Research

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Publications

"The impact of macroeconomic uncertainty on inequality: An empirical study for the United Kingdom", 2021. Journal of Money, Credit and Banking. https://doi.org/10.1111/jmcb.12852 

"Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis,"  with Haroon Mumtaz,  2020.  European Economic Review, Elsevier, vol. 130(C). 

The state-level impact of uncertainty shocks", with Haroon Mumtaz and Laura Sunder-Plassmann, 2020. Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December. 

 “The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis”,  with Haroon Mumtaz, 2017, European Economic Review, Vol. 98, pp. 410-423.

The Impact of Uncertainty Shocks under measurement error: A SVAR approach” with Andrea Carriero, Haroon Mumtaz and Konstantinos Theodoridis, 2015, Journal of Money, Credit and Banking, Vol. 47 (6), pp. 1223–1238.

Macroeconomic Information, Structural Change, and the Prediction of Fiscal Aggregates”, with Andrea Carriero and Haroon Mumtaz, 2015, International Journal of Forecasting, Vol. 31(2), pp. 325–348.

International transmission of shocks: A time-varying Factor Augmented VAR approach to the open economy”, with Philip Liu and Haroon Mumtaz, 2014, Journal of International Money and Finance, Vol. 46, pp.1-15.

The Role of Labour Earnings in determining Post Retirement Income: Evidence from the British Households Panel Survey”, with Orla Gough and Roberta Adami, 2013,  Journal of Economic Studies, Vol. 40(3), pp. 284 – 297.

Working papers and Work in progress

"Climate change and income inequality. An empirical analysis" 2023, with Haroon Mumtaz. Queen Mary Working Paper No. 966

"Distributional Effects of Monetary Policy Shocks on Wage and Hours: Evidence from the Czech Labor Market " 2023, with Monika Junicke, Jakub Matějů and Haroon Mumtaz.  Prague University of Economics and Business, Working Paper 2023 – 01.

"A tail of labor supply and a tale of monetary policy" 2022, with Cristiano Cantore, Filippo Ferroni and Haroon Mumtaz.  Chicago Fed Working Paper, No. 2022-30, July 2022    

Population Ageing and Public Pension Reforms in a Small Open Economy”, 2008, with Christiane Nickel and Philipp Rother, ECB Working Papers Series, No 863.

The Impact of Structural Pension Reforms on Macroeconomic Performance: An Empirical Analysis”, 2007, Birkbeck College Working Paper Series, No 0806.