Working papers

        with Stanislav Rabinovich, August 2017 (R&R Journal of Economic Theory)

        (this work started as a collaboration with Jim Spletzer; earlier versions of the paper can be found here)

        Appendix
        Appendix

        with David Arseneau and Sanjay Chugh, November 2009

        with David Arseneau and Sanjay Chugh, September 2008

        with Nicolas Petrosky-Nadeau, April 2007

News Shocks and Inflation: Lessons for New Keynesians
        with Chris Otrok


Publications

News Shocks and the Term Structure of Interest Rates: Reply     
        with Chris Otrok, June 2017American Economic Review
 (forthcoming)
       Appendix | Matlab code 

Reconciling the Divergence in Aggregate U.S. Wage Series
        with Julien Champagne and Jay Stewart, March 2017, Labour Economics (forthcoming)
        Appendix

Stock Prices, News, and Economic Fluctuations: Comment
        with Elmar Mertens, April 2014, American Economic Review
104(4), 1439-1450
       Appendix | Matlab code | FEDS working paper

        with Chris Otrok, October 2013
        American Economic Review 103(6), 2612-32
        Appendix

The Great Increase in Relative Volatility of Real Wages in the United States
        with Julien Champagne, March 2013
        Journal of Monetary Economics 60, 166-183
        Appendix

        with Jean-Pierre Danthine, October 2010
        Journal of Monetary Economics 57(7), 837-850
        Appendix

        with Jean-Pierre Danthine, December 2007
        Scandinavian Journal of Economics 109(4), 857-881
        Appendix

        March 2007
        Journal of Economic Dynamics and Control 31(3), 767-796
        Matlab code 

        with Jean-Pierre Danthine, February 2006
        Economics Letters vol. 90, 278-284
       
        September 2005
        Journal of Monetary Economics, vol. 52(6), 1119-1134

        with Jean-Pierre Danthine, January 2004
        Review of Economic Dynamics, vol. 7(1), 107-142
        Matlab code

        with Robert G. King, Fall 2002
        Federal Reserve Bank of Richmond Economic Quarterly vol. 88(4), 49-95