Research

Working Papers

• Fiscal Sustainability and Policy Interactions, with F. Bianchi, G. Callegari and E. Hitaj

• The Anatomy of Small Open Economy Trends, with C.  Gortz and C. Thoenissen

• Non-linear Effects of Oil Shocks on Stock Prices, with H. Mumtaz and A. Pirzada

• US Financial Shocks and the Distribution of Income and Consumption in the UK, with H. Mumtaz

• Do Macro Shocks Matter for Equities?, with W. Dison

• Volatility Co-movement and the Great Moderation. An Empirical Analysis, with H. Mumtaz

• Forward guidance, quantitative easing, or both?, with F. De Graeve

• Risk News Shock and the Business Cycle, with G. Pinter and T. Yates, Online Appendix

• Estimating time-varying DSGE models using minimum distance methods, with L. Giraitis, G.Kapetanios and T. Yates

• An Efficient Minimum Distance Estimator for Dynamic Stochastic General Equilibrium Models

Work in Progress

• The Supply Implications of Uncertainty Shocks, with J. Cheng and J. Chiu,

• Tradable and Notradable Trends, with C. Gortz and C. Thoenissen

• UK versus US Recovery after the Great Recession: A DSGE Approach, with T. Filippeli