RESEARCH
WORKING PAPERS
"Local Housing Market Responses to Oil Price Shocks in Canada" with Thoby Cameron (October 2021)
"Model uncertainty and the direction of fit of the postwar U.S. Phillips curve(s)" (July 2020)
Older version: University of Ottawa Working Papers, #1702E
"The impact of oil price changes in a New Keynesian model of the U.S. economy" (April 2019)
Older version: University of Ottawa Working Papers, #1709E
“Policy evaluation and uncertainty about the effects of oil prices on economic activity” (new version coming soon)
Older version: UFAE and IAE Working Papers n. 855.10, November 2010 and Barcelona GSE Working Papers n. 522, November 2010.
"Time Varying SVARs, parameter histories, and the changing impact of oil prices on the US economy" (February 2013)
PUBLICATIONS
"Estimating unobservable inflation expectations in the New Keynesian Phillips Curve", Econometrics, 6, no. 1 (2018): 6.
[Codes] [Working paper version]
"Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy" [Appendix] (with Christian Matthes), Economics Letters, 159 (2017): 53-56.
This note is a revised version of "Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information", Barcelona GSE Working Papers n. 661, Feb. 2013 (Sep. 2012); Dynare Working Papers n. 19 (2012) CEPREMAP.
“The role of model uncertainty and learning in the US postwar policy response to oil prices”, Journal of Economic Dynamics and Control, 36, no. 7 (2012): 1009-1041.
WORK IN PROGRESS
"The postwar U.S. Phillips curve: robust monetary policy under different forms of model uncertainty" (in progress, June 2016)
"The adoption of Inflation Targeting in Canada: SVAR identification using changes in policy" (in progress, May 2016)
Dormant papers
"Model Uncertainty and the robustness of Simple and Encompassing Policy rules" (August 2012)
OTHER WORK
"An econometric learning approach to approximate expectations in empirical macro models", Research Note, International Advances in Economic Research, 23, no. 4 (2017): 437-439.
"Investment (neoclassical)" (Original entry by Robert M. Coen and Robert Eisner, revised by Francesca Rondina and Steven Durlauf), The New Palgrave Dictionary of Economics, Palgrave Macmillan, Basingstoke and New York, (2008).