Recent Working Papers

Weak sigma convergence: Theory and Applications.  2019 (with Jianning Kong and Peter C.B. Phillips) forthcoming in Journal of Econometrics,

Online Supplement (Appendix of Proofs)

Stata and Gauss Code,

Additional MC results

Testing weak sigma convergence using HAR Inference. March 2019 (with Jianning Kong and Peter C.B. Phillips)

The Role of Labor Share in Relative Price Divergence  May 2015 (with Horag Choi, Ryan Greenaway-McGrevy and Youngse Kim)

 

Google Scholar Citation

Published Papers and Book Chapters

Based on Chronological Order (Programs and Supplementary Appendix)

Based on Research Topics