Asymmetries in International Financial Spillovers, with K. Klieber, M. Marcellino, L. Onorante and M. Pfarrhofer (reject and resubmit, European Economic Review). arXiv:2410.16214
Bayesian modelling of VAR precision matrices using stochastic block networks, with G. Koop, M. Marcellino and T. Scheckel (revision requested, Journal of Applied Econometrics). arXiv:2407.16349
Coarsened Bayesian VARs — Correcting BVARs for Incorrect Specification, with M. Marcellino and T. Scheckel (revision requested, Journal of Business & Economic Statistics). arXiv:2304.07856
Beware of Large Shocks! A Non-Parametric Structural Inflation Model, with E. Bobeica, S. Holton and C.M. Hernández (revision requested, International Economic Review). ECB Working Paper 3052
General Seemingly Unrelated Local Projections, with C. Matthes and M. Pfarrhofer (revision requested, International Economic Review). arXiv:2410.17105
Selected working papers and work in progress
Oil, Inflation Expectations, and Household Characteristics: A Nonlinear Heterogeneous Agent VAR Approach, with C. Baumeister, P. Frank and G. Koop (draft coming soon)
Risky Oil: It’s All in the Tails, with C. Baumeister and M. Marcellino. CEPR DP 19129
Bayesian Nonlinear Regression Using Sums of Simple Functions. arXiv:2312.01881
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance, with N. Hauzenberger and T. Zörner. OeNB Working Paper 252
