I am Senior Economist in the Monetary Assessment & Strategy Division at the Bank of England, lecturer in the Department of Economics at the University of Essex, member of the CfM, and a research associate at CAMA.
Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterisation with Clive G. Bowsher (Bristol). Applied Mathematical Finance, Vol. 20, No. 2, April 2013, 137-166.
Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults. Journal of Economic Dynamics & Control, Vol 36, April 2012, 568-584.
The dynamics of economic functions: Modelling and forecasting the yield curve with Clive G. Bowsher (Bristol). Journal of the American Statistical Association, Vol. 103, No. 484, December 2008, 1419-1437.
Shadow banks and macroeconomic instability with Ben Nelson (Bank of England) and Pier Alessandri (Banca d'Italia). Banca d'Italia Working Paper 939 and CAMA Working Paper 78/2013, November 2013. Some mentions: NEP-DGE blog; David Andolfatto's blog. Revise & Resubmit, Journal of Money, Credit & Banking.
Capital regulation and macroeconomic activity: Empirical evidence and macroprudential policy, August 2015.
Leaning against the wind and policy trade-offs with Lien Laureys (Bank of England) and Boromeus Wanengkirtyo (Warwick) December 2015.
Work in progress
Mortgage spreads and the business cycle in an estimated model of shadow banking.
Federal Reserve Publications