Ph.D., Boston College, Economics, with concentration in Finance and Econometrics, 1995
M.A, University of Toledo, Economics and Applied Econometrics, 1990
B.B.A , University of Toledo, Finance, 1988
American Economic Association
“Term Premia and the Maturity Composition of the Federal Debt: New Evidence From the Term Structure of Interest Rates’’ 2001, Journal of Forecasting, 20 (7), pp. 519-539.
“The Time-Varying Behavior of Real Interest Rates: A reevaluation of the Recent Evidence” 1999, Journal of Applied Econometrics, 14, 171-190.
“Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate”, 1998, Computational Economics, 11, 41-51.
“Factor-GARCH Modeling of the Treasury Term Structure”, with Christopher F. Baum, in Computational Approaches to Economic Problems, 1997, edited by H. Amman, B. Rustem, and Andrew Whinston, Kluwer Academic Publishers, pp. 3-16.
“The Term Structure of Interest Rates: An Empirical Investigation Using Multiprocess Mixture Models” in Advances in Econometrics, 1995, edited by Tom Fomby and R.C. Hill (subvolume titled Bayesian Methods Applied to Time Series Data), JAE Press, pp. 215-48.