2018
"Risk Matters: Breaking Certainty Equivalence" (joint with Juan Carlos Parra-Alvarez and Hamza Polattimur), CESifo Working Paper Series.
"Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule" (updated version, September 2019), CESifo Working Paper Series No. 6925. Web Appendix is available here.
2017
"Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach" (joint with Juan Carlos Parra-Alvarez and Mu-Chun Wang), CESifo Working Paper Series No. 6717.
"Delays in Public Goods" (joint with Santanu Chatterjee and Dennis Wesselbaum), CESifo Working Paper Series No. 6341.
2014
"On the Estimation of the Volatility-Growth Link" (joint with Andrey Launov and Klaus Wälde, updated version, September 2019), CREATES Research Paper 2012-21.
"Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data" (joint with Bent Jesper Christensen and Michel van der Wel), CESifo Working Paper Series No. 5030.
2012
"Measuring Convergence Using Dynamic Equilibrium Models: Evidence from Chinese Provinces" (joint with Lei Pan and Michel van der Wel).
"Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM" (joint with Andreas Schrimpf), CREATES Research Paper No. 2012-32.
"Solving The New Keynesian Model in Continuous Time" (joint with Jésus Fernández-Villaverde and Juan F. Rubio-Ramírez).
