Working Papers

Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Turning Points

Efficient Likelihood Evaluation of State-Space Representations

Code for Implementing EIS Filter

Data Sets

The Cyclical Behavior of Equity Turnover

ReadMe Data File for "The Cyclical Behavior of Equity Turnover"

Data file for "The Cyclical Behavior of Equity Turnover"

Growth in Post-Soviet Russia: A Tale of Two Transitions

Forthcoming, Journal of Economic Behavior and Organization

ReadMe Data File for "Growth in Post-Soviet Russia"

Data File for "Growth in Post-Soviet Russia"

The Emergence of Bank-Issued Credit in Russia: An Empirical Characterization