​Journal Article Publication

• Industry Impacts of US Unconventional Monetary Policy (Forthcoming) The B.E. Journal of Macroeconomics
  • ​Working Paper Version
• International Comovement of r*: A Case Study of the G7 Countries Journal of Empirical Finance  74 (2023): 101425​​
  • ​Online Appendix​
• Employment Reconciliation and Nowcasting (open access) (with Jan P.A.M. Jacobs, Tara M. Sinclair, and Simon van Norden) Journal of Applied Econometrics
  • Code
• Industry Effects of Unconventional Monetary Policy, Within and Across Countries Journal of International Money and Finance 136 (2023):102875
  • Online Appendix
• Sectoral Okun's law and cross-country cyclical differences (with Constantin Bürgi) Economic Modelling 94 (2021): 91-103.​

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Working Papers: 

• Rethinking the Stability of Okun's Law (with Tatevik Sekhposyan)
  • ​Revise and resubmit at Journal of Applied Econometrics
• Data-Driven Learning About Trend Productivity Growth (with Jan P.A.M. Jacobs and Simon van Norden)
  • Under review
• Accounting for Structural Breaks in the Hamilton Filter (with Luiggi Donayre)
  • Revise and resubmit at Economics Letters

Works in Progress: ​

• Regime Switching GDP Reconciliation