Working papers

• "Defining Current and Expected Financial Constraints using AI: Reinterpreting the Cash Flow Sensitivity of Cash" with R. Cho, D. McGowan and M. Schröder.
  Media coverage: ESCoE Blog.

• "The Changing Nature of Technology Shocks" with Christopher Gunn and Thomas Lubik.

• "What’s the Melting Pot Worth? Multiculturalism and House Prices" with R. Cho, H. Farag, D. McGowan, H. Nguyen, M. Schröder.
  Media coverage:  BBC website coverage. BBC Radio Ulster feature. BBC Radio Ulster interview. That´s TV coverage. SUERF coverage.

• "Sectoral comovement, monetary policy and the credit channel" with Federico Di Pace.

• "The Anatomy of Small Open Economy Productivity Trends" with Konstantinos Theodoridis and Christoph Thoenissen.

For other versions of my working papers please see my IDEAS page.

Key publications in refereed journals

• "Quantifying Qualitative Survey Data with Panel Data Structure" with Alexandros Botsis and Plutarchos Sakellaris. Journal of Economic Dynamics and Control, 2024, 167, October.

• "Firms' Financing Dynamics Around Lumpy Capacity Adjustments" with Plutarchos Sakellaris and John D. Tsoukalas, European Economic Review, 2023, 156, July.

• "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs" with Christopher Gunn and Thomas Lubik, Journal of Money, Credit and Banking, accepted.

• "News Shocks under Financial Frictions," with John D. Tsoukalas and Francesco Zanetti. American Economic Journal: Macroeconomics, 2022, 14(4), pages 210-243.

• "Is there News in Inventories?" with Christopher Gunn and Thomas Lubik, Journal of Monetary Economics, 2022, 126, pages 87-104.

• "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles" with Mallory Yeromonahos. Journal of Economic Dynamics and Control, 2022, 137, April (lead article).

• "News and Financial Intermediation in Aggregate Fluctuations," with John D. Tsoukalas, Review of Economics and Statistics, 2017, 99(3), pages 514-530, July. doi: 10.1162/REST_a_00612.
  Supplementary codes, data files and  online appendix.

• "Learning, Capital Embodied Technology and Aggregate Fluctuations" with John D. Tsoukalas, Review of Economic Dynamics, 2013, vol. 16(4). doi: 10.1016/j.red.2012.04.003.
  Supplementary Code and Data Files.

Other publications in refereed journals

• "Furlough and Household Financial Distress during the COVID-19 Pandemic" with Danny McGowan and Mallory Yeromonahos. Oxford Bulletin of Economics and Statistics, 2023, media coverage in Business Leader and Economics Observatory.

• "The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach," with Wei Li, John Tsoukalas and Francesco Zanetti, Macroeconomic Dynamics, forthcoming.

• "The Effect of News Shocks and Monetary Policy" with Luca Gambetti, Dimitris Korobilis, John Tsoukalas and Francesco Zanetti. Advances in Econometrics, 2022, 44A, pages 139-164.

• "Sectoral TFP News Shocks," with John D. Tsoukalas, Economics Letters, 2018, 168, pages 31-36, July. doi: 10.1016/j.econlet.2018.03.001. Supplementary online appendix.

• "Solving Models with Jump-Discontinuities in Policy Functions," with Afrasiab Mirza, Oxford Bulletin of Economics and Statistics, 2018, 80(2), pages 434-456, April. doi: 10.1111/obes.12203.

Book review

• "A Review of Structural Macroeconometrics by DeJong (David N.) and Dave (Chetan)," 2012, The Econometrics Journal, Volume 15, Issue 3, pages B5–B10.