working papers

“GLS-IV for Time Series Regressions with Application to the “New Keynesian Phillips Curve“” (with Marco Olivari), September 2024.

“Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise,” (with Mototsugu Shintani and Tomoyoshi Yabu), January 2020, to be revised.

“mbreaks: R Package for Estimating and Testing Multiple Structural Changes in Linear Regression Models,” (with Linh Nguyen and Yohei Yamamoto), January 2023.