Working Papers

Online Estimation of DSGE Models
Joint with Michael Cai (Northwestern), Marco Del Negro (FRB New York), Edward Herbst (Federal Reserve Board), Ethan Matlin (FRB New York), and Reca Sarfati (FRB New York)
This version: February 2020
Replication files are available at [Link]
Current version is available as NBER Working Paper 26826. An earlier version is available as PIER Working Paper 19-014

Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints
Joint with Boragan Aruoba (Maryland), Pablo Cuba-Borda (Federal Reserve Board), Kenji Higa-Flores (Maryland), and Sergio Villalvazo
This Version: January 2020
Also available as International Finance Discussion Paper (Federal Reserve Board) 1272, February 2020 [Link]

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.