Rise in Comovement Across National Stock Markets

Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

Firm-Level Evidence on International Stock Market Comovement

International Stock Returns and Market Integration

Monetary policy analysis with potentially misspecified models

Aggregate unemployment in Krusell and Smith's economy

Monetary policy and the house price boom across U.S. states

On the fit and forecasting performance of new keynesian models

Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)