"A Ridge-Regularised Jackknifed Anderson-Rubin Test" (with Max Dovi and Anders Kock). Journal of Business and Economic Statistics. 2024, vol 42, number 3, 1083-1094.
"Empirical Evidence on the Euler equation for Investment in the US" (with Guido Ascari, Qazi Haque and Leandro Magnusson). Journal of Applied Econometrics. 2024, vol 39, issue 4, 543-563.
"Testing the effectiveness of unconventional monetary policy in Japan and the United States" (with Daisuke Ikeda, Shangshang Li and Francesco Zanetti). American Economic Journals: Macroeconomics. 2024, vol 16, number 2, 250-286.
"Coherence without Rationality at the Zero Lower Bound" (with Guido Ascari and Nigel McClung). Journal of Economic Theory. 2023, vol 214, 105745.
"A Powerful Subvector Anderson-Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity" (with Patrik Guggenberger and Frank Kleibergern) Econometric Theory, in press.
"A test for Kronecker Product Structure Covariance Matrix" (with Patrik Guggenberger and Frank Kleibergern) Journal of Econometrics, 2023, vol 233, issue 1, 88-112.
"The unbearable lightness of equilibria in a low interest rate environment" (with Guido Ascari) Journal of Monetary Economics, 2022, vol 127, 1-17
"Identification at the Zero Lower Bound" Econometrica, 2021, vol 89, issue 6, 2855-2885 (online supplement) (data)
"Empirical evidence on the Euler Equation for consumption in the U.S." (with Guido Ascari and Leandro Magnusson) Journal of Monetary Economics, 2021, vol 117, 129-152 (Online supplement) (data)
"Robust inference in structural VARs with long-run restrictions" (with Guillaume Chevillon and Zhaoguo Zhan) Econometric Theory, 2020, vol 36, 86-121 (Online supplement) (data)
"A more powerful subvector Anderson Rubin test in linear instrumental variables regression" (with Patrik Guggenberger and Frank Kleibergen) Quantitative Economics, 2019, vol 10, issue 2, 487-526. (supplementary pdf) (code zip)
"Perpetual Learning and Apparent Long Memory" (with Guillaume Chevillon) Journal of Economic Dynamics and Control, 2018, vol 90, 343-365.
"Bargaining and wage rigidity in a matching model for the US" (with Jim Malcomson) Oxford Bulletin of Economics and Statistics, 2017, vol. 79, No. 6, 997-1017.
"Learning can generate Long Memory" (with Guillaume Chevillon) Journal of Econometrics, 2017, Vol 198, issue 1, 1-9.
"Estimation of Heterogeneous Autoregressive Parameters with Short Panel Data" (with Yuya Sasaki and Ivo Welch) Journal of Econometrics, 2015, Vol 188, Issue 1, 219-235. (Yuya is the primary author. Ivo and I were only secondary, participating only modestly and more in the formulation stage.)
"Identification issues in limited-information Bayesian analysis of structural macroeconomic models" (with Frank Kleibergen) Journal of Applied Econometrics, 2014, Vol 29, Issue 7, 1183-1209. (previous version: "Identification robust priors for Bayesian Analysis in DSGE models", December 2010.)
"Identification using stability restrictions" (with Leandro Magnusson) Econometrica, 2014, vol 82, No. 5, 1799-1851. Supplemental material
"Empirical evidence on inflation expectations in the New Keynesian Phillips curve" (with Mikkel Plagborg-Moller and Jim Stock) Journal of Economic Literature, 2014, vol. 52, No. 1, 124-188, supplement.
"On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression'' (with Patrik Guggenberger, Frank Kleibergen and Linchun Chen). Econometrica, 2012, vol. 80, No. 6, 2649-2666. (previous version: "Inference on subsets of parameters in linear IV regression without assuming identification", with Frank Kleibergen, May 2011)
“Inference in models with adaptive learning” (with Guillaume Chevillon and Michael Massmann). Journal of Monetary Economics, 2010, vol. 57(3), pages 341-351
“Identification robust Minimum Distance estimation of the New Keynesian Phillips curve” (with Leandro Magnusson). Journal of Money Credit and Banking, 2010, vol. 42(2-3), pages 465-481. Replication files.
“Monetary Policy Rules and Macroeconomic Stability: Some New Evidence” American Economic Review, 2010, vol. 100(1), pages 491-503. (version presented at the NBER Summer Institute 2007 was entitled: "Testing for indeterminacy in US monetary policy")
“Weak instrument robust tests and the new Keynesian Phillips curve” (with Frank Kleibergen), with discussions by F. Canova, J. C. Chao and N. R. Swanson, J. M. Dufour, A. Mikusheva, J. Wright, M. Yogo, E. Zivot and S. Chaudhuri. Journal of Business and Economic Statistics, 2009, vol. 27 issue 3, pp. 293-311.
“Rejoinder” Journal of Business and Economic Statistics, 2009, vol. 27 issue 3, pp. 331-339.
“Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve” Journal of Money Credit and Banking, 2005, vol. 37 number 3, pp. 421-448.
“Weak identification of forward-looking models in monetary economics” Oxford Bulletin of Economics and Statistics, 2004, vol. 66 Supplement, pp. 609-635.