The Conventional Impulse Response Prior in VAR Models with Sign Restrictions (with Atsushi Inoue).
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions, forthcoming: Economics Letters.
Nonparametric Local Projections (with Silvia Goncalves, Ana Maria Herrera and Elena Pesavento).
Geopolitical Oil Price Risk and Economic Fluctuations (with Michael D. Plante and Alexander W. Richter).
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices (with David Rapson and Burkhard Schipper). Response to Catherine Wolfram
Oil Price Shocks and Inflation (with Xiaoqing Zhou), Handbook of Inflation.
How to Construct Monthly VAR Proxies Based on Daily Surprises in Futures Markets, forthcoming: Journal of Economic Dynamics and Control.
Estimating Macroeconomic News and Surprise Shocks (with Michael D. Plante and Alexander W. Richter).
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings (with Michael D. Plante and Alexander W. Richter), forthcoming: Journal of Applied Econometrics.
The Effects of Real Gasoline Prices on Automobile Demand: A Structural Analysis Using Micro Data (with E. Sims)
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (with C. Baumeister and R. Ellwanger)
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (with C. Baumeister)
Oil Supply Shock Redux? (with Xiaoqing Zhou)