Working Papers

• “General Seemingly Unrelated Local Projections” with Florian Huber and Michael Pfarrhofer
• “Estimating The Missing Intercept” with Naoya Nagasaka and Felipe Schwartzman
• “Monetary Policy Shocks: Data or Methods?” with Connor Brennan, Margaret Jacobson and Todd Walker
• “Monetary Policy across Inflation Regimes” with Valeria Gargiulo and Katerina Petrova, r&r, EER
• “Large Structural VARs with Multiple Sign and Ranking Restrictions” with Joshua Chan and Xuewen Yu, r&r, QE
• “The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve” with Yoosoon Chang and Fabio Gomez-Rodriguez
• “Temporal Aggregation Bias and Monetary Policy Transmission” with Margaret Jacobson and Todd Walker
• “Understanding Instruments in Macroeconomics - A Study of High-Frequency Identification” with Pooyan Amir-Ahmadi and Mu-Chun Wang, r&r, JBES
• “What Does Monetary Policy Do To Different People?” with Pooyan Amir-Ahmadi and Mu-Chun Wang
• “The Consumption Origins of Business Cycles: Lessons from Sectoral Dynamics” with Felipe Schwartzman, conditionally accepted, AEJ: Macro
• “Assessing U.S. Aggregate Fluctuations Across Time and Frequencies” with Thomas Lubik and Fabio Verona (Online Appendix, Older version with different empirical specification, Online Appendix for older version)