Working Papers

SVARs with Occasionally-Binding Constraints
Joint with Boragan Aruoba (Maryland), Marko Mlikota (UPenn), and Sergio Villalvazo (UPenn)
This version: March 2021
Replication Files: (coming soon)
Also available as CEPR Discussion Paper 15923 and NBER Working Paper 28571

Robust Forecasting
Joint with Tim Christensen (NYU) and Hyungsik Roger Moon (USC)
This Version: November 2020
Replication Files: Computer Code
Also available as: arXiv working paper https://arxiv.org/abs/2011.03153 and PIER Working Paper 20-38

Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
Joint with Dongho Song (Johns Hopkins Carey Business School)
Also available as FRB Philadelphia Working Paper 20-26 and PIER Working Paper 20-39
This version: July 2020
MATLAB Code
Regularly updated forecasts are available here.

Forecasting with a Panel Tobit Model
Joint with Laura Liu (Indiana University) and Hyungsik Roger Moon (USC)
Also available as NBER Working Paper 26569
Download Replication Files
This Version: December 2019

Clustering for Multi-Dimensional Heterogeneity
Joint with Xu Cheng (Penn) and Peng Shao (Penn)
Preliminary Version: November 2019

Heterogeneity and Aggregate Fluctuations
Joint with Minsu Chang (UPenn) and Xiaohong Chen (Yale)
Preliminary version: October 2018

Financial Support from the National Science Foundation under Grant SES 1851634 is gratefully acknowledged.