Aeimit K. Lakdawala
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Working Papers
Market-Based Monetary Policy Uncertainty 
with Michael Bauer and Philippe Mueller, Revise and Resubmit at Economic Journal
[SSRN Link] 

Monetary Policy and Firm Heterogeneity:The Role of Leverage Since the Financial Crisis 
with Timothy Moreland, Revise and Resubmit at Review of Economics and Statistics
[SSRN Link] [Appendix]  [Online Appendix]
​
The International Spillover Effects of US Monetary Policy Uncertainty 
with Timothy Moreland and Matthew Schaffer, Revise and Resubmit at Journal of International Economics
[SSRN Link]

The Growing Impact of US Monetary Policy on Emerging Financial Markets: Evidence from India 
​
Revise and Resubmit at Journal of International Money and Finance
[SSRN Link]

Bank Regulation and Monetary Policy Transmission: Evidence from the U.S. States Liberalization​ 
with Raoul Minetti and Matthew Schaffer
[SSRN Link]

The Effect of Foreign Shocks on the Indian Economy 
with Sanjay Singh 
In preparation for India Policy Forum 2019​

Modeling Monetary Policy Dynamics: A Comparison of Regime Switching and Time Varying Parameter Approaches 

Publications
Decomposing the Effects of Monetary Policy using an External Instruments SVAR  
Journal of Applied Econometrics, Vol 34, pp 934-950, September/October 2019
​[Working Paper Version] [Replication Code]

Federal Reserve Private Information and the Stock Market 
with Matthew Schaffer, Journal of Banking and Finance, Vol 106, pp 34-49, September 2019
[Working Paper Version] [Replication Code]

Interbank Markets and Bank Bailout Policies Amid a Sovereign Debt Crisis 
with Raoul Minetti and Maria Olivero, Journal of Economic Dynamics and Control, 93, pp 131-153, August 2018
[Working Paper Version]

Federal Reserve Credibility and the Term Structure of Interest Rates 
with Shu Wu, European Economic Review, Vol 100, pp 364-389, November 2017
[Working Paper Version]  

Changes in Federal Reserve Preferences 
Journal of Economic Dynamics and Control, 70, pp.124-143, September 2016
[Working Paper Version]

How Credible is the Federal Reserve? A Structural Estimation of Policy Re-optimizations.
with Davide Debortoli,  American Economic Journal: Macroeconomics, 8(3), pp.42-76, July 2016
[Working Paper Version] [Replication Code]

What are the Odds? Options-Based Forecasts of FOMC Target Changes​ 
with Christopher Neely and William Emmons, Federal Reserve Bank of St. Louis Review, November/December 2006, 88(6), pp. 543-61

Work in Progress
Assessing the Role of Systematic Monetary Policy (PDF (Preliminary Version))

The Precision of Central Bank Communication
with Myungkyu Shim

The Distributional Effects of Monetary Policy in a Life Cycle Model
with William Peterman and Tobias Cwik

Older Work
Globalization and the Effects of Foreign Competition: Implications for Inflation and Monetary Policy


Discussions:
Discussion of Jarocinski & Karadi: Deconstructing monetary policy surprises: the role of information shocks for Bank of Canada Conference on Central Bank Communications: 
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