We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and...

The overall incarceration rate in the United States is extremely high by international standards. Moreover, there are large racial disparities, with the black male rate of imprisonment being 5.5 times the white male rate in 2014. This paper focus on how this black-white imprisonment ratio has...

Recent developments in biofuel technologies have resulted in heightened linkages between the petroleum and agricultural sectors. As such, a large price and/or volatility shift experienced in one sector is now more likely to spill-over into the other. In trying to capture the interrelations...