- A Theory of Soft and Hard Sovereign Defaults (with Grey Gordon)
- Exchange Rate Dynamics and Endogenous Productivity (with Nils Gornemann and Felipe Saffie)
- What is Capacity Utilization? (with Han Chen, and Molin Zhong)
- Filtering with incomplete information (with Thorsten Drautzburg and Jesus Fernandez-Villaverde)(slides)
- Recurrent Bubbles, Economic Fluctuations, and Growth (with Ryo Jinnai and Tomohiro Hirano, March 2019)
- Liquidity Shocks and Asset Prices (with Ryo Jinnai, March 2019)
- Nonlinear Dynamic Factor Models (with Alexey Khazanov and Molin Zhong)(poster)
- Do low interest rates necessarily stimulate the economy? (with Keith Kuester) (slides)
- On Regional Borrowing, Default, and Migration (with Grey Gordon, February 2019)
- Political Distribution Risk and Aggregate Fluctuations (with Thorsten Drautzburg and Jesus Fernandez-Villaverde, Nov 2018)
- Macroeconomic Forecasting in Times of Crises (R&R Journal of Applied Econometrics)(with Molin Zhong, Nov 2018) On the news
- Sovereign Default on GPUs (April 2016, C++/Cuda codes)
- Financial Frictions, Trends, and the Great Recession (with Ryo Jinnai, April 2018) (forthcoming, Quantitative Economics)
- Asymmetric Business Cycles and Sovereign Default (with Grey Gordon) 2017, Economic Letters 161, pp:116-119
- Dynamics of Investment, Debt, and Default (with Grey Gordon) 2018, Review of Economic Dynamics 28, pp:71-95.
- Impulse Response Matching Estimator for DSGE Models (with Atsushi Inoue and Lutz Kilian) 2017, Journal of Econometrics 196, pp: 144-155.
- Interest Rates and Prices in an Inventory Model of Money with Credit (with Mike Dotsey) 2016, Journal of Monetary Economics 83, pp: 71-89.
- Fiscal Volatility Shocks and Economic Activity (with Jesus Fernandez-Villaverde, Keith Kuester and Juan Rubio-Ramirez) 2015, American Economic Review 105, pp: 3352-84.
- Nonlinear Adventures at the Zero Lower Bound (with Jesus Fernandez-Villaverde, Grey Gordon and Juan Rubio-Ramirez) 2015 Journal of Economic Dynamics and Control 57, pp: 182-204
- Estimating Dynamic Equilibrium Models with Stochastic Volatility (with Jesus Fernandez-Villaverde and Juan Rubio-Ramirez) Forthcoming Journal of Econometrics.
- Supply-Side Policies and the Zero Lower Bound (with Jesus Fernandez-Villaverde and Juan Rubio-Ramirez) IMF Review 62 (2014), pp: 248 - 260.
- Frequentist Inference in Weakly Identified DSGE Models (with Atsushi Inoue and Lutz Kilian) Quantitative Economics 4 (2013), pp: 197-229.
- Common and Idiosyncratic Disturbances in Developed Small Open Economies Journal of International Economics 90 (2013), pp: 33-49.
- Risk Matters: The Real Effects of Stochastic Volatility Shocks (2011, with J. Fernandez-Villaverde, J. Rubio-Ramirez and M.Uribe) American Economic Review 101 (2011), pp: 2530-2561.
- The Implications of Inflation in an Estimated New-Keynesian Model Journal of Economic Dynamics and Control 35 (2011), pp: 947-962.
- Economic Development and Heterogeneity in the Great Moderation among the States (with A. Leblecioglu and T. Grennes) B.E. Journal of Macroeconomics 11 (2011) Contributions, article 21.
- What you match does matter: The effects of observable variables on DSGE estimation Journal of Applied Econometrics, 25 (2010), pp: 774-804.
- Money Demand Heterogeneity and the Great Moderation Journal of Monetary Economics 56 (2009), pp: 255-266.
- Refinements on Macroeconomic Modeling: The Role of Non-Separability and Heterogeneous Labor Supply Journal of Economic Dynamics and Control 32 (2008), pp: 3613 – 3630.
- Economic Development and Volatility among the States (with A. Leblecioglu and T. Grennes) Economics Bulletin (2010), pp: 1963-1976.
- The Economics of Small Open Economies (2013, Business Review Federal Reserve Bank of Philadelphia)
- Reading the Recent Monetary History of the U.S., 1959-2007 (with J. Fernandez-Villaverde and J. Rubio-Ramirez) Federal Reserve Bank of St. Louis Review 92 (2010), pp: 311-338.
- New Macroeconometrics: A Bayesian Approach (with J. Fernandez-Villaverde and J. Rubio-Ramirez), in A. O'Hagan and M. West eds. Handbook of Applied Bayesian Analysis (2010) Oxford University Press.
- Risk and Uncertainty (2011, Business Review Federal Reserve Bank of Philadelphia)
- Bayesian Estimation of DSGE Models (with James Nason) in M. Thornton and N. Hashimzade eds. Handbook of Empirical Methods in Macroeconomics (forthcoming, 2012) Edward Elgar Publishing Ltd.
- Do Animal Spirits Drive Economic Cycles? (with Molin Zhong) 2016, Business Review, Federal Reserve Bank of Philadelphia.
- Does the New Keynesian Model Have a Uniquess Problem? by Christiano, Eichenbaum, and Johannsen.
- Fewer but Better: Sudden Stops, Firm Entry, and Financial Selection by Ates and Saffie.
- Endogenous Technology Adoption by Anzoategui, Comin, Gertler, and Martinez.
- A Model of Secular Stagnation by Eggerstsson and Mehrotra.
- Uncertainty and the Signalling Channel of Monetary Policy by Jenny Tang.
- Empirical Implications of the Zero Lower Bound by Gust, Lopez-Salido, and Smith.
- Estimating Fiscal Limits: The Case of Greece by Bi and Traum.
- Non-defaultable Debt and Sovereign Risk by Hatchondo and Martinez.
- The Real Effects of Global Risk Shocks in SOE by Garcia-Cicco, Heresi, and Naudon.