Research

Working Papers

Neural Network Learning for Nonlinear Economies, CEPR Discussion Paper, No. DP19295, with Paul Beaudry and Martin Ellison. (Reject and Resubmit, Journal of Monetary Economics)

A Method to Scale-Up Interpretative Qualitative Analysis, with an Application to Aspirations in Cox’s Bazaar, Bangladesh, World Bank Policy Research Working Papers, with Vijayendra Rao, Monica Biradavolu, Aditya Chhabra, Arshia Haque, Afsana Khan and Nandini Krishnan. Latest version. (Revise and Resubmit, The Economic Journal). Blog post at Development Impact. Methodology implemented in iQual Python package.

A Bayesian Model of Later Life Mortality Trends and Implications for Longevity, with Andrew Scott. (Revise and Resubmit, Journal of the Royal Statistical Society, Series A (Statistics in Society))

Using Large Language Models for Qualitative Analysis can Introduce Serious Bias, with Aditya Chhabra and Vijayendra Rao. (Revise and Resubmit, Sociological Methods and Research)

Multi-dimensional uncertainty and central bank communication: what do central bankers talk about and why?  Peter Sinclair prize (1st place) for best paper at 9th MMF Society PhD conference. Featured on The Finance Bro podcast. 

Publications

Nowcasting euro area GDP with news sentiment: a tale of two crises (2024) forthcoming in Journal of Applied Econometrics, with Eleni Kalamara and Lorena Saiz . Code available upon request. 

Financial News Media and Volatility: is there more to Newspapers than News?  (2024) forthcoming in Journal of Financial Markets.

International Gains to Achieving Healthy Longevity (2023) in Cold Spring Harbor Perspectives in Medicine, with Andrew Scott, Martin Ellison and David Sinclair. Working paper version. Code available here. 

An Adaptive Dynamical Model of Default Contagion (2022) in Quantitative Finance (1-11),  with Damian Smug, Peter Ashwin and Didier Sornette 

Bayesian Topic Regression for Causal Inference (2021) in Proceedings of the 2021 Conference on Empirical Methods in Natural Language Processing (pp. 8162-8188), with Maximillian Ahrens, Jan-Peter Calliess and Vu Nguyen. Methodology implemented in BTR Julia package.  

Policy Papers

Central Bank Hawkishness in EM — Tracking and Trading the Shifts (2022) in Global Markets Analyst, Goldman Sachs, with Kamakshya Trivedi and Davide Crosilla

The ECB’s communication on the economic outlook: a comparative analysis (2021) , in Economic Bulletin Issue 8, 2021, with Maarten Dossche, Katrin Forster van Aerssen, Ramon Gomez-Salvador, Eleni Kalamara and Beatrice Pierluigi

Summary of Proceedings: 2nd Stranded Assets Forum at Waddesdon Manor (2014), with Ben Caldecott and Dane Rook