Working Papers
NEW! 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