Biographical sketch

I am currently a research associate at CAMA, ANU. I have previously been an economist in the Research Department at the Federal Reserve Bank of Dallas, and a British Academy Postdoc at Nuffield College, Oxford. My DPhil (PhD) thesis at the University of Oxford was advised by John Muellbauer, and won the Edgeworth Prize.

Research

My research is in macroeconomics, econometrics and forecasting, and banking. My main focus is on the important linkages between the financial and the real side of the economy, including econometric models of the term structure of interest rates, and macro models of credit frictions. I have recently published work investigating the impact of credit market shocks, versus fundamental macroeconomic shocks, in driving bond spreads and aggregate activity. My current research investigates the macroeconomic effects of credit flows that occur within the financial system, as a result of securitization activity by banks.

Recent presentations & conferences

2011-08 ESCB Day Ahead Conference, Discussant: Schwaab, Koopman and Lucas, 'Systemic risk diagnostics' [slides]
2011-05 Midwest Macroeconomics Meetings, Nashville
2011-04 Royal Economic Society Annual Conference, Royal Holloway
2010-10 Belgian National Bank
2009-11 Sveriges Riksbank, Discussant: Frame, Hancock & Passmore [slides]
2009-05 Federal Reserve Bank of New York
2008-10 FRB Kansas City, System Macro Meeting, Discussant: Gilchrist, Yankov & Zakrajsek, 'Credit market shocks and economic fluctuations' [slides]
2008-06 Computing in Economics and Finance, Paris
2008-05 Texas Monetary Conference, FRB Dallas, Co-organiser
2008-02 Federal Reserve Bank of San Francisco [slides]
2007-04 British Academy Post Doc Symposium [slides]