Research

Work in progress:
  • A note on testing for inflation of zero observations.
  • A model for policy interest rates (with Gernot Müller and Armin Seibert).
  • Fitting zero-inflated ordered choice models using STATA (with David Dale).
  • The individual preferences of the FOMC members and predictability of the Fed funds rate.
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Modeling zero inflation in count data time series with bounded support 

(with Tobias A. Möller, Christian H. Weiß and Hee-Young Kim)

Abstract      Paper
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A regime-switching model of ordered choice with an application to federal funds rate target

R&R

Previous version: NBP Working Paper No. 148 

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Policymakers' votes and predictability of monetary policy.
Abstract
UCSD Economics Working Paper No. 1672194 




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