Working Papers

• "Multivariate STAR Unemployment Rate Forecasts," with Costas Milas. Paper


• "Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry." Paper


• "Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric." Paper


• "Time Irreversible Unemployment Rates." Paper


• "Measuring Hysteresis in Unemployment Rates with Long Memory Models," with Nuno Crato. Paper