User Portlet

Long-time Mathematica user.

I retired on April 1, 2020. I worked as a financial economist in the Federal Reserve System for 31 years, with nine years at the Board of Governors followed by 22 years at the Federal Reserve Bank of Atlanta. Before that I was a lecturer in Economics and Finance at NCSU and UCSB.

Initially, my research focused on applied macroeconomic time series. While I was at the Board of Governors I became interested in asset pricing with an emphasis on the term structure of interest rates. At the Atlanta Fed I became interested in Bayesian statistics, especially latent variable density estimation.