Publications
"What do Yield Curves imply about the Evolution of Investor Expectations?" with Arunima Sinha (Accepted in the Journal of Macroeconomics)
"Characterizing Investor Expectations for Assets with Varying Risk." with Arunima Sinha. Research in International Business and Finance, 2017, Volume 39, Part B, 990-999. -Working paper version
"Learning and Loss Functions: Comparing Optimal and Operational Monetary Policy Rules." with Srikanth Ramamurthy. International Journal of Mathematical Modeling and Numerical Optimization, 2014, Vol 5. No 1/2, 64-78.
"Robust Stability of Monetary Policy Rules under Adaptive Learning." Southern Economic Journal. 2013 Vol 80 No 2, 439-453.
"Characterizing Investor Expectations for Assets with Varying Risk." with Arunima Sinha. Research in International Business and Finance, 2017, Volume 39, Part B, 990-999. -Working paper version
"Learning and Loss Functions: Comparing Optimal and Operational Monetary Policy Rules." with Srikanth Ramamurthy. International Journal of Mathematical Modeling and Numerical Optimization, 2014, Vol 5. No 1/2, 64-78.
"Robust Stability of Monetary Policy Rules under Adaptive Learning." Southern Economic Journal. 2013 Vol 80 No 2, 439-453.
Working papers
"Time-Varying Parameters and Endogenous Learning Algorithms." (2016) (2nd Revise and Resubmit in Macroeconomic Dynamics)
"Expectations and the empirical fit of DSGE models." with Chris Gibbs. (Submitted to Qauntitative Economics)
"Empirical Hazards in Models with Expectational Feedback" with Srikanth Ramamurthy
"Expectations and the empirical fit of DSGE models." with Chris Gibbs. (Submitted to Qauntitative Economics)
"Empirical Hazards in Models with Expectational Feedback" with Srikanth Ramamurthy