Policy Work
Economic Policy Review
The Equity Risk Premium: A Review of Models (with Fernando Duarte), Economic Policy Review, 21 (2), 39-57, 2015.
The Financial Market Effect of FOMC Minutes, Economic Policy Review, 19 (2), 67-81, 2013.
Liberty Street Blog
Is There a Bitcoin–Macro Disconnect? (with Gianluca Benigno), Liberty Street Blog, February 8, 2023.
Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization (with Michele Cavallo, Marco Del Negro, Scott Frame, Jamie Grasing and Benjamin Malin), Liberty Street Blog, January 9, 2018.
Survey Measures of Expectations for the Policy Rate (with Richard Crump, Emanuel Moench, William O'Boyle, Matthew Raskin and Lisa Stowe), Liberty Street Blog, December 5, 2014.
Interest Rate Derivatives and Monetary Policy Expectations (with Richard Crump, Emanuel Moench, William O'Boyle, Matthew Raskin, Carlo Rosa, and Lisa Stowe), Liberty Street Blog, December 5, 2014.
What Can We Learn from Prior Periods of Low Volatility? (with Fernando Duarte and Juan Navarro-Staicos), Liberty Street Blog, October 6, 2014.
How Unconventional Are Large-Scale Asset Purchases? (with Andrea Tambalotti), Liberty Street Blog, March 3, 2014.
A Way With Words: The Economics of the Fed’s Press Conference (with Fernando Duarte), Liberty Street Blog, November 25, 2013.
Are Stocks Cheap? A Review of the Evidence (with Fernando Duarte), Liberty Street Blog, May 8, 2013.