Research
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Work in Progress
Modeling Product-Level Inflation Dynamics Along Supply Chains
Sequential ABCs to Estimate Nonlinear DSGEs
Working Papers
Dynamic Innovation Transmission Through Networks: Theory, Large $T$-Inference, and the Role of Input-Output Conversion in Business Cycles
Parameter Identification and Inference in Discretely Sampled or Temporally Aggregated Autoregressions
Origins and Nature of Macroeconomic Instability in Vector Autoregressions
How Does a Dominant Currency Replace Another? Evidence from European Trade
[WP CEPR (major revision ongoing)]
Publications
Sequential Monte Carlo with Model Tempering
[Link to Document] [WP arXiv] [WP CEPR] [Code]
SVARs with Occasionally-Binding Constraints