Research

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. Restrictions on Risk Prices in Dynamic Term Structure Models. In Journal of Business and Economic Statistics, 2018.

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. Interest Rates Under Falling Stars. Federal Reserve Bank of San Francisco Working Paper Series, 2017.

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. Robust Bond Risk Premia. In Review of Financial Studies, 2017.

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. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. In Review of Finance, 2017.

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. Monetary Policy Expectations at the Zero Lower Bound. In Journal of Money, Credit and Banking, 2016.

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. Nominal Interest Rates and the News. In Journal of Money, Credit and Banking, 2015.

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. Inflation Expectations and the News. In International Journal of Central Banking, 2015.

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. The Signaling Channel for Federal Reserve Bond Purchases. In International Journal of Central Banking, 2014.

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. International Channels of the Fed’s Unconventional Monetary Policy. In Journal of International Money and Finance, 2014.

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. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. In American Economic Review, 2014.

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. Correcting Estimation Bias in Dynamic Term Structure Models. In Journal of Business and Economic Statistics, 2012.

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