Working papers

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

        revise and resubmit Review of Economics and Statistics
        Appendix

        with Chris Otrok, June 2016
        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

        with Stanislav Rabinovich, January 2018 
        Journal of Economic Theory 173, 231-256

News Shocks and the Term Structure of Interest Rates: Reply     
        with Chris Otrok, October 2017
        American Economic Review 107(10), 3250-3256
       Appendix | Matlab code 

Reconciling the Divergence in Aggregate U.S. Wage Series
        with Julien Champagne and Jay Stewart, August 2017
        Labour Economics 49, 27-41
        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

        May 2014
        Journal of Economic Theory 151, 88-113
        Appendix

News Shocks and the Slope of the Term Structure of Interest Rates
        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