Working Papers
Local Projections or VARs? A Primer for Macroeconomists (with José Luis Montiel Olea, Mikkel Plagborg-Møller, and Christian K. Wolf). 2025. [Working paper]
Double Robustness of Local Projections and Some Unpleasant VARithmetic (with José Luis Montiel Olea, Mikkel Plagborg-Møller, and Christian K. Wolf). 2024. Revise and resubmit at Econometrica. [Working paper | Supplement | arXiv version | NBER version | Replication files]
Heterogeneity-robust granular instruments. 2023. [Working paper | arXiv version]
Are Inflationary Shocks Regressive? A Feasible Set Approach (with Felipe Del Canto, John Grigsby, and Conor Walsh). Quarterly Journal of Economics, 2024, conditionally accepted. [Working paper | NBER version]
Publications
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved? (with José Luis Montiel Olea and Mikkel Plagborg-Møller). AEA Papers and Proceedings 112, 2022, 481-448. [Published version | Replication files]
Pre-PhD Research
A Large Bayesian VAR of the United States Economy (with Richard K. Crump, Stefano Eusepi, Domenico Giannone, and Argia M. Sbordone). 2021. International Journal of Central Banking, Forthcoming. [NY Fed Staff Reports version]
Nowcasting the Great Recession (with Patrick Adams, Domenico Giannone, Argia Sbordone, and Mihir Trivedi). Alternative Economic Indicators, 2020. [Published version]