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
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