Publications
Skewed SVARs: Tracking the structural sources of macroeconomic tail risks (with Eva Ortega). "Advances in Econometrics" Volume 46 "Essays in Honor of Fabio Canova" (Forthcoming) WP Version Journal Version
Disciplining Expectations and the Forward Guidance Puzzle (with T. Müller, K. Christoffel and F. Mazelis). Journal of Economic Dynamics and Control (Forthcoming). Journal Version WP Version
Effects of State-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment (with G. Coenen and F. Smets). Journal of Money, Credit and Banking (Forthcoming). Journal Version WP Version
Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment (with G. Coenen and S. Schmidt). Journal of Economic Dynamics and Control. Journal Version WP Version SUERF
Working Papers
The optimal quantity of CBDC in a Bank-based economy (with L. Burlon, M. Muñoz and F. Smets) CEPR Discussion Paper
Using forecast-augmented VAR evidence to dampen the forward guidance puzzle (with K. Christoffel, O. de Groot and F. Mazelis) WP Version
Unconventional monetary policy and the anchoring of inflation expectations (with M. Ciccarelli and J.A. García) WP Version