Research
Job Market Paper
How Central Bank Announcements Affect Expectations
Preliminary draft, please check back in November!
Working Papers
Estimating Impulse Responses to Bundled Forward Guidance
GitHub Repo | Online Appendix | Blog
Uncovering What Policy Effects Depend on Using “Shocks”
Old Draft | GitHub Repo | Online Appendix
Work in Progress
What is a Monetary Policy Shock?
What Policy Surprises Reveal About the Policy Rule
Where Do Price and Output Puzzles Come From?
Identifying Monetary Policy Effects Through the Dual Mandate
The News Response to Fed: A New Information Effect
Public Goods
Code
- Macro models — extensions and replications (expanding list)
- Stata implementation of Smooth Local Projections
- Monetary Policy Shock Data and Replication
- Also see data consolidated by the USMPD, Miguel Acosta, Marek Jarocinski, and Jonathan Adams
Notes
- Macro
- Econometrics
- Thread on Recent LP/VAR Literature
- Slides on Kolesár and Plagborg-Møller (2025)
- Replications from Matt Masten’s 2nd Year PhD Course
- Some Pleasent OLS Arithmetic
Some Public Good Collections
- Gregor Boehl (see “useful stuff”)
- Sangmin Oh (also goods he made himself)
- Lu Han (lots of AI tool resources)
- Great notes and codes from David Murakami and Ding Dong