With Gitanjali Kumar, Estimating the inflation risk premium, Bank of Canada Staff Analytical Note, 2025-9, [Full text]
With Zabi Tarshi, Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada, Bank of Canada Staff Discussion Paper, 2024-9, [Full text].
With Matteo Cacciatore, and Galip Kemal Ozhan, The Neutral Interest Rate: Past, Present and Future, Bank of Canada Staff Discussion Paper, 2024-3, [Full text].
With James Kyeong, Finding the balance—measuring risks to inflation and to GDP growth, Bank of Canada Staff Analytical Note, 2023-18, [Full text]
With James Kyeong, and Chinara Azizova, Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency, Bank of Canada Staff Discussion Paper, 2023-19, [Full text].
With Jean-Sebastien Fontaine and Ingomar Krohn, Real exchange rate decompositions, Bank of Canada Staff Discussion Paper, 2022-06, [Full text].
With Jean-Sebastien Fontaine, The Secular Decline of Forecasted Interest Rates, Bank of Canada Staff Analytical Note, 2019-01, [Full text].
With Rodrigo Sekkel, and Morvan Nongni Donfack, Does US or Canadian Macro News Drive Canadian Bond Yields? Bank of Canada Staff Analytical Note, 2018-38, [Full text].
With James Kyeong, and Raisa Leiderman, Markets Look Beyond the Headline, Bank of Canada Staff Analytical Note, 2018-37, [Full text].
With Corey Garriott, James Kyeong, and Raisa Leiderman, The Impacts of Monetary Policy Statements, Bank of Canada Staff Analytical Note, 2017-22, [Full text].
With Jean-Sebastien Fontaine, James Kyeong, and Jesus Sierra, Foreign Flows and Their Effects on Government of Canada Yields, Bank of Canada Staff Analytical Note, 2015-01, [Full text].
With Bo Young Chang, Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility, Bank of Canada Review, Spring 2014, [Full text] [LongVersion].