Current Research

“Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks”,  June 2017 [PDF].

“The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach”, with Lucas Hafemann, May 2017 [PDF].

“Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries”, with Immaculate Machasio, October 2016 [PDF].

“Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis”, with Jochen Lüdering, revision submitted, Journal of Empirical Finance, August 2017 [PDF].

“Quantitative Easing and Tapering Uncertainty: Evidence from Twitter”, with Annette Meinusch, November 2016 [PDF]. A web appendix [PDF] contains additional results. See also our column at Accepted at the International Journal of Central Banking.

“Tapering Talk on Twitter and the Transmission to Emerging Economies”, December 2015. See also the ADBI Asia Pathway blog entry.

“International Capital flows, external assets and output volatility”, with Mathias Hoffmann and Michael Krause, 2nd revision requested, Journal of International Economics, August 2017 [PDF].

“Reputation and forecast revisions: evidence from the FOMC”, August 2011. This line of research is summarized in a recent column.

“Monetary policy committees and model uncertainty”, September 2014.