Working papers


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

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

        Appendix

New Evidence on the Relationship between News Shocks and the Slope of the Term Structure
        with Chris Otrok, June 2016
        Appendix

        with Stanislav Rabinovich, February 2016 (R&R Journal of Economic Theory)

Do Workers Feel Entitled to High Wages? Evidence from a Field Experiment
        with Matthieu Chemin, October 2014
        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 

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