Publications

(2022). Monetary Policy, Risk-Taking, and the Macroeconomy. Working paper, prepared for the Journal of Economic Perspectives.

PDF Online Appendix

(2022). Perceptions about Monetary Policy. Working paper.

PDF

(2021). Interest Rate Skewness and Biased Beliefs. Working Paper, revise-and-resubmit at Journal of Finance.

PDF NBER Working Paper CEPR Discussion Paper

(2021). Market-Based Monetary Policy Uncertainty. Economic Journal.

EJ Preprint PDF FRBSF Working Paper Code and Data Daily uncertainty measure

(2021). An Alternative Explanation for the 'Fed Information Effect'. Working Paper, revise-and-resubmit American Economic Review.

PDF Online Appendix FRBSF Working Paper NBER Working Paper

(2020). Interest Rates Under Falling Stars. American Economic Review.

Article Working Paper Online Appendix Code & Data

(2017). Robust Bond Risk Premia. Review of Financial Studies.

Article Working Paper Code & Data

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

Article Working Paper Code & Data Shadow Rates

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

Article Working Paper Code & Data

(2015). Inflation Expectations and the News. International Journal of Central Banking.

Article Working Paper

(2014). The Signaling Channel for Federal Reserve Bond Purchases. International Journal of Central Banking.

Article Working Paper

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

Article Working Paper

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

Article Working Paper Code & Data

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

Article Working Paper Online Appendix Code & Data