Working Papers
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P U B L I C A T I O N S


J o u r n a l A r t i c l e s



Patents, News, and Business Cycles

with S. HacΔ±oglu-Hoke and K. Bluwstein, Review of Economic Studies, 2025

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix πŸ“Ž Instrument for News Shocks πŸ“Ž Monthly TFP


Measuring Monetary Policy in the UK: The UK Monetary Policy Event Study Database

with R. Braun and T. Saha, Journal of Monetary Economics, 2025

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix πŸ“Ž UKMPD Database


Bayesian Local Projections

with L. Ferreira and G. Ricco, Review of Economics and Statistics, 2023

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix πŸ“Ž Replication Files

Identification with External Instruments in Structural VARs

with G. Ricco, Journal of Monetary Economics, 2023

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix


A Tale of Two Global Monetary Policies

with T. Nenova, Journal of International Economics, 2022

πŸ“Ž Working Paper Version πŸ“Ž Data Appendix πŸ“Ž US & EA MP Shocks


The Transmission of Monetary Policy Shocks

with G. Ricco, American Economic Journal: Macroeconomics, 2021

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix πŸ“Ž Instrument for MP Shocks πŸ“Ž Replication Files

Uncertain Kingdom: Nowcasting GDP and its Revisions

with N. Anesti and A. GalvΓ£o, Journal of Applied Econometrics, 2021

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix πŸ“Ž UK-Macro-Real-Time-Database πŸ“Ž Replication Files


Comment on β€œWill the Secular Decline in Exchange Rate and Inflation Volatility Survive COVID-19”

by E. Ilzetzki, C. Reinhart and K. Rogoff, Brookings Papers on Economic Activity, 2020

πŸ“Ž Slides


US Monetary Policy and the Global Financial Cycle

with H. Rey, The Review of Economic Studies, 2020

πŸ“Ž Working Paper Version πŸ“Ž Online Appendix πŸ“Ž GFC Factor


The Global Financial Cycle After Lehman

with H. Rey, AEA Papers & Proceedings, 2020

πŸ“Ž Working Paper Version

 

C h a p t e r s

The Global Financial Cycle

with H. Rey, in Handbook of International Economics, 2022

πŸ“Ž Working Paper Version

Bayesian Vector Autoregressions: Estimation

with G. Ricco, in Oxford Research Encyclopedia of Economics and Finance, 2019

Bayesian Vector Autoregressions: Applications

with G. Ricco, in Oxford Research Encyclopedia of Economics and Finance, 2019

Funding Flows and Credit in Carry Trade Economies

with H. Rey, in RBA Annual Conference Volume, 2013