Working Papers
Greek-Based Bond Factors (with Pierluigi Balduzzi and Alan Marcus) SSRN link, updated February 2022
R&RShadow Rate Models and Monetary Policy (with Ethan Struby) SSRN link, updated August 2022
(previously circulated as "Subjective Shadow Rate Beliefs at the Zero Lower Bound")R&RTreasury Buybacks, the Fed’s Portfolio, and Changes in Local Supply (with Ethan Struby) SSRN link, updated July 2023
R&RPick Your Greens: Mortgage Market Share and Green Lending (with David Echeverry) SSRN link, updated October 2022
Credit Ratings and the Investment Channel of Monetary Policy (with Dominique Brabant and Francesca Toscano) SSRN link, updated May 2022
The Real Effects of Stress Testing SSRN link, updated October 2021
Other Articles
Has the Effect of Monetary Policy Announcements on Asset Prices Changed? (with Taeyoung Doh), Federal Reserve Bank of Kansas City Economic Review, Third Quarter 2013
Related KC Fed Macro Bulletin: September 4, 2013
The State Space Representation and Estimation of a Time-Varying Parameter VAR with Stochastic Volatility (with Taeyoung Doh), State-Space Models, Applications in Economics and Finance, Shu Wu and Yong Zeng (eds.), Springer Press, 2013
Working Paper version: Federal Reserve Bank of Kansas City Working Paper 12-04, July 2012