Occasionally binding constraints
- Existence and uniqueness of solutions to dynamic models with occasionally binding constraints. Revise and Resubmit, Journal of Political Economy.
- Credit crunches from occasionally binding bank borrowing constraints. (With Paul Levine and Jonathan Swarbrick.) In submission.
- Computation of solutions to dynamic models with occasionally binding constraints. Reject and Resubmit, Quantitative Economics.
- Old approach: Efficient simulation of DSGE models with inequality constraints. (With Michael Paetz.) Revise and Resubmit, JEDC (Lapsed).
Econometrics and related fields (including finance, macro-learning)
- A Hawkes model of the transmission of European sovereign default risk. In submission.
- Tractable estimation and smoothing of highly non-linear dynamic state-space models.
- Learning from learners.
Medium frequency cycles
- Current work in progress: Medium frequency cycles in a stationary world.
- Old approach (first paper): Reconciling near trend-stationary growth with medium-frequency cycles. Previously submitted.
- Old approach (second paper): Data consistent modelling of medium-frequency cycles and their origins. Previously submitted.
- Old approach (appendices): Online appendices to “Reconciling near trend-stationary growth with medium-frequency cycles” and “Data consistent modelling of medium-frequency cycles and their origins”.
Other papers (including less polished papers and old versions)
- Reconciling Jaimovich-Rebello Preferences, Habit in Consumption and Labor Supply. (With Paul Levine and Jonathan Swarbrick.) Published: Economics Letters, 2018.
- Business cycles in space. (With Jonathan Swarbrick.) Early work in progress.
- My papers on RePEc.
- My papers on Google Scholar.
- My less polished papers on SSRN.
- My DPhil thesis.