LATEST VERSION! Risk in a Data-Rich Model, 2026
IFDP Discussion Paper 1435, Federal Reserve Board, with H. Mumtaz and M. Zhong
LATEST VERSION! Macroeconomic and Financial Risks: A Tale of Mean and Volatility, 2026
Old version: IFPD Discussion Papers 1326, Federal Reserve Board, with C. Scotti and M. Zhong
LATEST VERSION! Measuring Shortages since 1900, 2026
with M. Iacoviello and D. Yu
Data and additional material available on our shortage index webpage
What are the Effects of Fiscal Shocks? A VAR-Based Comparative Analysis, 2008
ECB Working Paper Series 877, with C. Kamps