Research
Research
1. Uncertainty in Empirical Economics (with Frank Schorfheide) JPE: Micro, Forthcoming
Are the uncertainty statements reported by applied researchers consistent with empirical frequencies? The short answer is no.
Seminars/Conferences (*by coauthor): Penn (2024), JPE: Micro Causal Inference Conference (2025*), Oxford (2025*), Bonn (2025*), LMU Munich (2025*), Princeton (2026*)
4. Variance or Standard Deviation? Shell Geometry and Global-Scale Priors in High-Dimensional Shrinkage (with Wayne Yuan Gao)
We show that the high-dimensional geometry of global-scale priors can drive different shrinkage behaviors.
3. Using Prior Studies to Design Experiments: An Empirical Bayes Approach
We develop an empirical Bayes framework for experimental design that leverages information from prior related studies.
Seminars/Conferences: Penn (2026), NSF-CEME Bayesian Conference (2026), North American Summer Meeting (2026)
2. Model Restrictiveness in Functional and Structural Settings (with Drew Fudenberg and Wayne Yuan Gao)
We propose a general, nonparametric framework for measuring how restrictive an economic model is.
Seminars/Conferences (*by coauthor): ACM EC'26 (2026*, Scheduled)
1. How Well Are State-Dependent Local Projections Capturing Nonlinearities? Under Review
We evaluate how well state-dependent local projections recover true impulse responses in nonlinear environments.
Seminars/Conferences: Penn (2025), Midwest Econometrics Group (2025), Canadian Econometrics Study Group (2025), Midwest Macroeconomics Meeting (2025)
1. What Do High-Frequency Instruments Imply About Monetary Policy Rules? (with Frank Schorfheide and Minsu Chang)