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Macroeconomics, Monetary Economics, International Finance, Housing
- January 2015. The paper "Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies" has been published as a Bank of England WP [Click here]
- April 2014. The paper "Uncertainty in a model with credit frictions" has been published as a Bank of England WP [Click here]
- April 2014. First draft of "Uncertainty and Economic Activity: A Global Perspective," with M.H. Pesaran and A. Rebucci [Click here]
- January 2014. The VAR Toolbox now includes an option for identification with sign restrictions [Click here]. As an example, see the replication of the identification procedure in Uhligh's "What are the effects of monetary policy on output?" (2005, JME) paper [Click here]