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.

Modeling zero inflation in count data time series with bounded support 

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

Abstract      Paper

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


Previous version: NBP Working Paper No. 148 

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

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