Working papers

  1. Detecting cyclical asymmetry: The filter matters. [PDF]


  1. The real interest rate channel is structural in contemporary New-Keynesian models (with Hashmat Khan). Forthcoming Journal of Money, Credit and Banking. October, 2019. [Link] [Replication Files]
  2. The Shifts in Lead-Lag Properties of the US Business Cycle (with Hashmat Khan). Economic Inquiry , Volume 58, Issue 1, January 2020, 319-334. [Link]


  1. Replication of Smets and Wouters (2007, AER) Table 6. [PDF] [Replication Files]