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Publications
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Learning the Fiscal Theory of the Price Level:
Some Consequences of Debt Management Policy, Journal of the Japanese and International Economies, forthcoming
joint with Stefano Eusepi
Debt, Policy Uncertainty and Expectations Stabilization
,
Journal of the European Economics Association, forthcoming
joint with Stefano Eusepi
[On-line Appendix]
[Matlab Files]
Expectations, Learning and Business Cycle Fluctuations
,
American Economic Review, forthcoming, joint with Stefano Eusepi
[Revised pdf file January 2011]
[On-line Appendix]
Bayesian Averaging, Prediction and Nonnested Model Selection,
Journal of Econometrics, forthcoming, joint with Han Hong,
[November 2009 pdf file.]
Central Bank Communication and Expectations Stabilization
,
American Economic Journal: Macroeconomics, 2, 2010, joint with Stefano Eusepi
[pdf file]
[On-line Appendix]
Can Structural Small Open Economy Models Account for the Influence of
Foreign Shocks?,
Journal of International Economics, 81(1), 2010, joint with Alejandro Justiniano
[Revised pdf file]
[Appendix pdf file]
[Long version pdf file].
Monetary Policy and Uncertainty in an Empirical
Small Open Economy Model,
Journal of Applied Econometrics, 25(1), 2010, joint with Alejandro Justiniano.
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.
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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The Maturity Structure of Debt,
Monetary Policy and Expectations Stabilization
, joint with Stefano Eusepi, December 2010.
Labor Supply Heterogeneity and Macroeconomic Co-movement
, joint with Stefano Eusepi, NBER Working Paper no. 15561, June 2009.
[pdf file]
Incomplete Markets, Heterogeneity and Macroeconomic Dynamics
, joint with Mauro Roca, NBER Working Paper no. 13260, July 2007.
[pdf file]
Adaptive Learning in Infinite Horizon Decision
Problems, January 2005.
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