Publications

Revisions in Utilization-Adjusted TFP and Robust Identification of News Shocks
with Eric Sims, May 2021, Review of Economics and Statistics 103(2), 216-235
Appendix

Dynamic Inefficiency in Decentralized Capital Markets
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 | Replication 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 | Replication code

Holdups and Overinvestment in Capital Markets
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

The Business Cycle Implications of Reciprocity in Labor Relations
with Jean-Pierre Danthine, October 2010, Journal of Monetary Economics 57(7), 837-850
Appendix

The Macroeconomic Consequences of Reciprocity in Labor Relations
with Jean-Pierre Danthine, December 2007, Scandinavian Journal of Economics 109(4), 857-881
Appendix

VAR-based Estimation of Euler Equations with an Application to New Keynesian Pricing
March 2007, Journal of Economic Dynamics and Control 31(3), 767-796
Replication code

Efficiency Wages Revisited: The Internal Reference Perspective
with Jean-Pierre Danthine, February 2006, Economics Letters 90, 278-284
Appendix and Replication code

Quantifying the Uncertainty about the Fit of a New Keynesian Pricing Model
September 2005, Journal of Monetary Economics 52(6), 1119-1134
Extended working paper version

Fair Wages in a New Keynesian Model of the Business Cycle
with Jean-Pierre Danthine, January 2004, Review of Economic Dynamics 7(1), 107-142
Matlab code

Expectations and the Term Structure of Interest Rates: Evidence and Implications
with Robert G. King, Fall 2002, Federal Reserve Bank of Richmond Economic Quarterly 88(4), 49-95