CV
(pdf)


Barcelona Macroeconometrics Summer School (BMaSS) June 29 - July 10, 2015

Working Papers

Coordination, Beliefs and State-Dependent Media Focus
with Stefan Pitschner, June 2015

Speculative Dynamics in the Term Structure of Interest Rates
June 2015
Revise and resubmit, Review of Financial Studies

Speculation, Risk Premia and Expectations in the Yield Curve
with Francisco Barillas, December 2014 On-line Appendix

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

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

A Low Dimensional Kalman Filter for Systems with Lagged States in the Measurement Equation
Economics Letters 2015.
Matlab code to compute the filter, smoother, simulation smoother and to
plot state distributions for both the modified and standard filter.

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

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

ECON 7335 Information, Learning and Expectations in Macro
PhD Course, Cornell University, Spring 2015

ECON 7300 Tools for Applied Macro I
PhD Course, Cornell University, Spring 2015