Working Papers


Local Projections or VARs? A Primer for Macroeconomists (with José Luis Montiel Olea, Mikkel Plagborg-Møller, and Christian K. Wolf). 2025.
Prepared for the 2025 NBER Macroeconomics Annual.
[Working paper | Supplement | arXiv version | NBER version | Replication files]

Double Robustness of Local Projections and Some Unpleasant VARithmetic (with José Luis Montiel Olea, Mikkel Plagborg-Møller, and Christian K. Wolf). 2024.
Revise and resubmit at Econometrica.
[Working paper | Supplement | arXiv version | NBER version | Replication files]

Heterogeneity-robust granular instruments. 2023.
Revise and resubmit at the Journal of Applied Econometrics.
[Working paper | arXiv version]

Are Inflationary Shocks Regressive? A Feasible Set Approach (with Felipe Del Canto, John Grigsby, and Conor Walsh). 2025.
Forthcoming at the Quarterly Journal of Economics.
[Working paper | NBER version]

Publications


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. 481-448, May 2022.
[Published version | Replication files]

Pre-PhD 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]