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Working Papers

Working Papers


1.  "Fear and Loathing in the Housing Market: Evidence from Search Query Data," with Chandler Lutz and Gabriel Stuart (SSRN).


2.  "The Future of Oil: Geology versus Technology," with Jaromir Benes, Ondra Kamenik, Michael Kumhof, Douglas Laxton, Susanna Mursula, and Jack Selody, IMF Working Papers 12/109, International Monetary Fund.


3.  "What Does Realized Volatility Tell US About Macroeconomic Fluctuations?" with Zeynep Senyuz and Emre Yoldas (Repec)

4.  "Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve," with Insu Kim        

5.  "Real Time Changes in Monetary Policy," with Heather Tierney.

6.  "A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles,” with Zeynep Senyuz (Repec or YieldEconomy).

7.   “The Seeds of the 2007-2009 Crisis: the Housing Market and the Business Cycle,” with MeiChi Huang.

8.  “Predicting Recessions in Brazil,” with Igor Morais.


9.   "Growth Cycles and Business Cycles".