Working Papers

 "Asset Prices and Optimal Monetary Policy," with S. d'Addona and V. Kakar. Submitted.

Real-Time Indicator of Weekly Inflation with a Mixed-Frequency Unobserved Component Model with Stochastic Volatility," with Mingyuan Jia, mimeo, University of California Riverside.

"Quantifying the Monetary Transmission Mechanism: A Mixed-Frequency Factor-Augmented Vector Autoregressive Regression Approach," with Z. Zhao, mimeo, University of California Riverside.

"Nonfundamental Dynamics in the Stock Market," wtih S. d'Addona and N. Khanon, mimeo, University of California Riverside.