Publications

"Decoupling nominal and real rigidities" (with Philipp König), Economics Letters, vol. 156(C), pages 129-132, July 2017.

Published version

"Solving and estimating linearized DSGE models with VARMA shock processes and filtered data" (with Daniel Neuhoff), Economics Letters, vol. 133, 89-91, August 2015.

Published version

"Solvability of Perturbation Solutions to DSGE Models" (with Hong Lan), Journal of Economic Dynamics and Control, vol. 45, 366-388, August 2014.

Published version
Working paper Version

"Solving DSGE Models with a Nonlinear Moving Average" (with Hong Lan), Journal of Economic Dynamics and Control, vol. 37(12), pages 2643–2667, December 2013.

Published version
Working paper version
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"Linear Rational Expectations Models with Lagged Expectations: A Synthetic Method," Journal of Economic Dynamics and Control, vol. 34(5), pages 984-1002, May 2010.

Published version
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Working Papers

"(Un)expected Monetary Policy Shocks and Term Premia" (with Martin Kliem)
Previously circulated under the title "Monetary Policy and the Term Structure of Interest Rates"

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"Generalized Entropy and Model Uncertainty"

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"Generalized Exogenous Processes in DSGE: A Bayesian Approach" (with Daniel Neuhoff)

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"Risk-Sensitive Linear Approximations"

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"Pruning in Perturbation DSGE Models" (with Hong Lan)

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"Decomposing Risk in Dynamic Stochastic General Equilibrium" (with Hong Lan)

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"Monetary Policy, Determinacy, and the Natural Rate Hypothesis"

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"Sticky Information and Determinacy"

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