Research Interests:
Household Finance, Macroeconomics, Applied Econometrics, Big Data Analysis
Publications:
“AI-assisted teams outperform AI-led teams but not human-only teams in assessing research reproducibility in quantitative social science,”
with Abel Brodeur et al. Proceedings of the National Academy of Sciences (PNAS). In Press.
Included as co-author for participation at the 2024 Ottawa Replication Games.
“Reproducibility and robustness of economics and political science research,”
with Abel Brodeur, Derek Mikola, Nikolai Cook et al. Nature, 652, pages 151-156, April 2026.
Included as co-author for participation at the 2023 Ottawa Replication Games.
“Teaching Reproducibility and Replicability While Teaching Econometrics in the Classroom,”
with Kim P. Huynh, David T. Jacho-Ch´avez, Katie Leinenbach, Carson H. Rea.
In: Hillebrand, E., Griffiths, W. (eds) Teaching Econometrics. Advanced Studies in Theoretical and Applied Econometrics, vol 56. Springer, Cham.
“We Didn't Start the Fire: Effects of a Natural Disaster on Consumer Financial Distress,”
with Kim P. Huynh, David T. Jacho-Chavez, and Genevieve Vallee.
Journal of Environmental Economics and Management, vol. 119, May 2023.
“A Flexible Framework for Intervention Analysis Applied to Credit-Card Usage during the Coronavirus Pandemic,”
with Lealand Morin, Harry J. Paarsch, and Kim P. Huynh.
International Journal of Forecasting, vol. 38(3), pages 1129-1157, July-September 2022.
“Estimating social effects in a multilayered Linear-in-Means model with network data,”
with Alexandra Manta, Kim P. Huynh, and David T. Jacho-Chavez.
Statistics & Probability Letters, vol. 183, April 2022.
“Consumer Credit Usage in Canada during the Coronavirus Pandemic,”
with Lealand Morin, Harry J. Paarsch, and Kim P. Huynh.
Canadian Journal of Economics, vol. 55, pages 88-114, February, 2022.
“Data Science in Stata 16: Frames, Lasso, and Python Integration,”
with Kim P. Huynh, David T. Jacho-Chavez, and Diego Rojas-Baez.
Journal of Statistical Software, vol. 98, pages 1-9, May, 2021.
“Interconnectedness through the Lens of Consumer Credit Markets.”
The Econometrics of Networks (Advances in Econometrics, Vol. 42), pages 315-333, October 2020.
“Econometrics Pedagogy and Cloud Computing: Training the Next Generation of Economists and Data Scientists,”
with Danielle V. Handel, Kim P. Huynh, David T. Jacho-Chavez, and Carson H. Rea.
Journal of Econometric Methods, vol. 10(1), pages 89–102, October, 2020.
“Productivity, Reallocation, and Distortions: Evidence from Firm-Level Data,”
with Kim P. Huynh and David T. Jacho-Chavez.
Economia – Journal of LACEA, vol. 20(1), pages 83-110, October 2019.
“Using Nonparametric Copulas to Measure Crude Oil Price Co-movements,”
with Kim P. Huynh and David T. Jacho-Chavez.
Energy Economics, vol. 82 pages 211-223, August 2019.
“Tax-deferred Saving Accounts: Heterogeneity and Policy Reforms.”
European Economic Review, vol. 97, pages 26-41, August 2017.
“Prediction Market for Disease Surveillance: A Case Study of Influenza Activity,”
with Philip M. Polgreen and Tim Prendergast.
Journal of Prediction Markets, vol. 10(1), pages 68-82, October 2016.
“Analysing Labour Productivity in Ecuador,”
with German Cubas, Kim P. Huynh and David T. Jacho-Chavez.
Productivity and Efficiency Analysis, Chapter 7, pages 109-117, 2016. Springer ISBN 978-3-319-23228-7.
“Flexible Estimation of Copulas: An Application to the U.S. Housing Crisis,”
with Kim P. Huynh and David T. Jacho-Chavez.
Journal of Applied Econometrics, vol. 31(3), pages 603-610, April 2016.
“crs: A Package for Nonparametric Splines Estimation in R,”
with Kim P. Huynh and David T. Jacho-Chavez.
Journal of Applied Econometrics, vol. 29(2), pages 348-352, March 2014.
“npRmpi: A Package for Parallel Distributed Kernel Estimation in R,”
with Kim P. Huynh and David T. Jacho-Chavez.
Journal of Applied Econometrics, vol. 26(2), pages 344-349, March 2011.
with Abel Brodeur et al. Proceedings of the National Academy of Sciences (PNAS). In Press.
Included as co-author for participation at the 2024 Ottawa Replication Games.
“Reproducibility and robustness of economics and political science research,”
with Abel Brodeur, Derek Mikola, Nikolai Cook et al. Nature, 652, pages 151-156, April 2026.
Included as co-author for participation at the 2023 Ottawa Replication Games.
“Teaching Reproducibility and Replicability While Teaching Econometrics in the Classroom,”
with Kim P. Huynh, David T. Jacho-Ch´avez, Katie Leinenbach, Carson H. Rea.
