RESEARCH

 

RESEARCH

Primary: Macroeconomics

Secondary: Finance, Money/Banking, Markets, Econometrics, High Performance Computing
Interests: Nonparametric applications to Financial Markets, Factor Modeling, Risk Management
Working Papers:

 

1) Nonparametric Multifactor Modeling: Cross Validation vs. Plug-in

2) High Performance Computing in the Cloud

3) The Validity of Linear Multifactor Models

4) The Relationship between Nonparametric Bandwidth and Market Volatility


CONFERENCES
 

Presenter:
Gallagher, Michael J., (January 2014) A Nonparametric Approach to Multifactor Modeling
American Economic Association Annual Meeting, Philadelphia, PA

Discussant:
Adhikari, Bibek, (January 2014) Evaluating the impact of flat tax reform on economic growth
American Economic Association Annual Meeting, Philadelphia, PA