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• March 22, 2023 Updated working paper (and title) A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*. The updated version now pays more careful attention to how to apply the correction using a simple ARMA model, and how the correction accounts for things like measurement error and/or model misspecification. If you are interested, I will be presenting the paper at the Virtual Time Series Seminar next week (30 March). Registration link here.

• March 3, 2023 New working paper Disentangling structural breaks in high dimensional factor models

• February 15, 2023 I share some thoughts on the current inflation at the CAMA blog Inflation may be finally falling, but it is not clear trend inflation has peaked

• February 5, 2023 Understanding Trend Inflation Through the Lens of the Goods and Services Sector has been accepted by the Journal of Applied Econometrics. The replication files are available here.

• February 3, 2023 Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic (with James Morley, Diego Rodriguez Palenzuela and Yiqiao Sun) is published at the European Economic Review. A previous version was released as ECB working paper 2716.

• August 30, 2022 We are organizing the 7th Continuing Education in Macroeconometrics (CEM) workshop on Nov 7-8, 2022. Details can be found here. Please register here. CEM has a traditional of participation and developing early career researchers and PhD students, and we hope to continue in that tradition.

• August 22, 2022 New working paper "Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic" available as European Central Bank working paper.

• April 29, 2022 VoxEU column based on our working paper Understanding Trend Inflation Through the Lens of the Goods and Services Sector.

All Updates --->