Published Papers:
1. Information Frictions, Monetary Policy, and the Paradox of Price Flexibility, Journal of Monetary Economics 2021
with Shengliang Ou and Renbin Zhang. Local copy: click here. Older version: SSRN Working Paper
with Shengliang Ou and Renbin Zhang. Local copy: click here. Older version: SSRN Working Paper
2. Term Structure, Forecast Revision and the Signaling Channel of Monetary Policy, 2021 Online Appendix
Journal of the European Economic Association (conditionally accepted)
Journal of the European Economic Association (conditionally accepted)
Working Papers:
3. Assessing Macroeconomic Tail Risk, Nov 2020
with Francesca Loria and Christian Matthes. Older version: FEDS Working Paper
with Francesca Loria and Christian Matthes. Older version: FEDS Working Paper
4. Quantifying the Federal Reserve's Objectives Using a Structural Vector Autoregressive Model, March 2021 (Submitted)
with Shengliang Ou. SSNR Working Paper
with Shengliang Ou. SSNR Working Paper
5. Bubbly Firm Dynamics and Aggregate Fluctuations, May 2021 (Submitted)
with Haozhou Tang. SSRN Working Paper
with Haozhou Tang. SSRN Working Paper
6. On the Heterogeneous Interest Rate Sensitivity of Firms' Investments, draft available soon
with Matthias Gnewuch
with Matthias Gnewuch