Other working papers
Liquidity Constraints, Risk Premia and the Macroeconomic Effects of Liquidity Shocks, ECB Working Paper No. 1525.
Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications, with WGEM Team 2018, ECB Occasional Paper No. 205.
Asset Pricing, Habit Memory and the Labor Market, ECB Working Paper No. 1163.
Asset Pricing in Home Production Economies, mimeo.
PhD dissertation
House Prices, Real Estate Returns and the Business Cycle, SFI Research Paper No. 06-37.
Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle, SFI Research Paper No. 07-19.
Real Estate Prices in a Production Economy, 2007 Meeting Papers 645, Society for Economic Dynamics.