Current projects and work-in-progress
Does the sequence matter: interest rates, quantitative easing or forward guidance? (revisions requested by the International Journal of Central Banking) (with Tudor Schlanger, Lena Suchanek, Joel Wagner and Yang Zhang)
Limited asset market participation and monetary policy in a small open economy (revisions requested by the Journal of Economic Dynamics and Control) (with Paul Levine, Stephen McKnight and Alex Mihailov)
Macroprudential policy in an inflationary environment (with Diana Lima, Duarte Maia and Stelios Tsiaras)
Test the Stress: the role of the interest rate stress in the DSTI constraint in a high interest rate environment (with Diana Lima, Duarte Maia and Ivan De Lorenzo Buratta)
Negative interest rates and banking sector liquidity
Unemployment and monetary policy in an uncertain world
BA/Leverhume Small Research Grant, 2022-2024
Reimagining Central Bank Modelling Toolkits
St Andrews Impact & Innovation Fund: Small Impact Award 2024-2025
Publications
Lending standards, productivity and credit crunches (2023)
Macroeconomic Dynamics, 27(2)
Monetary policy and cross-border interbank market fragmentation: lessons from the crisis (2021)
(with Tobias Blattner)
B.E. Journal of Macroeconomics, 21(1)
Credit crunches from occasionally binding bank borrowing constraints (2020)
(with Tom Holden and Paul Levine)
Journal of Money, Credit and Banking, 52(2-3)
Reconciling Jaimovich-Rebelo preferences, habit in consumption and labor supply (2018)
(with Tom Holden and Paul Levine))
Economics Letters, 168
Working papers
Sequencing Extended Monetary Policies at the Effective Lower Bound (2021)
(with Tudor Schlanger, Lena Suchanek, Joel Wagner and Yang Zhang)
Bank of Canada Staff Discussion Paper 2021-10
Occasionally Binding Constraints in Large Models: A Review of Solution Methods (2021)
Bank of Canada Staff Discussion Paper 2021-5
Weakness in Non-Commodity Exports: Demand versus Supply Factors (2018)
(with José Dorich & Vadym Lepetyuk)
Bank of Canada Staff Analytical Notes 2018-28
Other works in progress
Business cycles in space (with Tom Holden)
A Horse Race of Monetary Policy Strategies for Canada (with Yang Zhang)
Kimball Preferences in the Smets-Wouters NK Model (with Szabolcs Deak, Paul Levine and Maryam Mirfatah)