Working Papers

NEW!  Measuring Shortages since 1900, 2024

with M. Iacoviello and D. Yu

 Data and additional material available on our shortage  index webpage

Do Geopolitical Risks Raise or Lower Inflation?, 2023

 with S. Conlisk, M. Iacoviello, and M. Penn



 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