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Publications
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Central Bank Communication and Expectations Stabilization
,
American Economic Journal: Macroeconomics, forthcoming, joint with Stefano Eusepi
[NBER Working Paper no. 13259, July 2007.] [pdf file]
Monetary Policy and Uncertainty in an Empirical
Small Open Economy Model,
Journal of Applied Econometrics, forthcoming, joint with Alejandro Justiniano.
[Formerly circulated as "Small Open Economy DSGE Models: Specification, Estimation and Model Fit"]
Adaptive Learning and the Use of Forecasts in Monetary Policy,
Journal of Economic Dynamics and Control, 32, 2008.
Adaptive Learning,
Forecast-based Instrument Rules and Monetary Policy,
Journal of Monetary Economics, 53, 2006.
Precautionary Savings and
Consumption Fluctuations, joint with
Jonathan A. Parker, American Economic Review, 95, 2005.
[Also available as NBER Working Paper
9196, September 2002.]
Learning About Monetary
Policy Rules When Long-Horizon Expectations Matter,
International Journal of Central Banking, 1, 2005.
Generalized Empirical Likelihood-Based Model Selection Criteria for Moment Condition
Models, joint with Han
Hong and Matthew Shum, Econometric Theory, 19, 2003.
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Working Papers
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Labor Supply Heterogeneity and Macroeconomic Co-movement
, joint with Stefano Eusepi, June 2009. Formerly presented as Comovement in Business Cycle Models: The Role of Nonseparable Preferences
and Labor Market Participation
Can Structural Small Open Economy Models Account for the Influence of
Foreign Shocks?, joint with Alejandro
Justiniano,
Second revise and resubmit, Journal of International Economics
NBER Working Paper 14547, December 2008 [pdf file]
[Long version pdf file].
Stabilizing Expectations under Monetary and Fiscal Policy Coordination
, joint with Stefano Eusepi, NBER Working Paper no. 14391, October 2008.
[pdf file][Technical Appendix]
Bayesian Averaging, Prediction and Nonnested Model Selection, joint with Han Hong,
Revise and resubmit, Journal of Econometrics
NBER Working Paper no. 14284, August 2008. [pdf file.]
Formerly distributed as Nonnested Model Selection Criteria.
Expectations, Learning and Business Cycle Fluctuations
, joint with Stefano Eusepi,
NBER Working Paper no. 14181, July 2008.
[pdf file]
Incomplete Markets, Heterogeneity and Macroeconomic Dynamics
, joint with Mauro Roca, NBER Working Paper no. 13260, July 2007.
[pdf file]
Graph-theoretic
Asset Pricing, joint with Alan Preston, October 2005.
Adaptive Learning in Infinite Horizon Decision
Problems, January 2005.
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