Posts

Virtual seminar series "Quantitative Economics"

New paper on (or rather against) the "Fed Information Effect"

Eric Swanson and I have written a new paper where we question the evidence for the “Fed information effect” documented in …

New version of "Market-Based Monetary Policy"

We substantially revised our working paper “Market-Based Monetary Policy Uncertainty” and posted the new version online. …

New working paper: Market-Based Monetary Policy Uncertainty

Together with my coauthors Aeimit Lakdawala and Philippe Mueller I have written a new paper on “Market-Based Monetary Policy …

SF Fed Blog Post on the Yield Curve

Thomas Mertens and I wrote a post for the SF Fed Post on the current shape of the yield curve. This shape is a little odd, to say the …

FRBSF Economic Letter: Information in the Yield Curve about Future Recessions

Thomas and I wrote a second Economic Letter about the information in the yield curve for predicting recessions. Here we focus on what …