Working Papers

Sequential Monte Carlo with Model Tempering
Joint with Marko Mlikota (University of Pennsylvania)
This Version: November 2022
An earlier version (February 2022) is available as CEPR Discussion Paper 17035
Julia replication files are available on github.

Heterogeneity and Aggregate Fluctuations
Joint with Minsu Chang (Georgetown) and Xiaohong Chen (Yale)
This version: October 2022
Julia Replication Files 2022-10-17 via Dropbox Link
Julia Replication Files 2021-05-14 via Dropbox Link
Also available as CEPR Discussion Paper 16183, NBER Working Paper 28853, and Cowles Foundation Discussion Paper 2289
Earlier Versions:  May 2021, November 2018

Optimal Discrete Decisions when Payoffs are Partially Identified
Joint with Tim Christensen (NYU) and Hyungsik Roger Moon (USC)
This Version: April 2022
An earlier version (November 2020) of the paper circulated under the title Robust Forecasting. Replication Files: Computer Code. Also available as: arXiv working paper and PIER Working Paper 20-38

On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity
Joint with Minsu Chang (Georgetown University)
This Version: February 2022
Also available as CEPR Discussion Paper 17049

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

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