The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls   |  w/ Vadim Elenev   |  2024    [Paper]

Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects  |  w/ Jesus Fernandez-Villaverde & Tomohide Mineyama  |  2024    [Paper] [Index] 

Inflation and Real Activity over the Business Cycle  |  w/ Francesco Bianchi & Giovanni Nicolo  |  2024    [Paper]

The Real Channel for Nominal Bond-Stock Puzzles  |  w/ Mikhail Chernov & Lars A. Lochstoer  |  2023    [Paper]

Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements  |  w/ Taeyoung Doh & Shu-Kuei Yang  |  2023    [Paper]

Leaning Against the Data: Policymaker Communications under State-based Forward Guidance  |  w/ Taeyoung Doh & Joseph Gruber  |  2022    [Paper]

The Term Structure of Covered Interest Rate Parity Violations  |  Journal of Finance  |   w/ Patrick Augustin & Mikhail Chernov & Lukas Schmid  |  2024   [Paper]

Fearing the Fed: How Wall Street Reads Main Street  |  Journal of Financial Economics  |  w/ Vadim Elenev & Tzuo Law & Amir Yaron  |  2024    [Paper] 

Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic  |  International Journal of Central Banking  |  w/ Frank Schorfheide   |  2024   [Paper] [Code] [Real-time forecasts]  

The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates  |  Journal of Economic Dynamics and Control  |  w/ Francesco Bianchi & Giada Bianchi  |  2023    [Paper]

News-Driven Uncertainty Fluctuations  |  Journal of Business and Economic Statistics  |  w/ Jenny Tang  |  2023    [Paper] [Code] 

The Term Structure of Equity Risk Premia  |  Journal of Financial Economics  |  w/ Ravi Bansal & Shane Miller & Amir Yaron  |  2021    [Paper]

Benchmark Interest Rates when the Government is Risky  |  Journal of Financial Economics  |  w/ Patrick Augustin & Mikhail Chernov & Lukas Schmid  |  2021    [Paper]

Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads  |  Journal of Financial Economics  |  w/ Patrick Augustin & Mikhail Chernov  |  2020    [Paper]

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach  |  Econometrica  |  w/ Frank Schorfheide & Amir Yaron  |  2018    [Paper] [Code] [Appendix] [State variables]  

Bond Market Exposures to Macroeconomic and Monetary Policy Risks  |  Review of Financial Studies  |  2017    [Paper] 

Improving GDP Measurement: A Measurement-Error Perspective  |  Journal of Econometrics  |  w/ Boragan Aruoba & Jeremy Nalewaik & Francis Diebold & Frank Schorfheide  |  2016    [Paper] [Code] [GDP Plus] 

Real-Time Forecasting with a Mixed-Frequency VAR  |  Journal of Business and Economic Statistics  |  w/ Frank Schorfheide  |  2015    [Paper] [Code]