Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks (with Alexander Chudik). Data
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions (with Atsushi Inoue), forthcoming: Journal of Applied Econometrics.
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), forthcoming: Energy Journal. Response to Catherine Wolfram
Estimating Macroeconomic News and Surprise Shocks (with Michael D. Plante and Alexander W. Richter).
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)