Research at BEA | Staff Biography

Education

• Ph.D., Economics, Indiana University, 1994

Current Areas of Interest

• Applied Time series macroeconomic estimation and forecasting
• Dynamic modeling and estimation
• Numerical technique for solving dynamic models
• Measurement issues in national accounts

Working Papers

• "An Empirical Comparison of Methods for Temporal Distribution and Interpolation at the National Accounts"
  • BEA Working Paper WP2007–04
• "A Balanced System of Industry Accounts for the U.S. and Structural Distribution of Statistical Discrepancy"
  • BEA Working Paper WP2006–8
• "Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model"
  • CESifo Working Paper No. 1526, CESifo Group Munich

Selected Publications

• "A Balanced System of U.S. Industry Accounts and Distribution of the Aggregate Statistical Discrepancy by Industry"
  • Journal of Business & Economic Statistics, April 2012, Vol. 30, No. 2
• "Further model-based estimates of US total manufacturing production capital and technology, 1949 - 2005"
  • with Peter A. Zadrozny
  • Journal of Productivity Analysis, Online February 25, 2012 (paper publication in schedule)
• "Estimated U.S. Manufacturing Capital and Productivity Based on an Estimated Dynamic Economic Model"
  • with P. Zadrozny
  • Journal of Economic Dynamics and Control 33 (July 2009): 1398–1418
• Book Review on “Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series”
  • by E. B. Dagum and P. A. Cholette New York: Springer Science + Business Media, LLC, with D. F. Findley
  • Journal of American Statistical Association, December 2008
• “Multi-Step Perturbation Solutions on Non-Linear Economic Problems: Illustrated with Testing Solow-Residual Substitution Bias”
  • with P. Zadrozny
  • Computational Statistics and Data Analysis 56 (March 2008): 2061–2074
• “An Empirical Review of Methods for Temporal Distribution and Interpolation in the National Accounts”
  • with S. H. Andrews
  • Survey of Current Business 88 (May 2008): 33–39
• “Real-Time State-Space Method for Computing Filtered Estimates of Future Revisions of U.S. Quarterly GDP”
  • with P. Zadrozny
  • in the 2007 Proceedings of American Statistical Association, Business and Economic Statistics Section
• “A Balanced System of Industry Accounts for the U.S.: A GLS Approach”
  • 2006 Proceedings of the American Statistical Association, Business and Economic Statistics Section: 173–178
• “Measuring the Services of Property-Casualty Insurance in the NIPAs: Changes in Concepts and Methods”
  • with D. Fixler
  • Survey of Current Business 83 (October 2003): 10–26
• “Higher Moments in the Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem”
  • with P. Zadrozny
  • Computational Economics 21 (January 2003): 45–64
• "An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games”
  • with P. Zadrozny
  • Journal of Dynamic Economics and Control 26 (2002): 1397–1416
• "Analytic Derivatives of the Matrix Exponential for Estimation of Linear Continuous-Time Models"
  • with P. Zadrozny
  • Journal of Economic Dynamic and Control 25 (December 2001): 1867–1879
• "Numerical Solution of an Endogenous Growth Model with Threshold Learning"
  • Computational Economics 13 (1999): 227–247
• "An Extended Yule-Walker Method for Estimating a Vector Autoregressive Model with Mixed-Frequency Data"
  • with P. Zadrozny
  • Advances in Econometrics 13 (1999): 47–73