Women and Poverty in India: Evidence from the National Family Health Survey, Eurasian Economic Review, 6(2), 2016, pp. 153-71 (with Ramaprasad Rajaram).
Emerging Market Economies and the World Interest Rate, Journal of International Money and Finance, , 58:1-28, November 2015 (with Berrak Bahadir).
A Prescription for Unemployment? Recessions and the Demand for Mental Health Drugs, Health Economics, 23, 2014, 1301-1325 (with W. David Bradford).
Evidence on the Relationship Between Housing and Consumption in the US: A State-level Analysis, Journal of Money, Credit and Banking, 45(4), June 2013, 559-89 (with Chadi Abdallah).
Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas, American Economic Journal: Macroeconomics, 4(4), October 2012 (with Chadi Abdallah) .
Banknotes and Economic Growth, Scottish Journal of Political Economy 59(4), September 2012, 390-418 (with George Selgin).
Has the Fed been a Failure? Journal of Macroeconomics 34(4), September 2012, 569-596 (with George Selgin and Lawrence H. White).
The Cost Channel of Monetary Transmission – Revisited, Applied Economic Letters, 14(10) August 2007, 725-30 (with Doh-Khul Kim).
Inflation and the Distribution of Relative Prices: The Role of Productivity and Money Supply Shocks, Journal of Money, Credit and Banking 38(8), December 2006, 2159-98.
Durable Goods and the Forward-looking Theory of Consumption: Estimates Implied by the Dynamic Effects of Money, Journal of Economic Dynamics and Control, 30, August 2006, 1409-30 (with Todd B. Potts).
Estimating and Identifying Vector Autoregressions Under Diagonality and Block Exogeneity Restrictions, Economics Letters 87, April 2005, 75-81.
Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets, The Economic Journal, 114, October 2004, 890-915 (with W. Douglas McMillin). Data appendix
Estimating the Liquidity Effect in Post-reform Chile: Do Inflationary Expectations Matter? Journal of International Money and Finance, 22, November 2003, 813-833 (with Claudia Halabi).
Comment on 'A Vector Error-Correction Forecast Model of the U.S. Economy', Journal of Macroeconomics 24(4), December 2002, 607-11.
Real Wages and Aggregate Demand Shocks: Contradictory Evidence from VARs, Journal of Economics and Business, July/August 2002.
The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations, Journal of Housing Economics, March 2002.
The Dynamic Effects of Money: Combining Short-Run and Long-Run Identifying Restrictions using Bayesian Techniques, The Review of Economics and Statistics, November 1998, 588-99.
Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990-93, Journal of Financial Services Research, October 1998, 145-63 (with Scott Frame).
International Evidence on Equity Prices, Interest Rates and Money, Journal of International Money and Finance, June 1998, 377-406.
Identifying the Effects of Money Supply Shocks on Industry-Level Output, Journal of Macroeconomics, 20(3), Summer 1998, 431-49 (with Clifton M. Loo).
The Check Tax: Fiscal Folly and the Great Monetary Contraction, Journal of Economic History, 57(4), December 1997, 859-78 (with George Selgin).
The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long-Run Identifying Restrictions, American Journal of Agricultural Economics, August 1996 (with Jeffrey H. Dorfman).
The Liquidity Effect: Identifying Short-Run Interest Rate Dynamics using Long-Run Restrictions, Journal of Macroeconomics, 17(3) Summer 1995, 387-404 (with George Selgin).
Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions. Journal of Money, Credit and Banking, 26(1), February 1994, 34-54 (with George Selgin).
Endogenous Trading Volume and Momentum in Stock Return Volatility, Journal of Business and Economic Statistics, 12(2), April 1994, 253-60 (with Christopher G. Lamoureux).
Forecasting Stock Return Variance: Toward an Understanding of Stochastic Implied Volatilities, Review of Financial Studies, 6(2), 1993, 293-326 (with Christopher G. Lamoureux).
The Impact of Exchange Rate Volatility on International Trade: Reduced Form Estimates Using the GARCH-in-Mean Model, Journal of International Money and Finance, 12, June 1993, 298-318 (with Kenneth F. Kroner).
Sources of Fluctuations in Real and Nominal Exchange Rate, Review of Economics and Statistics, 74(3), August 1992, 530-39.
International Transmission of Aggregate Shocks Under Fixed and Flexible Exchange Rate Regimes: United Kingdom, France and Germany, 1959 to 1985, Journal of International Money and Finance, 9(4), December 1990, 402-23. (with Faik Koray)
Exchange Rate Volatility and U.S. Multilateral Trade Flows, Journal of Macroeconomics, 12(3), Summer 1990, 341-62 (with Faik Koray).
Persistence-in-Variance, Structural Change and the GARCH Model, Journal of Business and Economic Statistics, 8(2), April 1990, 225-34 (with Christopher G. Lamoureux).
Heteroskedasticity in Stock Return Data: Volume Versus GARCH Effects, Journal of Finance, 45(1), March 1990, 221-29 (with Christopher G. Lamoureux)
Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach, Review of Economics and Statistics, 71(4), November 1989, 708-12 (with Faik Koray).
Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application, Journal of Money, Credit, and Banking, 21(1), February 1989, 66-77.