Slides from talks
My SSRN page
DATASETS & CO.
Risks for the long run and the real exchange rate
This material is also available at the web site of the Journal of Political Economy
Testing and valuing dynamic correlations for asset allocation
Additional material for my JBES paper with Rob Engle
Experimentation and US Monetary Policy...
Fortran codes for the main value function of my JMCB paper with Cogley and Sargent