Department of Economics
New York University
19 W. 4th St., 6 FL
New York, NY 10012
· Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve with Argia M. Sbordone, American Economic Review, 2008.
· Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US with Thomas J. Sargent, Review of Economic Dynamics, 2005.
· Output Dynamics in Real-Business-Cycle Models with James M. Nason, American Economic Review, 1995.
· Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research with James M. Nason, Journal of Economic Dynamics and Control, 1995.
· International Evidence on the Size of the Random Walk in Output , Journal of Political Economy, 1990.
Working Papers, Appendices, and Programs
· Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012 with Thomas Sargent, February 2014.
· Optimized Taylor Rules for Disinflation When Agents are Learning with Christian Matthes and Argia Sbordone, revised March 2014. Appendices
· Appendix to “A Bayesian Approach to Optimal Monetary Policy with Parameter and Model Uncertainty with Bianca De Paoli, Christian Matthes, Kalin Nikolov, and Tony Yates.
· Appendices to "Inflation-Gap Persistence in the U.S." with Giorgio E. Primiceri and Thomas J. Sargent.
· Data and programs for "Drifts and Volatilities ..." with Thomas J. Sargent.
Econometrics, Spring 2014
Third-Year Paper Seminar, Spring 2014