Working papers

Working papers:

"In the Fed we trust? Measuring trust in central banking and its effects on the macroeconomy" with David Aikman and Shunshun Zhang. CEPR Discussion Paper No. 19811. !! NEW VERSION -- Online Appendix !!

“The transmission of shocks across sectors and the dynamics of sectoral prices,” with Leila Van Keirsbilck, CEPR Discussion Paper No 20621. LIDAM WP version 

“Inflation Expectations of Savers and Borrowers,” with  Riccardo Masolo.CEPR Discussion Paper No. 19776. 

Work in progress:

“Fiscal Nowcasting,” with Jacopo Cimadomo, Domenico Giannone, Michele Lenza and Andrej Sokol.

“The transmission of monetary policy when agents fear inflation or deflation” with Anastasia Allayioti and Michele Piffer.

Permanent working papers:

"Can a Data-Rich Environment Help Identify the Sources of Model Misspecification?" Bank of England Staff Working Paper No 527, 2015.

"The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," with Stephen Burgess, Emilio Fernandez-Corugedo, Charlotta Groth, Richard Harrison, Konstantinos Theodoridis, Matt Waldron. Bank of England Working Paper No 471, 2013.

"Implementing Optimal Control in Cointegrated I(1) Structural VAR models." European Central Bank Working paper No 288,  2003.