In: Hillebrand, E., Griffiths, W. (eds) Teaching Econometrics. Advanced Studies in Theoretical and Applied Econometrics, vol 56. Springer, Cham.
“We Didn't Start the Fire: Effects of a Natural Disaster on Consumer Financial Distress,”
with Kim P. Huynh, David T. Jacho-Chavez, and Genevieve Vallee.
Journal of Environmental Economics and Management, vol. 119, May 2023.
“A Flexible Framework for Intervention Analysis Applied to Credit-Card Usage during the Coronavirus Pandemic,”
with Lealand Morin, Harry J. Paarsch, and Kim P. Huynh.
International Journal of Forecasting, vol. 38(3), pages 1129-1157, July-September 2022.
“Estimating social effects in a multilayered Linear-in-Means model with network data,”
with Alexandra Manta, Kim P. Huynh, and David T. Jacho-Chavez.
Statistics & Probability Letters, vol. 183, April 2022.
“Consumer Credit Usage in Canada during the Coronavirus Pandemic,”
with Lealand Morin, Harry J. Paarsch, and Kim P. Huynh.
Canadian Journal of Economics, vol. 55, pages 88-114, February, 2022.
“Data Science in Stata 16: Frames, Lasso, and Python Integration,”
with Kim P. Huynh, David T. Jacho-Chavez, and Diego Rojas-Baez.
Journal of Statistical Software, vol. 98, pages 1-9, May, 2021.
“Interconnectedness through the Lens of Consumer Credit Markets.”
The Econometrics of Networks (Advances in Econometrics, Vol. 42), pages 315-333, October 2020.
“Econometrics Pedagogy and Cloud Computing: Training the Next Generation of Economists and Data Scientists,”
with Danielle V. Handel, Kim P. Huynh, David T. Jacho-Chavez, and Carson H. Rea.
Journal of Econometric Methods, vol. 10(1), pages 89–102, October, 2020.
“Productivity, Reallocation, and Distortions: Evidence from Firm-Level Data,”
with Kim P. Huynh and David T. Jacho-Chavez.
Economia – Journal of LACEA, vol. 20(1), pages 83-110, October 2019.
“Using Nonparametric Copulas to Measure Crude Oil Price Co-movements,”
with Kim P. Huynh and David T. Jacho-Chavez.
Energy Economics, vol. 82 pages 211-223, August 2019.
“Tax-deferred Saving Accounts: Heterogeneity and Policy Reforms.”
European Economic Review, vol. 97, pages 26-41, August 2017.
“Prediction Market for Disease Surveillance: A Case Study of Influenza Activity,”
with Philip M. Polgreen and Tim Prendergast.
Journal of Prediction Markets, vol. 10(1), pages 68-82, October 2016.
“Analysing Labour Productivity in Ecuador,”
with German Cubas, Kim P. Huynh and David T. Jacho-Chavez.
Productivity and Efficiency Analysis, Chapter 7, pages 109-117, 2016. Springer ISBN 978-3-319-23228-7.
“Flexible Estimation of Copulas: An Application to the U.S. Housing Crisis,”
with Kim P. Huynh and David T. Jacho-Chavez.
Journal of Applied Econometrics, vol. 31(3), pages 603-610, April 2016.
“crs: A Package for Nonparametric Splines Estimation in R,”
with Kim P. Huynh and David T. Jacho-Chavez.
Journal of Applied Econometrics, vol. 29(2), pages 348-352, March 2014.
“npRmpi: A Package for Parallel Distributed Kernel Estimation in R,”
with Kim P. Huynh and David T. Jacho-Chavez.
Journal of Applied Econometrics, vol. 26(2), pages 344-349, March 2011.
Working Papers / Work-in-progress:
“Tail Risk from Extreme Temperature in an Integrated Northeastern American Low-Carbon Electricity System,”
with Adrien Desroziers, Kim P. Huynh and Marcel Voia, submitted.
“The Effect of Macroeconomic Shock on Mortgage Delinquency: A Case Study of Oil Shock in Canada,” with Meet Shah, working paper.
“Debt Repayment and the Slow Wealth Draw Down of Older Adults,” with Barbara Boggiano and Barry Scholnick, working paper.
“The Impacts of Mortgage Policy Reforms on Households’ Life-cycle Housing Decisions.”
“Housing and Tax-deferred Retirement Accounts,” with Jie Zhou.
“The Optimal Early-Withdrawal Penalty on Tax-deferred Saving Accounts.”
with Adrien Desroziers, Kim P. Huynh and Marcel Voia, submitted.
“The Effect of Macroeconomic Shock on Mortgage Delinquency: A Case Study of Oil Shock in Canada,” with Meet Shah, working paper.
“Debt Repayment and the Slow Wealth Draw Down of Older Adults,” with Barbara Boggiano and Barry Scholnick, working paper.
“The Impacts of Mortgage Policy Reforms on Households’ Life-cycle Housing Decisions.”
“Housing and Tax-deferred Retirement Accounts,” with Jie Zhou.
“The Optimal Early-Withdrawal Penalty on Tax-deferred Saving Accounts.”