I am a PhD student in the Department of Economics at Stanford University. My research is centred around macro-finance.
I can be reached at wycherley [at) stanford (dot) edu
- "Cointegration with Occasionally Binding Constraints", Journal of Econometrics, 2025, Vol. 252:A.
- "Stationarity with Occasionally Binding Constraints", February 2025 (with James A. Duffy and Sophocles Mavroeidis).
- ThresholdStability.jl is a package implementing numerical techniques to determine the stability of discrete-time TVAR models. See Duffy, Mavroeidis and Wycherley (2023). There is also a version available for R.
I have notes on topics in finance, available here.
I have a collection of notes on game theory, available here.