"Structural Inference with Long-Run Recursive Empirical Models," Macroeconomic Dynamics, Volume 6, No 2, April 2002, 266-283.    (Abstract & Paper at this page)

"Macroeconomic Modeling with Asymmetric Vector Autoregressions," Journal of Macroeconomics 22, Number 1, Winter 2000, 1-28.    (Abstract & Paper at this page)

"The Dynamic Effects of Aggregate Demand and Supply Disturbances in the G7 Countries," (with John V. Nye), Journal of Macroeconomics 21, Number 2, Spring 1999, 263-278.    (Abstract & Paper at this page)

"Permanent and Transitory Shocks in Real Output: Estimates from Nineteenth Century and Postwar Economies," (with John V. Nye), Journal of Money, Credit, and Banking 30, May 1998, 231-251. (Paper)

"Intermediate Monetary Targets and Macroeconomic Fluctuations," Applied Economics 28, October 1996, 1313-1329.    (To get the Abstract & Paper, click here, then click on Volume 28, click on Number 10, and go almost to the bottom of the page.)

"Structural Information in Recursive VAR Orderings," Journal of Economic Dynamics and Control 20, September/October 1996, 1557-1580.    (Abstract & Paper at this page)

"The Long-Run Relationship Between Inflation and Output in Postwar Economies," (with James Bullard), Journal of Monetary Economics 36:3, March 1995, 477-496.   (Abstract & Paper at this page  & preliminary St. Louis Fed working paper with different title is here)

"Asymmetric Vector Autoregression," American Statistical Association, 1993 Proceedings of the Business and Economic Statistics Section, 68-73.

"Structural Approaches to Vector Autoregressions," Federal Reserve Bank of St. Louis Review, September/October 1992, 37-57.    (Paper)

"Identifying VAR Models under Rational Expectations," Journal of Monetary Economics 25:3, May 1990, 453-476.    (Abstract & Paper at this page)