Book Chapters
“A Reconsideration of the Empirical Evidence of the Asymmetric Effects of Money Supply Shocks: Positive vs. Negative or Big vs. Small”, with M. Ravn, The Federal Reserve Bank of St. Louis Review, 2004 86, 5.
“Business Cycle Dynamics: Predicting Transitions with Macrovariables”, with M. Ravn, in Nonlinear Time Series Analysis of Economic and Financial Data, Kluwer Academic Press, edited by Phillip Rothman, 1999, 231-263.
“Testing the Present Value Hypothesis from a Vector Autoregression with Stochastic Regime Switching”, with J. Driffill, in Nonlinear Time Series Analysis of Economic and Financial Data, Kluwer Academic Press, edited by Phillip Rothman, 1999, 209-229.
“Structural Breaks and Garch Modelling”, with S. Hall, in Computational Economic Systems Models, Methods & Econometrics, edited by M. Gilli, Advances in Computational Economics, Kluwer Academic Press, 1996.