CV
(pdf)


Working Papers

Speculation, Risk Premia and Expectations in the Yield Curve
with Francisco Barillas, August 2014 On-line Appendix
Revise and resubmit, Journal of Finance

Speculative Dynamics in the Term Structure of Interest Rates
September 2012 Supplementary material
Revise and resubmit, Review of Financial Studies

Dynamic Higher Order Expectations
Revised March 2011
Revise and resubmit, Econometrica

A Low Dimensional Kalman Filter for Systems with Lagged States in the Measurement Equation
October 2014
Matlab code to compute the filter, smoother, simulation smoother and to
plot state distributions for both the modified and standard filter.

Combining Multivariate Density Forecasts using Predictive Criteria
with Hugo Gerard, August 2008
Earlier version available as Reserve Bank of Australia RDP 2008-2, May 2008

Indicator Accuracy, Welfare and Monetary Policy
Revised October 2005. A very early version (with different title) is available as Sveriges Riksbank Working Paper Series Nr 157

Publications

Man-bites-dog Business Cycles
American Economic Review 2014.

A Medium-Scale New Keynesian Open Economy Model of Australia
with Jarkko Jaaskela
Economic Record 2011.

Monetary Policy with Signal Extraction from the Bond Market
Journal of Monetary Economics 2008.
Supplementary material
Earlier version available as Reserve Bank of Australia Research Discussion Paper 2006-5

A Structural Model of Australia as a Small Open Economy
Australian Economic Review 2009.
Also available as Reserve Bank of Australia Research Discussion Paper 2007-01
and online at Blackwell Synergy www.blackwellsynergy.com

Dynamic Pricing and Imperfect Common Knowledge
Journal of Monetary Economics 2008.
Technical Appendix MatLab Code
Earlier version (with different title) available as ECB Working Paper Nr 474

Teaching

Money and Credit
ECON 4210 Undergraduate Course Cornell University, Fall 2014

Signals, Beliefs and Unusual Events
ERID Lecture, Duke University, January 2013

Topics in Macroeconomics: Modelling Information, Learning and Expectations
PhD Course, Universitat Pompeu Fabra and Barcelona GSE, Spring 2014

Econometric Methods II (Time Series)
PhD Course, Universitat Pompeu Fabra and Barcelona GSE, Spring 2014

Temes de Macro: Macro Modelling at Central Banks
Undergraduate Lectures, Universitat Pompeu Fabra, Winter 2014
Reading package Slides Lecture 1 Slides Lecture 2
Exercise on SVARs1

Modelling Information, Learning and Expectations in Macroeconomics
PhD Course, New York University, Spring 2008