Current Research

“Mortgage Debt and Time-Varying Monetary Policy Transmission”, with David Finck and Jörg Schmidt, February 2018 [PDF].

“Asymmetric Monetary Policy Transmission in China: The Role of State-Owned Enterprises”, with Hongyi Chen and Ran Li, February 2018 [PDF].

“Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks”, revise and resubmit, February 2018 [PDF].

“The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach”, with Lucas Hafemann, January 2018 [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, under revision.

“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.