Software development

  • swopit: Two-regime endogenous switching ordered probit regressions | Website

  • cnaop: Three-part zero-inflated autoregressive switching ordered probit regressions | Paper

  • nop: Three-part nested ordered probit regressions | Website

  • ziop2: Two-part zero-inflated switching ordered probit regressions | Website

  • ziop3: Three-part zero-inflated switching ordered probit regressions | Website


  • A mixture of ordered probit models with endogenous assignment to two latent classes | PDF

The Stata Journal (forthcoming)

Implemented in Stata as swopit

  • A model for policy interest rates | PDF

with Armin Seibert and Gernot Müller

Journal of Economic Dynamics and Control, 2021

Implemented in R as cnaop

  • Estimation of nested and zero-inflated ordered probit models | PDF

with David Dale

The Stata Journal, 2021

Implemented in Stata as nop, ziop2 and ziop3; in Python as cnop; and in Gauss

  • A model for ordinal responses with heterogeneous status quo outcomes | PDF

Studies in Nonlinear Dynamics & Econometrics, 2020

Implemented in Gauss

  • Modeling zero inflation in count data time series with bounded support | PDF

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

Methodology and Computing in Applied Probability, 2018

Working papers

  • A discrete-choice regime-switching model for the federal funds rate target | PDF

UvA-Econometrics Discussion Paper

  • A model for ordinal responses with an application to policy interest rate | PDF

NBP Working Paper

  • Policymakers' votes and predictability of monetary policy | PDF

UCSD Economics Working Paper

EERC Working paper

  • Modeling monetary policy in real time: Does discreteness matter? | PDF

EERC Working paper