Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity
American Economic Journal: Macroeconomics, accepted for publication
with G. Anderson
[DOI] [Final Manuscript] [Online Appendix] [Replication files] [Slides] [Twitter thread]
Financial Shocks, Credit Spreads, and the International Credit Channel
Journal of International Economics, Volume 135, March 2022, Pages 1035-43
with A. Sokol
[DOI] [Final Manuscript] [Online Appendix] [Replication files] [Twitter thread]
Uncertainty and Economic Activity: A Multi-Country Perspective
Review of Financial Studies, Volume 33, Issue 8, August 2020, Pages 3393–3445
with M. H. Pesaran and A. Rebucci
[DOI] [Final manuscript] [Online Appendix] [Slides] [Global financial shock data (xls)] [Replication files] [VoxEU] [Twitter thread]
Monetary Policy Transmission in the United Kingdom: A High Frequency Identification Approach
European Economic Review, Volume 123, April 2020, Pages 103-375
with G. Thwaites and A. Vicondoa
(previously circulated as "Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom")
[DOI] [Final manuscript] [Online Appendix] [High frequency & Narrative Monetary Surprises (xls)] [Replication files]
Finance and Synchronization
Journal of International Economics, Volume 116, January 2019, Pages 74-87
with J. Imbs and J. Saleheen
[DOI] [Final manuscript] [Online Appendix] [Replication material (zip)] [Vox EU]
Foreign Booms, Domestic Busts: The International Dimension of Banking Crises
Journal of Financial Intermediation, Volume 37, January 2019, Pages 58-74
with F. Eguren-Martin and G. Thwaites
[DOI] [Final manuscript] [Online Appendix] [Slides] [Vox EU]
International Credit Supply Shocks
Journal of International Economics, Vol. 112, 2018, Pages 219- 237
with A. Ferrero and A. Rebucci
[DOI] [Final manuscript] [Online Appendix] [Slides] [Replication files]
Uncertainty, Financial Frictions, and Nominal Rigidities: A Quantitative Investigation
Journal of Money, Credit, and Banking, Vol. 50(4), June 2018, Pages 603-636
with E. Fernandez-Corugedo
(previously circulated as "Uncertainty in a model with credit frictions")
[DOI] [Final manuscript] [Online Appendix]
Does Easing Monetary Policy Increase Financial Instability?
Journal of Financial Stability, Volume 30, June 2017, Pages 111-125
with A. Rebucci
[DOI] [Final manuscript] [Online Appendix] [Vox EU]
Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies
Journal of Money, Credit, and Banking, Vol. 47, Issue S1, No. 1 (March–April 2015)
with L. F. Cespedes and A. Rebucci
[DOI] [Final manuscript] [Online Appendix] [Slides] [House price data (xls)] [Bank Underground]
Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
Journal of International Money and Finance, Volume 37, October 2013, Pages 215–238.
[DOI] [Final manuscript] [Online Appendix] [Slides] [Replication material (zip)]
China’s Emergence in the World Economy and Business Cycles in Latin America
Economía, Vol. 12(2), Brookings Institution Press, 1-75
with M. H. Pesaran, A. Rebucci, T. Xu
[DOI] [Final manuscript] [Online Appendix] [Slides] [Replication material (zip)] [Vox EU]