Remarks at the Global Association of Risk Professionals 12th Annual Risk Management Convention, New York City.

Remarks at the Global Association of Risk Professionals 12th Annual Risk Management Convention, New York City.

Remarks at the New York Association for Business Economics, New York City.

Remarks at the New York Association for Business Economics, New York City.

This paper uses several methods to study the interrelationship among Divisia monetary aggregates, prices, and income, allowing for nonstationary, nonlinearities, asymmetries, and time-varying relationships among the series. We propose a multivariate regime switching unobserved components model...

Remarks at New York University's Stern School of Business, New York City.