DSGE Estimation

The papers are sorted in reverse chronological order according to the dates of the latest draft for unpublished papers (shown in square brackets) or the date of publication for the published papers.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.

Financial Frictions and Business Cycles (with Pablo Cuba-Borda and Frank Schorfheide) [Draft Coming Soon].

Sudden Stops (with Enrique Mendoza, Frank Schorfheide and Sergio Villalvazo) [Draft Coming Soon]

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.

Assessing DSGE Model Nonlinearities (with Luigi Bocola and Frank Schorfheide), Journal of Economic Dynamics and Control, 2017, 83, 34-54.

Inflation During and After the Zero Lower Bound (with Frank Schorfheide), 2015 Jackson Hole Symposium Volume, Federal Reserve Bank of Kansas City, 2016, 359-436.

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]