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.

Replication files. 

Working Papers

Newer Papers:

• Carbon Intensity, Productivity, and Growth (with Emanuel Moench), March 2023

• Factor-Augmented VARs with Noisy Factor Proxies [slides] (with Emanuel Moench), January 2023

• Dominant U.S. Manufacturing Sectors: A Factor Model Analysis, June 2018

Older Papers:

• Measuring Global Financial Connectedness (with Michael Binder), May 2017

Other Publications

Bank of Lithuania Research Papers:

• 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