Published/Accepted Works
- "Geometric Methods for Finite Rational Inattention," with Roc Armenter and Michèle Müller-Itten (forthcoming, Quantitative Economics)
- "Costly Information and Sovereign Risk" joint with Grace Weishi Gu. International Economic Review. November 2023 (available here)
- "Long-Term Sovereign Debt: A Steady State Analysis," Review of Economic Dynamics. April 2023. (available here)
- "Self-Fulfilling Debt Crises Revisited," joint with Mark Aguiar, Satyajit Chatterjee, and Harold Cole. Journal of Political Economy. May 2022 (available here)
- "Beliefs and Long-Maturity Sovereign Debt," Journal of International Economics. November 2020. (available here)
- "Quantitative Models of Sovereign Debt Crises," joint with Mark Aguiar, Satyajit Chatterjee, and Harold Cole. Handbook of Macroeconomics, Volume II. December 2016. (available here)
- “For What We Do and Fail to Do,” joint with Christopher Dodsworth and Tihamer Toth-Fejel. The American Journal of Bioethics. September 2008.
Working Papers
- "Rational Inattention via Ignorance Equivalence," with Roc Armenter and Michèle Müller-Itten
- "Networks, Information Acquisition, and Financial Markets," with Adriana Cobas and Grace Weishi Gu
Works in Progress
- "Living in Infamy: Bad Reputations in Emerging Markets" with Mark Wright
- "Leveling the Playing Field: Emerging Markets and Small Lenders" with Jing Zhang and Astghik Mkhitaryan
- "Sovereign Debt Markets: The Role of Foreign Investors" with Jing Zhang and Astghik Mkhitaryan
- "A Quantitative Theory of the Domestic Debt Share," with César Sosa-Padilla
Other |
Machine learning for sovereign debt (or structural macro/IO more generally) models:
- Small-Scale Sample Julia Code
- Details in GitHub readme
- Large-Scale Sample Fortran Code
- Details in Appendix A of "Costly Information and Sovereign Risk" and GitHub readme