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)
Forthcoming in Methodology and Computing in Applied Probability
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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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