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Working Papers

1. Capital-Based Corporate Tax Benefits: Endogenous Misallocation through Lobbying [Local copy]
   with Tanida Arayavechkit (World Bank) and Felipe E. Saffie (University of Maryland)
   
2. Estimation and Comparison of Conditional Moment Models [Local copy]
   with Siddhartha Chib (WUSTL) and Anna Simoni (CNRS)
   
3. Bayesian GMM [Local copy]
   

Publications

1. Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and Its Derivatives
   with Francis X. Diebold (Penn)
   International Journal of Forecasting, Forthcoming, [Local copy]
2. A New Approach to Identifying the Real Effects of Uncertainty Shocks
   with Molin Zhong (FRB)
   Journal of Business and Economic Statistics, Forthcoming, [Local copy] [Online appendix]
3. Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models
   with Siddhartha Chib (WUSTL) and Anna Simoni (CNRS)
   Journal of the American Statistical Association, 2018, [Local copy] [Appendix]
4. Metropolitan Land Values
   with David Albouy (UIUC) and Gabriel Ehrlich (Michigan)
   ​Review of Economics and Statistics, 2018, [Local copy]
5. On the Comparison of Interval Forecasts
   with Ross Askanasi (Cornerstone), Francis X. Diebold (Penn), and Frank Schorfheide (Penn)​
   ​Journal of Time Series Analysis, 2018, [Local copy]
6. Measuring International Uncertainty: the Case of Korea
   with Boyuan Zhang (Penn), Molin Zhong (FRB), and Dong Jin Lee (Bank of Korea)​
   ​Economics Letters, 2018, [Local copy]
7. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
   with Francis X. Diebold (Penn) and Frank Schorfheide (Penn)​
   ​Journal of Econometrics, 2017, [Local copy]
8. Does Realized Volatility Help Bond Yield Density Prediction?
   with Molin Zhong (FRB)
   ​International Journal of Forecasting, 2017, [Local copy]
9. Assessing Point Forecast Accuracy by Stochastic Error Distance
   with Francis X. Diebold (Penn)
   ​Econometric Reviews, 2017, [Local copy]
10. Assessing Point Forecast Accuracy by Stochastic Loss Distance
    with Francis X. Diebold (Penn)
    ​Economics Letters, 2015, [Local copy]