"Estimation of nested and zero-inflated ordered probit models" (2020) The STATA Journal (forthcoming)
  (with David Dale)
"A model for ordinal responses with heterogeneous status quo outcomes." (2020) Studies in Nonlinear Dynamics & Econometrics 24 (1).
"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
"A discrete-choice regime-switching model for the federal funds rate target." Under review

"A model for policy interest rates." (with Gernot Müller and Armin Seibert R&R 

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.

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