Research

Job Market Paper

How Central Bank Announcements Affect Expectations

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(companion paper) : What is a Monetary Policy Shock?

(companion paper) : What Policy Surprise Reveal About the Policy Rule

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Working Papers

Uncovering What Policy Effects Depend on Using “Shocks” Updated draft coming soon

Old Draft | Old Slides | GitHub Repo | Online Appendix

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Estimating Impulse Responses to Bundled Forward Guidance

Draft | GitHub Repo | Online Appendix | Blog

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Where Do Price and Output Puzzles Come From?

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Work in Progress

Identifying Monetary Policy Effects Through the Dual Mandate

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The News Response to Fed: A New Information Effect

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Public Goods

Code

• Macro models — extensions and replications (expanding list)
• Stata implementation of Smooth Local Projections
• Monetary Policy Shock Data and Replication
  • Also see data consolidated by the USMPD, Miguel Acosta, Marek Jarocinski, and Jonathan Adams

Notes

• Macro
  • Log-linearization
  • Dynamic Programming
• Econometrics
  • Thread on Recent LP/VAR Literature
  • Slides on Kolesár and Plagborg-Møller (2025)
  • Replications from Matt Masten’s 2nd Year PhD Course
  • Some Pleasent OLS Arithmetic

Some Public Good Collections

• Gregor Boehl (see “useful stuff”)
• Sangmin Oh (also goods he made himself)
• Lu Han (lots of AI tool resources)
• Great notes and codes from David Murakami and Ding Dong

Miscellany

• Substack
• Useful Content from Twitter