Research
Working Papers
Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics, with Simon Lloyd
Working Paper (April 2024)
Presentations (by me): Bank of England, Econometric Society Winter Meetings 2022 (Berlin), 30th Symposium of the Society for Nonlinear Dynamics and Econometrics (Orlando), Royal Economic Society Annual Conference 2023 (Glasgow), Workshop in Empirical and Theoretical Macroeconomics (Kings' College London), International Association for Applied Econometrics Annual Conference 2023 (Oslo)
The Transmission of Macroprudential Policy in the Tails: Evidence from a Narrative Approach, with Álvaro Fernández-Gallardo and Simon Lloyd
Working Paper (November 2023)
Runner Up, 2023 Ieke van den Burg Prize for Research on Systemic Risk, ESRB.
Blog: Bank Underground
Twitter: Summary Thread
Journal Publications
Firms' Margins Behaviour in Response to Energy Shocks: Evidence from the UK, with Sophie Piton and Ivan Yotzov
Economics Letters, February 2024
Blog: VoxEU
Press Coverage: The Guardian
Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk, with Simon Lloyd and Konstantin Panchev
IMF Economic Review, February 2023
Published Version | Working Paper
Blog: Bank Underground
Twitter: Summary Thread
Press Coverage: CentralBanking.com
Work-in-progress
When Growth-at-Risk Hits the Fan: Comparing Quantile-Regression Predictive Densities with Committee Fan Charts, with Simon Lloyd and Giulia Mantoan
Preliminary Draft (May 2022)
Presentations (by me): 25th Central Bank Macroeconomic Modeling Workshop (Central Bank of Colombia); 26th Meeting of the Central Bank Researchers Network (CEMLA)
Policy Papers
No economy is an island: how foreign shocks affect UK macrofinancial stability, with Ambrogio Cesa-Bianchi, Rosie Dickinson, Sevim Kösem and Simon Lloyd
Bank of England Quarterly Bulletin (October 2021)
Press Coverage: Bloomberg