• 

  Regressions in Impulse Response Space

• Linear Social Network Models

• Understanding the Size of the Government Spending Multiplier: It's All in the Sign

• Inference on subsets of parameters in GMM without assuming identification

• Optimal Retrospective Sampling for a Class of Variable Dimension Models

• Hyungsik Roger Moon

• 

  CEO Behavior and Firm Performance

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  Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications - Job Talk

• 

  Green Stocks and Monetary Policy Shocks: Evidence from Europe

• Rescheduled

• High Frequency Quoting: Short-Term Volatility in Bids and Offers

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  Identification at the Zero Lower Bound

• Juan Rubio-Ramirez

• Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)

• Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments