(with Tobias A. Möller, Christian H. Weiß and Hee-Young Kim) Methodology and Computing in Applied Probability  20 (2): 589–609.

       Working papers
"An endogenous regime switching model of ordered choice with an application to federal funds rate target." Under review

"A model for ordinal responses with heterogeneous status quo outcomes."  Under review

"A model for policy interest rates." (with Gernot Müller and Armin Seibert Under review

"Estimation of nested and zero-inflated ordered probit models" (with David Dale Under review

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
  • 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 (with Roberto Casarin).

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