Publication
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. Journal of Economic Dynamics and Control 137 (2022): 104355.
Will political connections influence the economic consequences of securities companies? Review of Investment Studies, 2019, 38 (11), 142-159 (with Xiaoteng Ma and Zhanguang Chen).
Working papers
Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference, with Helmut Lütkepohl, Luis Uzeda, and Tomasz Woźniak.
Assessing the Time-Varying instrument Relevance for High-Frequency Identification in Proxy Vector Autoregressions.