Research

Work in Progress

Uncertainty and the Term Structure of Interest Rates

Macro-Finance

A Model of Speculative House Prices Paper
Limited Market Participation, Housing, and Asset Prices (under review) Paper
Monetary Policy Uncertainty and Asset Returns (Paper coming soon)
Wealth Dynamics and Asset Prices with Recursive Preferences and Heterogeneous Beliefs (under review) Paper
Portfolio Adjustment Costs and Asset Price Volatility Paper
Financial Integration with Heterogeneous Beliefs Paper

Monetary Theory

Disagreeing about inflation and welfare effects of nominal and indexed bonds
A Model of Money Non-Neutrality under Heterogeneous Beliefs Paper