Research

Journal Publications

Shocks to Inflation Expectations, with J. Adams, Review of Economic Dynamics, Volume 54, October 2024 [IMF working paper] [replication files

Parameterizing Debt Maturity, with C. Johns, Journal of Money, Credit & Banking, Volume 56, Issue 6, September 2024, [IMF working paper] [replication files]

Pricing Protest: The Response of Financial Markets to Social Unrest, with M. Bondar, S. Chen, M. Chivakul, and D. Igan,  Review of Finance,  Volume 28, Issue 4, July 2024, [IMF working paper][replication files]

Long COVID? Prospects for Economic Scarring from the Pandemic, with S. Das, G. Magistretti, E. Pugacheva, and P. Wingender, Contemporary Economic Policy, November 2022 [IMF working paper]

Measuring Social Unrest Using Media Reports, with M. Appendino, J. de Leon Miranda, and K. Nguyen, Journal of Development Economics, Volume 158, September 2022 [IMF working paper][replication files]

The fiscal cost of conflict: Evidence from Afghanistan 2005–2017World Development, Volume 157, September 2022 [IMF working paper]

Why are countries’ asset portfolios exposed to nominal exchange rates?, with J. Adams, Journal of International Money and Finance, Volume 110, February 2021 [IMF working paper]

Uncertainty in macroeconomic policy-making: art or science?, with D. Aikman, S. Kapadia, M. King, J. Proudman, T. Taylor, I. de Weymarn, and T. Yates, December 2011,  Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 369.1956 (2011): 4798-4817.

Working Papers

Has the Transmission of US Monetary Policy Changed Since 2022?, with J. Platzer, June 2024, IMF WP 2024/129

The Dynamic Effects of Local Labor Market Shocks on Small Firms in The United States, with S. Chen, L. Lin, and A. Weber, March 2024, IMF WP 2024/063

The Economic Consequences of Social Unrest: Evidence from Initial Public Offerings, with J. Boulton and T. Nixon, November 2023, IMF WP 2023/232, revision requested at European Financial Management 

Identifying News Shocks from Forecasts, with J. Adams, September 2023, IMF WP 2023/208

 Disclaimer: The views expressed here are mine alone and should not be attributed to the IMF, its Executive Board, or Management.