Published Works

1. "Geometric Methods for Finite Rational Inattention," joint with Roc Armenter and Michèle Müller-Itten. Quantitative Economics. January 2024
2. "Costly Information and Sovereign Risk" joint with Grace Weishi Gu. International Economic Review. November 2023
3. "Long-Term Sovereign Debt: A Steady State Analysis," Review of Economic Dynamics. April 2023
4. "Self-Fulfilling Debt Crises Revisited," joint with Mark Aguiar, Satyajit Chatterjee, and Harold Cole. Journal of Political Economy. May 2022
5. "Beliefs and Long-Maturity Sovereign Debt," Journal of International Economics. November 2020
6. "Quantitative Models of Sovereign Debt Crises," joint with Mark Aguiar, Satyajit Chatterjee, and Harold Cole. Handbook of Macroeconomics, Volume II​. December 2016
7. “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

1. "Rational Inattention via Ignorance Equivalence," with Roc Armenter and Michèle Müller-Itten
2. "Spatial Inference in Financial Markets with Networks," with Adriana Cobas and Grace Weishi Gu
3. "Living in Infamy: Bad Reputations in Emerging Markets," with Mark Wright 
4. "Asymmetric Information: Persuasion and Underpricing of Heightened Default Risk"
5. "Information Channels and Portfolio Choices," with Adriana Cobas and Grace Weishi Gu

Works in Progress

1. "Leveling the Playing Field: Emerging Markets and Small Lenders" with Jing Zhang
2. "Sovereign Debt Markets: The Role of Foreign Investors" with Jing Zhang
3. "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:

1. Small-Scale Sample Julia Code​
   1. Details in GitHub readme
2. Large-Scale Sample Fortran Code 
   1. Details in Appendix A of "Costly Information and Sovereign Risk" and GitHub readme