Working Papers

Fiscal Responses to Monetary Policy: Insights From a Survey Among Government Officials (with Andreas Dibiasi, Samad Sarferaz, and Armin Steinbach) [Slides] [AI generated podcast]

An Observation-Driven Mixed-Frequency VAR Model With Closed-Form Solution (with Maurizio Daniele and Stefan Neuwirth), Journal of Applied Econometrics, revise and resubmit. [Slides]

Seeing and Hearing is Believing: The Role of Audiovisual Communication in Shaping Inflation Expectations (with Elliott Ash, Alexis Perakis, and Samad Sarferaz), European Economic Review, revise and resubmit. [SSRN free access] [Slides] [VoxEU column]

The Nowcasting Lab: Live Out-of-Sample Forecasting and Model Testing (with Philipp Kronenberg, Stefan Neuwirth, Matthias Bannert, and Severin Thöni). [Slides]

Two early survey experiments with hypothetical scenarios (aka "vignettes") conducted in 2012:

Macro and Micro Level Impulse Responses: A Survey Experimental Identification Procedure (with Dirk Drechsel, Samad Sarferaz, and Matthias Bannert). [2022 version] [Column article]

How Are Firms Affected by Exchange Rate Shocks? Evidence from Survey Based Impulse Responses (with Dirk Drechsel, Samad Sarferaz, and Matthias Bannert).