Research

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Working Papers

How Does a Dominant Currency Replace Another? Evidence from European Trade, with A. Mehl & I. van Robays (European Central Bank)

[WP Draft] [WP CEPR]

Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications

[WP arXiv]


Publications

Sequential Monte Carlo with Model Tempering, Mlikota, M., Schorfheide, F. (2024), Studies in Nonlinear Dynamics & Econometrics

[Link to Document] [WP arXiv] [WP CEPR] [Code]

SVARs with Occasionally-Binding Constraints, Aruoba, S.B., Mlikota, M., Schorfheide, F., Villalvazo, S. (2022), Journal of Econometrics

[Link to Document] [WP NBER] [WP CEPR] [Code]