DSGE-based priors for BVARs and quasi-Bayesian estimation
Econometrics and Statistics, Volume 16, October 2020, Pages 1-27
with Thomai Filippeli and Konstantinos Theodoridis
[Paper] [Working paper version]
Uncertain policy promises
European Economic Review, Volume 111, January 2019, Pages 459-474
with Alex Haberis and Matt Waldron
[Paper] [Working paper version] [Blog]
Threshold-based forward guidance
Journal of Economic Dynamics and Control, Volume 90, May 2018, Pages 138-155
with Lena Boneva and Matt Waldron
[Paper] [Working paper version] [Blog]
Estimating the effects of forward guidance in rational expectations models
European Economic Review, Volume 79, October 2015, Pages 196-213
[Paper] [Working paper version]
Practical tools for policy analysis in DSGE models with missing shocks
Journal of Applied Econometrics, Volume 29, Issue 7 November/December 2014, Pages 1145-1163
with Dario Caldara and Anna Lipińska
[Paper] [Working paper version]
On the application and use of DSGE models
Journal of Economic Dynamics and Control, Volume 32, Issue 8, August 2008, Pages 2428-2452
with Pedro Alvarez-Lois, Laura Piscitelli and Alasdair Scott
The danger of inflating expectation of macroeconomic stability: heuristic switching in a monetary overlapping generations model
International Journal of Central Banking, Volume 4, Issue 2, July 2008, pages 219-254
with Alex Brazier, Mervyn King and Tony Yates
Forecasting with measurement errors in dynamic models
International Journal of Forecasting, Volume 21, Issue 3, July–September 2005, Pages 595-607
with George Kapetanios and Tony Yates
Monetary policy rules for an open economy
Journal of Economic Dynamics and Control, Volume 27, Issues 11–12, September 2003, Pages 2059-2094
with Nicoletta Batini and Stephen Millard
[Paper] [Working paper version]
Books and chapters
The Bank of England Quarterly Model, Bank of England, 2005
with Kalin Nikolov, Meghan Quinn, Gareth Ramsay, Ryland Thomas and Alasdair Scott
Asset purchase policies and portfolio balance effects: a DSGE analysis, in Interest rates, prices and liquidity, Chadha, J and Holly, S (eds), Cambridge University Press, 2011.