Peer-reviewed Journal Publications:
“Endogenous Persistence and the Performance of Inertial Targeting Rules,” B.E. Journal of Macroeconomics: Contributions, 8(1), Article 11 (With M. Hanson, 2008).
“Forward-looking Monetary Policy and Anticipated Shocks to Inflation.” Journal of Macroeconomics, 33, 620-633. (2011).
“Targets in the Taylor Rule: Inflation, Speed Limit, or Price Level?” Contemporary Economic Policy, 31, 176-190 (with M. Hanson, 2013).
"A Top-down Approach to Stress-testing Banks" Journal of Financial Services Research, 49, 229-264 (With O. Mitnik, 2016).
“Monetary Policy and News Shocks: Are Taylor Rules Forward-looking?” B.E. Journal of Macroeconomics: Contributions, 16(2), 335-360 (with G. Best, 2016)
“(Un)expected Housing Price Changes: Identifying the Drivers of Small Business Finance” Journal of Economics and Business, 84, 79-94. (With T. Gurley-Calvez and K. Kapinos, 2016).
“Does Bank Regulatory Oversight Impact Economic Activity? A Local Projections Approach” Journal of Financial Stability, 39, 167-174. (With V. Hwa and C. Ramirez, 2018).
"Is the Fed's News Perception Different from the Private Sector's?" Applied Economics, 51, 1694-1710. (With G. Best, 2019)
“Monetary Policy News and Systemic Risk at the Zero Lower Bound.” International Journal of Finance and Economics, 26(4), 4932-4945. (2021).
"Did the Paycheck Protection Program Have Negative Side Effects on Small-business Activity?" Economics Letters, article 110045. (2021).
"Dynamic Comovement Among Banks, Systemic Risk, and the Macroeconomy" Journal of Banking and Finance, article 105894. (With K. Kishor and J. Ma, 2022)
Policy Publications:
“Stress Testing Banks: Whence and Whither?” Journal of Financial Perspectives, 5(1), 68-87. (With C. Martin and O. Mitnik, 2018)
"Smaller Banks Less Able to Withstand Flattening Yield Curve". Federal Reserve Bank of Dallas Economics Letters, 13(8), 1-4. (With A. Musatov, 2018).
"Economic Policy Uncertainty Emerges as Drag on Stock Market". Dallas Fed Economics, November 19, 2019. (With A. Musatov).
"The Paycheck Protection Program: Conditional Success or Unconditional Failure?" Dallas Fed Economics, June 22, 2021.
“The Pandemic's Impact on Credit Risk: Averted or Delayed?” Board of Governors of the Federal Reserve System FEDS Notes, July 30, 2021. (With S. Byun, A. Game, A. Jiron, K. Klemme, and B. Loudis).
Working Papers:
“Paycheck Protection Program: County-level Determinants and Effect on Unemployment”
“Monetary Policy Effects on Interbank Liquidity: Higher Frequency Evidence from Three Regimes” (With C. Koch)
“Does News Ever Come True? Evidence from a Pseudo-out-of-sample Forecasting Exercise”
Resting Papers:
"News, Real-time Forecasts, and the Price Puzzle"(With G. Best)
“Stress Testing Mexico’s Banking Sector” (With J. Caballero, O. Mitnik, and A. Powell).
Pedagogical papers are available at the Workbook site. SAGE Handbook chapter is available upon request.
Co-organizer: 2018 Interagency Early Warning Model Workshop | Workshop's Journal of Credit Risk Special Issue