The papers are sorted in reverse chronological order according to the dates of the latest draft for unpublished papers (shown in square brackets) or the date of publication for the published papers. Click on the titles of papers to access various versions of the paper and other material such as codes, data and slides, where available.
Current research is supported by National Science Foundation grants SES 1061725, SES 1425740, and SES 1851093.
Piecewise Linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints (with Pablo Cuba-Borda, Kenji Higa-Flores. Frank Schorfheide and Sergio Villalvazo), Review of Economic Dynamics, July 2021, 41, 96-120.
Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (with Pablo Cuba-Borda and Frank Schorfheide), Review of Economic Studies, 2018, 85, 87-118.
Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-offs, (with Frank Schorfheide), American Economic Journal: Macroeconomics, January 2011, 3, 60-90.
An Estimated Search-Based Monetary DSGE Model with Liquid Capital (with Frank Schorfheide) [January 2010]