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
PwC 3535 Finance Forum Best Paper Award
Outstanding Research Paper Award 2021, China Information Economics Society
with Shengliang Ou and Renbin Zhang. Local copy: click here. Older version: SSRN Working Paper
PwC 3535 Finance Forum Best Paper Award
Outstanding Research Paper Award 2021, China Information Economics Society
2. Term Structure, Forecast Revision and the Signaling Channel of Monetary Policy, 2021 Online Appendix.
Accepted at the Journal of the European Economic Association
Accepted at the Journal of the European Economic Association
Working Papers:
3. Assessing Macroeconomic Tail Risk, Jan 2022 (Submitted)
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, 2021 (Submitted)
with Shengliang Ou. SSNR Working Paper
with Shengliang Ou. SSNR Working Paper
5. Bubbly Firm Dynamics and Aggregate Fluctuations, 2021 R&R at the Journal of Monetary Economics
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