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Working Papers

Working Papers


1.  "The Credit-Card Services Augmented Divisia Monetary Aggregates," with W. Barnett, D. Leiva-Leon, and L. Su

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

3.  "Asset Prices and Optimal Monetary Policy," with S. d'Addona and V. Kakar.

4. "vOILatility: Forecasting Oil Prices under Uncertainty."

5.  "Growth Cycles and Business Cycles."

6. "Quantifying the Monetary Transmission Mechanism: A Mixed-Frequency Factor-Augmented Vector Autoregressive Regression Approach," with Z. Zhao

7. "Nonfundamental Dynamics in the Stock Market," wtih S. d'Addona and N. Khanon.

8. "The Nonlinear Relationship between Monteary Policy and Stock Returns," with J. Chiang

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

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