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
Measuring Monetary Policy in the UK: The UK Monetary Policy Event Study Database
with R. Braun and T. Saha, Journal of Monetary Economics, 2025
📎 Working Paper Version 📎 Online Appendix 📎 UKMPD Database
Bayesian Local Projections
with L. Ferreira and G. Ricco, Review of Economics and Statistics, 2023
📎 Working Paper Version 📎 Online Appendix 📎 Replication Files
Identification with External Instruments in Structural VARs
with G. Ricco, Journal of Monetary Economics, 2023
📎 Working Paper Version 📎 Online Appendix
A Tale of Two Global Monetary Policies
with T. Nenova, Journal of International Economics, 2022
📎 Working Paper Version 📎 Data Appendix 📎 US & EA MP Shocks
The Transmission of Monetary Policy Shocks
with G. Ricco, American Economic Journal: Macroeconomics, 2021
📎 Working Paper Version 📎 Online Appendix 📎 Instrument for MP Shocks 📎 Replication Files
Uncertain Kingdom: Nowcasting GDP and its Revisions
with N. Anesti and A. Galvão, Journal of Applied Econometrics, 2021
📎 Working Paper Version 📎 Online Appendix 📎 UK-Macro-Real-Time-Database 📎 Replication Files
Comment on “Will 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
US Monetary Policy and the Global Financial Cycle
with H. Rey, The Review of Economic Studies, 2020
📎 Working Paper Version 📎 Online Appendix 📎 GFC Factor
The Global Financial Cycle After Lehman
with H. Rey, AEA Papers & Proceedings, 2020
C h a p t e r s
The Global Financial Cycle
with H. Rey, in Handbook of International Economics, 2022
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