Publications and Working Papers

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(2018). Does Austerity Pay Off?. Revised and resubmitted to Review of Economics and Statistics.

Latest Version Earlier CEPR DP No. 10425 VoxEU Ökonomenstimme

(2018). The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg. Macroeconomic Dynamics, accepted.

Code CEPR DP No. 11568 Ungated

(2018). The Costs of Economic Nationalism: Evidence from the Brexit Experiment. Submitted.

CEPR DP No. DP12454 Ungated VoxEU

(2017). Uncertainty and the Great Recession. Oxford Bulletin of Economics and Statistics, accepted.

Published Version CEPR DP No. 12083 Ungated

(2017). Asymmetric Impulse Responses. Coming soon.

(2017). Time-Varying Business Volatility and the Price Setting of Firms. Journal of Monetary Economics, accepted.

Published Version Ungated CEPR DP No. 9702 (old) NBER WP No. 19180 (old)

(2016). Testing for Serial Correlation in Fixed-Effects Panel Data Models. Econometric Reviews, 35(7), pp. 1290-1316.

Code Published Version Working Paper

(2015). Recursive Adjustment for General Deterministic Components and Improved Tests for the Cointegration Rank. Journal of Time Series Econometrics, 7(2), pp. 143-179.

Published Version Working Paper

(2014). Risk Matters: The Real Effects of Volatility Shocks: Comment. American Economic Review, 104(12), pp. 4231-4239.

Code Published Version Working Paper Web Appendix

(2014). Policy Risk and the Business Cycle. Journal of Monetary Economics, 68, pp. 68-85.

Code Published Version Working Paper Web Appendix

(2014). Central Bank Communication on Financial Stability. Economic Journal, 124(577), pp. 701-734.

Published Version VoxEU Bloomberg

(2013). Fiscal News and Macroeconomic Volatility. Journal of Economic Dynamics and Control, 37(12), pp. 2582-2601.

Published Version Working Paper Web Appendix

(2013). Exchange Rate Regimes and Fiscal Multipliers. Journal of Economic Dynamics and Control, 37(2), pp. 446-465.

Published Version Working Paper

(2012). Communicating about Macroprudential Supervision - A New Challenge for Central Banks. International Finance, 15(2), pp. 179-203.

Published Version

(2012). Government Spending Shocks in Quarterly and Annual Time Series. Journal of Money, Credit and Banking, 44(2-3), pp. 507-517.

Published Version Working Paper Web Appendix

(2011). Simple Regression-based Tests for Spatial Dependence. Econometrics Journal, 14(2), pp. 330-342.

Published Version Web Appendix