I am an Adviser at the Bank of England. I studied Economics at Cardiff (MSc), Cambridge (PhD) and Princeton (Visiting), and Mathematics at King's College London (Diploma). As for my hobbies, I am an international chess master and play the piano.
Research Interest: Macroeconomics, Finance, Applied Econometrics
"Private Information and Client Connections in Government Bond Markets" (with Peter Kondor)
"Employment and the Collateral Channel of Monetary Policy" (with Saleem Bahaj, Angus Foulis and Paolo Surico)
Revise & Resubmit at the American Economic Review
Companion paper with a structural model: "The Residential Collateral Channel: A General Equilibrium Analysis"
"Collateral Channels and Banking Relationships" (with Gareth Anderson, Matthieu Chavaz, Saleem Bahaj and Angus Foulis)
"What do VARs Tell us about the Impact of a Credit Supply Shock?" (with Haroon Mumtaz and Kostas Theodoridis)
International Economic Review, 2018
"Capital over the Business Cycle: Renting versus Ownership" (with Peter N Gal)
"Do Contractionary Monetary Policy Shocks Expand Shadow Banking?" (with Ben Nelson and Kostas Theodoridis)
"Forecasting with VAR Models: Fat tails and Stochastic Volatility" (with Jeremy Chiu and Haroon Mumtaz)
International Journal of Forecasting, 2017
Other papers and projects on hold:
"Monetary Transmission Mechanism in the East African Community: An Empirical Investigation" (with H Davoodi and S Dixit) IMF Working Paper 13/39, 2013
"Macroprudential Capital Regulation in General Equilibrium", (with Ben Nelson)
"VAR Models with Non-Gaussian Shocks" (with Jeremy Chiu and Haroon Mumtaz)
"Risk News Shocks and the Business Cycle" (with Kostas Theodoridis and Tony Yates)
R&R, Journal of Banking and Finance
"Monetary Policy and Systemic Risk"
"Productive and Unproductive Leverage" (with Saleem Bahaj, Angus Foulis and Peter N Gal)