Publications

"Heterogeneous Beliefs and the Phillips Curve," with Roland Meeks. Journal of Monetary Economics, 139, 41-54, 2023. Supplementary material. Older version: BoE WP 2019. 

"Nowcasting with large Bayesian vector autoregressions," with Jacopo Cimadomo, Domenico Giannone, Michele Lenza and Andrej Sokol. Journal of Econometrics, 231(2), 500-519, 2022. CEPR WP version. Older ECB WP version. Replication files. 

"Ambiguity, Monetary Policy and Trend inflation," with Riccardo Masolo. Journal of the European Economic Association, 19(2), 839–871, 2021. https://doi.org/10.1093/jeea/jvaa020 

"Forecasting the UK Economy with a Medium-Scale Bayesian VAR" with Silvia Domit and Andrej Sokol.  International Journal of Forecasting, 35(4), 1669-1678, 2019. Previously circulating as: "A Bayesian VAR benchmark for COMPASS."

"Exploiting the Monthly Data Flow in Structural Forecasting," with Domenico Giannone and Lucrezia Reichlin. Journal of Monetary Economics, 84, 201-215, 2016. Working paper version. Replication files.

"Combining Judgment and Models." Journal of Money, Credit and Banking, 42(8), pp. 1641-1662, 2010.  Working paper version.  Replication files.

Books and other publications

"Time to disentangle the staff's forecast and the MPC's forecast?" in The Bernanke Review: Responses from Bank of England watchers, D. Aikman and R. Barwell eds., pp 56-58, 2024. 

Discussion of Giancarlo Corsetti's "Macro times are a-changing: Stabilisation policies after Covid-19 and the war in Ukraine," in The International Economic and Financial Order After the Pandemic and War, by G. Corsetti, B. Eichengreen, X. Vives and J. Zettelmeyer, 5th Report Future of Banking Initiative, CEPR, pp 119-122, 2023. 

"Incorporating Conjuctural Analysis in Structural Forecasting," with Domenico Giannone and Lucrezia Reichlin. In V. Wieland (Ed.), The science and practice of monetary policy today, Springer Berlin, pp. 41-57, 2010.