💡NEW: Data and replication files are now all available in the Code&Data section
💡NEW: Revised Draft of "US Monetary Policy and the Global Financial Cycle", with H. Rey 

Last Updated: Mar 28, 2019

P A P E R S

When Creativity Strikes: News Shocks and Business Cycle Fluctuations (2018), with S. Hacioglu Hoke and K. Bluwstein, Centre for Macroeconomics, Discussion Paper n. 2018-23 >>> Revised March 2019 <<<

US Monetary Policy and the Global Financial Cycle (2015), with H. Rey, R&R at Review of Economic Studies, NBER Working Paper n. 21722 >>> Revised March 2019 <<<

The Transmission of Monetary Policy Shocks (2017), with G. Ricco, R&R at AEJ: Macroeconomics,  Centre for Macroeconomics, Discussion Paper n. 2017-11 >>> Revised November 2018 <<<

Uncertain Kingdom: A Framework to Nowcast GDP and its Revisions (2018), with N. Anesti and A. Galvão, R&R at Journal of Business & Economic Statistics, Centre for Macroeconomics, Discussion Paper n. 2018-24

Identification with External Instruments in Structural VARs Under Partial Invertibility (2018), with G. Ricco, OFCE Sciences-Po, Working Paper n. 24 06/2018 >>> Revised December 2018 <<<

Bayesian Vector Autoregressions (2018), with G. Ricco, Forthcoming ORE, Oxford University Press, Centre for Macroeconomics, Discussion Paper n. 2018-08

Unsurprising Shocks: Information, Premia, and the Monetary Transmission (2016), Centre for Macroeconomics, Discussion Paper n. 2016-13

 


C H A P T E R S

Bayesian Vector Autoregressions: Estimation (2019), with G. Ricco, in Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, forthcoming

Bayesian Vector Autoregressions: Applications (2019), with G. Ricco, in Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, forthcoming

Funding Flows and Credit in Carry Trade Economies (2013), with H. Rey, RBA Annual Conference Volume