I have three major strands of current research. (Should the links below not work for some reason the files are also attached at the bottom of this page.
I am trying to understand the what role money and banking can play in DSGE models. Some slides of a recent presentation examining the efficacy of monetary policy with balance sheet effects of banks is available here:
Secondly, I am working to understand yield curve dynamics. I have a number of papers in progress but here are the slides of a note assessing a typical ad hoc model:
Finally, I am conducting a comprehensive analysis of the forecasting behaviour of financial market economists. A recent presentation of herding behaviour is available here:
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