Working papers
Key publications in refereed journals
Other publications in refereed journals
Book review
- "Quantifying Qualitative Survey Data with Panel Data Structure" with Alexandros Botsis and Plutarchos Sakellaris.
- "Monetary Policy, Sectoral Comovement and the Credit Channel" with Federico Di Pace.
- "The Anatomy of Small Open Economy Productivity Trends" with Konstantinos Theodoridis and Christoph Thoenissen.
- "Split Personalities: The Changing Nature of Technology Shocks" with Christopher Gunn and Thomas Lubik.
Key publications in refereed journals
- "Firms' Financing Dynamics Around Lumpy Capacity Adjustments" with Plutarchos Sakellaris and John D. Tsoukalas, European Economic Review, accepted.
- "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs" with Christopher Gunn and Thomas Lubik, Journal of Money, Credit and Banking, accepted.
- "News Shocks under Financial Frictions," with John D. Tsoukalas and Francesco Zanetti. American Economic Journal: Macroeconomics, 2022, 14(4), pages 210-243.
- "Is there News in Inventories?" with Christopher Gunn and Thomas Lubik, Journal of Monetary Economics, 2022, 126, pages 87-104.
- "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles" with Mallory Yeromonahos. Journal of Economic Dynamics and Control, 2022, 137, April (lead article).
- "News and Financial Intermediation in Aggregate Fluctuations," with John D. Tsoukalas, Review of Economics and Statistics, 2017, 99(3), pages 514-530, July. doi: 10.1162/REST_a_00612.
Supplementary codes, data files and online appendix. - "Learning, Capital Embodied Technology and Aggregate Fluctuations," with John D. Tsoukalas, Review of Economic Dynamics, 2013, vol. 16(4). doi: 10.1016/j.red.2012.04.003.
Supplementary Code and Data Files.
Other publications in refereed journals
- "Furlough and Household Financial Distress during the COVID-19 Pandemic" with Danny McGowan and Mallory Yeromonahos. Oxford Bulletin of Economics and Statistics, 2023, media coverage in Business Leader and Economics Observatory.
- "The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach," with Wei Li, John Tsoukalas and Francesco Zanetti, Macroeconomic Dynamics, forthcoming.
- "The Effect of News Shocks and Monetary Policy" with Luca Gambetti, Dimitris Korobilis, John Tsoukalas and Francesco Zanetti. Advances in Econometrics, 2022, 44A, pages 139-164.
- "Sectoral TFP News Shocks," with John D. Tsoukalas, Economics Letters, 2018, 168, pages 31-36, July. doi: 10.1016/j.econlet.2018.03.001. Supplementary online appendix.
- "Solving Models with Jump-Discontinuities in Policy Functions," with Afrasiab Mirza, Oxford Bulletin of Economics and Statistics, 2018, 80(2), pages 434-456, April. doi: 10.1111/obes.12203.
Book review
- "A Review of Structural Macroeconometrics by DeJong (David N.) and Dave (Chetan)," 2012, The Econometrics Journal, Volume 15, Issue 3, pages B5–B10.