Published Papers:
1. Information Frictions, Monetary Policy, and the Paradox of Price Flexibility (with Shengliang Ou and Renbin Zhang), Online Appendix, accepted at the Journal of Monetary Economics
Working Papers:
2. Term Structure, Forecast Revision and the Signaling Channel of Monetary Policy, Feb 2021 Online Appendix
R&R at the Journal of the European Economic Association
R&R at the Journal of the European Economic Association
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, April 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