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Uncertainty and Growth Disasters 

with Boyan Jovanovic (NYU)

Review of Economic Dynamics, Forthcoming

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 

with Sydney C. Ludvigson (NYU) and Serena Ng (Columbia)

AEJ: Macro, Forthcoming

Macro and Financial Uncertainty Index (Updated every February and August) Last Update: 2021 March

Capital Share Risk in U.S. Asset Pricing (Appendix)

with Martin Lettau (Berkeley Hass) and Sydney C. Ludvigson (NYU)

Journal of Finance 74(4), August 2019, pp. 1753-1792.

Conference Proceedings/Fed Policy Papers

COVID19 and The Costs of Deadly Disasters (January 2021)

with Sydney C. Ludvigson (NYU) and Serena Ng (Columbia)

AEA Papers and Proceedings, Forthcoming

Version published in CEPR COVID Economics Issue 9. NBER Working Paper No. 26987

Contribution to What is Certain about Uncertainty, International Finance Discussion Papers (1294), Fed Board, July 2020 (Under R&R at JEL)

Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy  (Juan M. Londono and Beth Anne Wilson), FEDS Notes, October 2019

Working Papers

The Global Transmission of Real Economic Uncertainty (April 2021)

with Juan M. Londono (FRB) and Beth Anne Wilson (FRB)

Housing Risk and the Cross-Section of Returns Across Many Asset Classes (April 2021)

with Shaojun Zhang (OSU Fisher)

Private Equity and Growth (March 2021, Under R&R)

with Boyan Jovanovic (NYU) and Peter L. Rousseau (Vanderbilt) 

Biases Distortions and Macroeconomic Fluctuations (November 2020)

with Francesco Bianchi (Duke)  and Sydney C. Ludvigson (NYU)

Housing Cycles and Exchange Rates  (April 2020, Internet Appendix)

with Shaojun Zhang (OSU Fisher)

Shock Restricted Structural Vector-Autoregressions (Jan. 2020, Slides for AEA2020)

with Sydney C. Ludvigson (NYU) and Serena Ng (Columbia)

NBER Working Paper No. 23225

Heterogeneous Intermediaries and Asset Prices  (June 2019, Under R&R)

Competition and Implementation Cycles (June 2019)

Selected Work in Progress

Momentum Undervalue Puzzle (with Sydney Ludvigson and Martin Lettau)

Asset Prices and Dynamic Intermediation Chains in OTC Markets (Under Major Revision)