List of Papers

CitEc / Google Scholar / IDEAS / J-GLOBAL / ORCID / Publons / ResearchGate / researchmap / Scopus / Semantic Scholar

Journal Articles

1. "Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration", Studies in Nonlinear Dynamics & Econometrics, Vol. 26, pp. 387-415, 2022. (Code Ocean capsule)
2. "Measuring public inflation perceptions and expectations in the UK", Empirical Economics, Vol. 59, pp. 315-344, 2020.
3. "The Beveridge-Nelson decomposition of mixed-frequency series: An application to simultaneous measurement of classical and deviation cycles", Empirical Economics, Vol. 51, pp. 1415-1441, 2016. (Ox code, data)
   • As of 3/20/14, the Ox code runs with either SsfPack 3.0 on Ox 7.01 or SsfPack Basic on Ox 6.21.
4. "The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series", Economics Letters, Vol. 137, pp. 157-162, 2015. (R code, data)
5. "Measuring the natural rates, gaps, and deviation cycles", Empirical Economics, Vol. 47, pp. 495-522, 2014. (R code, data)
6. "Output gap estimation and monetary policy in China" (with C. Zhang, B. Zhang, and Z. Lu), Emerging Markets Finance & Trade, Vol. 49, Supplement 4, pp. 119-131, 2013.
7. "Measuring inflation expectations using interval-coded data", Oxford Bulletin of Economics and Statistics, Vol. 75, pp. 602-623, 2013.
8. "Multivariate model-based gap measures and a new Phillips curve for China" (with C. Zhang), China Economic Review, Vol. 23, pp. 60-70, 2012.
9. "Output gap measurement and the New Keynesian Phillips curve for China" (with C. Zhang), Economic Modelling, Vol. 28, pp. 2462-2468, 2011.
10. "A coincident index, common factors, and monthly real GDP" (with R. S. Mariano), Oxford Bulletin of Economics and Statistics, Vol. 72, pp. 27-46, 2010. (Ox code, data)
    • Corrigendum
    • As of 3/8/10, the Ox code seems to run with SsfPack Basic on Ox 5.1.
    • As of 10/1/07, the Ox code does not run with SsfPack 2.2b on Ox 4.02, but runs with SsfPack 2.2 on Ox 3.4.
11. "Do coincident indicators have one-factor structure?", Empirical Economics, Vol. 36, pp. 339-365, 2009.(Ox code, data)
12. "Distribution-free statistical inference for generalized Lorenz dominance based on grouped data" (with K. Morimune), Mathematics and Computers in Simulation, Vol. 64, pp. 133-142, 2004.
13. "A new coincident index of business cycles based on monthly and quarterly series" (with R. S. Mariano), Journal of Applied Econometrics, Vol. 18, pp. 427-443, 2003. (Ox code and data)

Discussion Papers

• "Statistical inference for generalized Lorenz dominance based on grouped data: A reconsideration" (with K. Morimune), Discussion Paper 2002-1, College of Economics, Osaka Prefecture University, Sep. 2002.