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Global Footprints of U.S. Energy Innovations: Energy Efficiency and the Shale Revolution
I study empirically and theoretically the global economic consequences of U.S. energy market shocks. Using a set of factor-augmented …
PDF WB Working Paper
Commodity Price Cycles: Commonalities, Heterogeneities, and Drivers
This paper examines commodity price cycles and their underlying drivers using a dynamic factor model from a sample of 39 monthly …
PDF WB Working Paper Global Economic Prospects Report 2022
The Nature and Drivers of Commodity Price Cycles (with A. Kabundi and G. Vasishtha)
This paper examines commodity price cycles and their underlying drivers using a dynamic factor model from a sample of 39 monthly …
Last updated on Jul 3, 2023
World Bank Policy Research Working Paper
Identification of Green Technology Shocks with External Instrument SVAR
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Last updated on Sep 16, 2022
Narrative Restrictions for Structural Dynamic Factor Models
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Last updated on Sep 16, 2022
Financial Cycles, U.S. Monetary Policy, and Media Sentiment
In this paper, I assess the impact of changes in international media tone on synchronized fluctuations in financial aggregates (also …
PDF
Extreme Weather Events and Mortgage Default Risk: A Machine Learning Approach
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Last updated on Sep 16, 2022