Working Papers
Measuring Monetary Policy Shocks in India [SSRN Link] [Monetary Shocks Data]
with Rajeswari Sengupta
Market-Based Monetary Policy Uncertainty [SSRN Link]
with Michael Bauer and Philippe Mueller, Conditionally accepted at Economic Journal
Monetary Policy and Firm Heterogeneity: The Role of Leverage Since the Financial Crisis [SSRN Link] [Appendix]
with Timothy Moreland
Publications
The International Spillover Effects of US Monetary Policy Uncertainty [Working Paper Version] [Replication Code] [Online Appendix]
with Timothy Moreland and Matthew Schaffer, Forthcoming at Journal of International Economics
The Growing Impact of US Monetary Policy on Emerging Financial Markets: Evidence from India [Working Paper] [Replication Code]
Forthcoming at Journal of International Money and Finance
Bank Regulation and Monetary Policy Transmission: Evidence from the U.S. States Liberalization [Working Paper ] [Replication Code]
with Raoul Minetti and Matthew Schaffer, Forthcoming at European Economic Review
The Effect of Foreign Shocks on the Indian Economy
with Sanjay Singh, India Policy Forum 2019
Decomposing the Effects of Monetary Policy using an External Instruments SVAR [Working Paper Version] [Replication Code]
Journal of Applied Econometrics, Vol 34, pp 934-950, September/October 2019
Federal Reserve Private Information and the Stock Market [Working Paper] [Replication Code]
with Matthew Schaffer, Journal of Banking and Finance, Vol 106, pp 34-49, September 2019
Interbank Markets and Bank Bailout Policies Amid a Sovereign Debt Crisis [Working Paper]
with Raoul Minetti and Maria Olivero, Journal of Economic Dynamics and Control, 93, pp 131-153, August 2018
Federal Reserve Credibility and the Term Structure of Interest Rates [Working Paper]
with Shu Wu, European Economic Review, Vol 100, pp 364-389, November 2017
Changes in Federal Reserve Preferences [Working Paper Version]
Journal of Economic Dynamics and Control, 70, pp.124-143, September 2016
How Credible is the Federal Reserve? A Structural Estimation of Policy Re-optimizations. [Working Paper] [Replication Code]
with Davide Debortoli, American Economic Journal: Macroeconomics, 8(3), pp.42-76, July 2016
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))
Older Work
Modeling Monetary Policy Dynamics: A Comparison of Regime Switching and Time Varying Parameter Approaches
Globalization and the Effects of Foreign Competition: Implications for Inflation and Monetary Policy
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
Discussions:
Discussion of Jarocinski & Karadi: Deconstructing monetary policy surprises: the role of information shocks for Bank of Canada Conference on Central Bank Communications:
Measuring Monetary Policy Shocks in India [SSRN Link] [Monetary Shocks Data]
with Rajeswari Sengupta
Market-Based Monetary Policy Uncertainty [SSRN Link]
with Michael Bauer and Philippe Mueller, Conditionally accepted at Economic Journal
Monetary Policy and Firm Heterogeneity: The Role of Leverage Since the Financial Crisis [SSRN Link] [Appendix]
with Timothy Moreland
Publications
The International Spillover Effects of US Monetary Policy Uncertainty [Working Paper Version] [Replication Code] [Online Appendix]
with Timothy Moreland and Matthew Schaffer, Forthcoming at Journal of International Economics
The Growing Impact of US Monetary Policy on Emerging Financial Markets: Evidence from India [Working Paper] [Replication Code]
Forthcoming at Journal of International Money and Finance
Bank Regulation and Monetary Policy Transmission: Evidence from the U.S. States Liberalization [Working Paper ] [Replication Code]
with Raoul Minetti and Matthew Schaffer, Forthcoming at European Economic Review
The Effect of Foreign Shocks on the Indian Economy
with Sanjay Singh, India Policy Forum 2019
Decomposing the Effects of Monetary Policy using an External Instruments SVAR [Working Paper Version] [Replication Code]
Journal of Applied Econometrics, Vol 34, pp 934-950, September/October 2019
Federal Reserve Private Information and the Stock Market [Working Paper] [Replication Code]
with Matthew Schaffer, Journal of Banking and Finance, Vol 106, pp 34-49, September 2019
Interbank Markets and Bank Bailout Policies Amid a Sovereign Debt Crisis [Working Paper]
with Raoul Minetti and Maria Olivero, Journal of Economic Dynamics and Control, 93, pp 131-153, August 2018
Federal Reserve Credibility and the Term Structure of Interest Rates [Working Paper]
with Shu Wu, European Economic Review, Vol 100, pp 364-389, November 2017
Changes in Federal Reserve Preferences [Working Paper Version]
Journal of Economic Dynamics and Control, 70, pp.124-143, September 2016
How Credible is the Federal Reserve? A Structural Estimation of Policy Re-optimizations. [Working Paper] [Replication Code]
with Davide Debortoli, American Economic Journal: Macroeconomics, 8(3), pp.42-76, July 2016
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))
Older Work
Modeling Monetary Policy Dynamics: A Comparison of Regime Switching and Time Varying Parameter Approaches
Globalization and the Effects of Foreign Competition: Implications for Inflation and Monetary Policy
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
Discussions:
Discussion of Jarocinski & Karadi: Deconstructing monetary policy surprises: the role of information shocks for Bank of Canada Conference on Central Bank Communications:
