Published Works
- "Self-Fulfilling Debt Crises Revisited," joint with Mark Aguiar, Satyajit Chatterjee, and Harold Cole. Journal of Political Economy. May 2022 (available here)
- "Long-Term Sovereign Debt: A Steady State Analysis," Review of Economic Dynamics. March 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
- "Costly Information and Sovereign Risk" joint with Grace Weishi Gu (second round revision requested, International Economic Review)
- "Rational Inattention via Ignorance Equivalence," with Roc Armenter and Michèle Müller-Itten (revision requested, Econometrica)
- "Geometric Methods for Finite Rational Inattention," with Roc Armenter and Michèle Müller-Itten (revision requested, Quantitative Economics)
Works in Progress
- "Sound and Fury: Signaling in Sovereign Debt 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
- "Learning from Others in Financial Markets" with Adriana Cobas and Grace Gu
Other |
Machine learning for sovereign debt models: Sample Julia Code
See "Teaching" for lecture slides on the method