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Paper on ArXiv A mixed-frequency semi-structural model is used for estimating unobservable quantities such as the output gap, the...

Accepted Draft (November 2021) IV methods have become the leading approach to identify the effects of macroeconomic shocks. Conditions...

New Working Paper (February 2021) Slides for the NBER Summer Institute 2021 The US monetary policy propagates internationally by...

The GitHub Repository contains time series at monthly frequency of the high-frequency instruments for monetary policy and information...

BIS working paper VoxEu column "Fiscal-monetary crosswinds in the euro area: Conventional and unconventional shocks" SUERF Policy Note...

We propose a Bayesian approach to Local Projections that optimally addresses the empirical bias-variance tradeoff inherent in the choice...

Brookings Papers on Economic Activity Spring 2020 final draft and codes [Link] Slides [PDF] Conference Draft [PDF] This paper...

Accepted at the Review of Economics and Statistics Slides ECB-Cleveland Inflation Conference (May 2020) [PDF] New Draft (August 2020)...

Very First Draft [ArXiv] Slides: We propose a novel deep neural net framework -- that we refer to as Deep Dynamic Factor Model (D2FM)...

Slides for the 5th Annual Macroprudential Conference: Macroprudential, June 2019 in Eltville [PDF] Working Paper [PDF] We evaluate...