STATA Journal, 2021

Implemented in Stata as nop, ziop2 and ziop3; in Python as cnop; and in Gauss

A model for ordinal responses with heterogeneous status quo outcomes | PDF
Studies in Nonlinear Dynamics & Econometrics, 2020
Implemented in Gauss

Modeling zero inflation in count data time series with bounded support | PDF
with Tobias A. Möller, Christian H. Weiß and Hee-Young Kim
Methodology and Computing in Applied Probability, 2018
      Working papers
A mixture of ordered probit models with endogenous assignment to two latent classes | PDF
with J. Huismans and J. W. Nijenhuis
UvA-Econometrics Discussion Paper

A discrete-choice regime-switching model for the federal funds rate target | PDF
UvA-Econometrics Discussion Paper

A model for ordinal responses with an application to policy interest rate | PDF
NBP Working Paper

Policymakers' votes and predictability of monetary policy | PDF
UCSD Economics Working Paper

Modeling monetary policy in real time: Does discreteness matter? | PDF
EERC Working paper

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