Peter Fuleky - Research

Publications:

    Radon-222 as a groundwater discharge tracer to surface waters. [with Dini Adyasari, Natasha Dimova, Henrietta Dulai, Ben Gilfedder, Ian Cartwright, and Tristan McKenzie],
        Earth-Science Reviews, https://doi.org/10.1016/j.earscirev.2023.104321, 2023


    The Effects of the Pandemic on Hawaii's Economy. [with Steven Bond-Smith],
        Current Issues in Tourism, https://doi.org/10.1080/13683500.2022.2151875, 2022


    Quantifying Moss Response to Metal Contaminant Exposure Using Laser-Induced Fluorescence [with Kelly Truax, Henrietta Dulai, Anupam Misra, and Wendy Kuhne],
        Applied Sciences, https://doi.org/10.3390/app122211580, 2022


    Tourism Water Use During the COVID-19 Shutdown [with Nathan DeMaagd, Kimberly Burnett, and Christopher Wada],
        Annals of Tourism Research, https://doi.org/10.1016/j.annals.2022.103475, 2022


    Bird's Eye View of COVID-19, Mobility, and Labor Market Outcomes Across the US [with Istvan Szapudi],
        Economics of Disasters and Climate Change, https://doi.org/10.1007/ s41885-022-00110-0, 2022


    Traditional and novel time-series approaches reveal submarine groundwater discharge dynamics
    under baseline and extreme event conditions [with Trista McKenzie and Henrietta Dulai],
        Nature, Scientific Reports, (11) 22570. https://doi.org/10.1038/s41598-021-01920-0, 2021


    Nowcasting the Trajectory of the COVID-19 Recovery,
        Applied Economics Letters, https://doi.org/10.1080/13504851.2021.1907278, 2021


    Macroeconomic Forecasting in the Era of Big Data,
        Ed. P. Fuleky, Springer, 2020


    Dynamic Factor Models [with Catherine Doz],
        In P. Fuleky (Ed.) Macroeconomic Forecasting in the Era of Big Data, Springer, 2020


    Common Correlated Effects and International Risk Sharing [with Luigi Ventura and Qianxue Zhao],
        International Finance, 21(1):55-70, 2018

        # R code and data (compressed folder)

    Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism [with Carl Bonham, James Jones, and Ashley Hirashima],
        working paper title: Tourism Nowcasting: Extrapolation Based on High Frequency Covariates
        Annals of Tourism Research, 63(1):191-202, 2017


    Mean Lag in General Error Correction Models [with Luigi Ventura],
        Economics Letters, 143:107-110, 2016


    International Risk Sharing in the Short and Long Run under Country Heterogeneity [with Luigi Ventura and Qianxue Zhao],
        International Journal of Finance and Economics, 20(4):374-384, 2015.


    Forecasting with Mixed Frequency Factor Models in the Presence of Common Trends [with Carl Bonham],
        Macroeconomic Dynamics, 19(4):753-775, 2015


    Indirect Inference Based on the Score [with Eric Zivot],
        Econometrics Journal, 17(3):383-393, 2014


    Estimating Demand Elasticities in Non-Stationary Panels: The Case of Hawaii Tourism [with Carl Bonham and Qianxue Zhao],
        Annals of Tourism Research, 44(1):131-142, 2014


    On the Choice of the Unit Period in Time Series Models,
        Applied Economics Letters, 19(12):1179-82, 2012.


Research in Progress:

    Coincident Index of Economic Conditions in Hawaii

    Real-Time Benchmarking of Non-farm Payrolls

    Estimating Permitting Delays [with Isabelle Picciotto]

    Forecasting Multi-Equation Behavioral Models with R [book]

    Forecast Scenarios Under Climate Change

Unpublished Research:

    Option Pricing with S+FinMetrics

    Anatomy of Cobb-Douglas Functions in 3D

    Anatomy of CES Functions in 3D

Research Aid:

    AREMOS, EViews, and Gekko code highlighting in BBEdit and TextWrangler.
        Download the .zip file from the link corresponding to your software, unzip it, and copy the .plist file to
        "~/Library/Application Support/BBEdit/Language Modules/". Then relaunch BBEdit.

    Anatomy of Cobb-Douglas production / utility functions in 3D.

    Anatomy of Constant Elasticity of Substitution production / utility functions in 3D.