Working Papers

• “Averaging Impulse Responses Using Prediction Pools” with Paul Ho and Thomas Lubik
• “Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation 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
• “Severe Weather and the Macroeconomy” with Hee Soo Kim and Toan Phan
• “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 (R & R, AEJ:Macro)
• “Assessing Macroeconomic Tail Risk” with Francesca Loria and Donghai Zhang
• “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)