Research

Publications:

“Bayesian Forecasting of U.S. Recessions Using New Keynesian Models with Heterogeneous Expectations”, Applied Economics Letters, doi: 10.1080/13504851.2022.2041173

"Adaptive Learning with Heterogeneous Expectations in an Estimated Medim-Scale New Keynesian Model", Journal of Macroeconomics, Volume 71, March 2022, doi: 10.1016/j.jmacro.2021.103379

“Bayesian Estimation of a Small-Scale New Keynesian Model with Heterogeneous Expectations”, 2020, Macroeconomic Dynamics, 1-25. doi:10.1017/S1365100520000401

"A Heterogeneous Agent Exchange Rate Model with Speculators and Non-Speculators", Journal of Macroeconomics, Volume 49, September 2016, pp. 203-223

"Asset Pricing with Expectation Shocks", Journal of Economic Dynamics and Control, Volume 65, April 2016, pp. 68-82

"Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison", Journal of Econometric Methods, Volume 4, Issue 1, January 2015, pp. 153-161