Research
Publications
Publications
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM with Allan W. Gregory and Gregor W. Smith, forthcoming in Journal of Applied Econometrics, 39, 4. Online appendix
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM with Allan W. Gregory and Gregor W. Smith, forthcoming in Journal of Applied Econometrics, 39, 4. Online appendix
Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals, (2024) Empirical Economics, 66, 3.
Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals, (2024) Empirical Economics, 66, 3.
The All-Gap Phillips Curve with Gregor W. Smith (2023) Oxford Bulletin of Economics and Statistics, 85, 2.
The All-Gap Phillips Curve with Gregor W. Smith (2023) Oxford Bulletin of Economics and Statistics, 85, 2.
Monetary policy and the term structure of inflation expectations with information frictions (2023) Journal of Economic Dynamics & Control, 146, 104588. Online appendix.
Monetary policy and the term structure of inflation expectations with information frictions (2023) Journal of Economic Dynamics & Control, 146, 104588. Online appendix.
Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada with Thorsten V. Koeppl and Jeremy M. Kronick, accepted by Canadian Journal of Economics.
Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada with Thorsten V. Koeppl and Jeremy M. Kronick, accepted by Canadian Journal of Economics.
Current research
Current research
The term structure of interest rates in a noisy information model, with Raphaelle G. Coulombe
The term structure of interest rates in a noisy information model, with Raphaelle G. Coulombe
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressions (with Martin Bruns and Helmut Lütkepohl)
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressions (with Martin Bruns and Helmut Lütkepohl)
The effects of temporary and permanent monetary policy shocks in the United States, 1979-2019
The effects of temporary and permanent monetary policy shocks in the United States, 1979-2019