Publications and Replication Files:
What Moves Treasury Yields? (with Emanuel Moench)
Journal of Financial Economics Vol. 146, Issue 3, December 2022, pp. 1016-1043
Older version available as CEPR discussion paper no. 15978.
Working Papers
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy (with Emanuel Moench), June 2025
Factor-Augmented VARs with Noisy Factor Proxies (with Emanuel Moench)
Sectoral Impact of Carbon Pricing in EU (with Friderike Kuik and Eliza Magdalena Lis)
Measuring Global Financial Connectedness (with Michael Binder), May 2017
Bank of Lithuania Discussion Papers:
Carbon Intensity, Productivity and Growth (with Emanuel Moench), July 2023
Convergence and Growth Decomposition: An Analysis on Lithuania (with Mariarosaria Comunale and Anh Dinh Minh Nguyen), December 2019
Sectoral Production and Diffusion Index Forecasts for Output in Lithuania (with Kristina Barauskaite), May 2019