Sectoral Uncertainty: A Hierarchical-Volatility Approach (with Efrem Castelnuovo and Kerem Tuzcuoglu), Journal of Business & Economic Statistics, 2025 [Online Appendix] [Code] [Bank of Canada Staff Working Paper Version]
Understanding Trend Inflation Through the Lens of the Goods and Services Sectors (with Yunjong Eo and Benjamin Wong), Journal of Applied Econometrics, 2023 [Online Appendix] [Code] [Media Coverage: VoxEU]
State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models, Advances in Econometrics (Essays in Honor of Fabio Canova), 2022
Endogenous Time Variation in Vector Autoregressions (with Danilo Leiva-León), Review of Economics and Statistics, 2022 [Online Appendix] [Code]
Detection of Anticipated Structural Changes in a Rational Expectations Environment (with Callum Jones), Applied Economics Letters, 2013
Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference (with Helmut Lütkepohl, Fei Shang and Tomasz Wozniak) -Revise and Resubmit - Journal of Econometrics
Do Monetary Policy Shocks Affect the Neutral Rate of Interest? (with Danilo Leiva-León and Rodrigo Sekkel)
Trend Inflation and Monetary Policy