Working Papers
Heterogeneity-Robust Granular Instruments. 2026.
Revise and resubmit at the Journal of Applied Econometrics.
[Working paper | arXiv version]
Testing for Omitted Heterogeneity. 2026.
Job market paper.
[Latest version]
Publications (including accepted and forthcoming)
Double Robustness of Local Projections and Some Unpleasant VARithmetic. With José Luis Montiel Olea, Mikkel Plagborg-Møller, and Christian K. Wolf. Forthcoming at Econometrica, 2026.
[Working paper | Supplement | arXiv version | NBER version | Replication files]
Local Projections or VARs? A Primer for Macroeconomists. With José Luis Montiel Olea, Mikkel Plagborg-Møller, and Christian K. Wolf. NBER Macroeconomics Annual 40, pp. 111–152, 2025.
[Published version | Working paper | Supplement | arXiv version | NBER version | Replication files]
Are Inflationary Shocks Regressive? A Feasible Set Approach. With Felipe Del Canto, John Grigsby, and Conor Walsh. The Quarterly Journal of Economics 140(4), pp. 2685–2747, November 2025.
[Published version | Working paper | NBER version]
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?. With José Luis Montiel Olea and Mikkel Plagborg-Møller. AEA Papers and Proceedings 112, pp. 481-485, May 2022.
[Published version | Replication files]
Past Research
A Large Bayesian VAR of the United States Economy (with Richard K. Crump, Stefano Eusepi, Domenico Giannone, and Argia M. Sbordone). International Journal of Central Banking 21(2), pp. 351-409, April 2025.
[Published version | NY Fed Staff Reports version]
Nowcasting the Great Recession (with Patrick Adams, Domenico Giannone, Argia Sbordone, and Mihir Trivedi). Chapter in Alternative Economic Indicators, pp. 41-56, 2020.
[Published version]