NEW! The Effects of the War on Ukraine on Global Corporate Investment, 2025
with M. iacoviello, M. McHenry, I. Schott
Risk in a Data-Rich Model, 2024
with H. Mumtaz and M. Zhong
Measuring Shortages since 1900, 2024
with M. Iacoviello and D. Yu
Data and additional material available on our shortage index webpage
Macroeconomic and Financial Risks: A Tale of Mean and Volatility, 2023
Also published here as: International Finance Discussion Papers 1326 with C. Scotti and M. Zhong
Understanding Growth-at-Risk: A Markov Switching Approach, 2020
with D. Cascaldi-Garcia, P. Cuba-Borda, and F. Loria
October 2020: Presented at the Philaldephia Fed Conference on Real-Time Data Analysis, Methods and Applications
What are the Effects of Fiscal Shocks? A VAR-Based Comparative Analysis, 2008
ECB Working Paper Series 877, with C. Kamps