Publications

Heterogeneity and Aggregate Fluctuations
with Xiaohong Chen and Frank Schorfheide
Alpha estimation and density conversion (2023-05-21) via Dropbox Link
Julia replication files (2022-10-17) via Dropbox Link
Accepted at Journal of Political Economy, 2024

Changing Marital Transitions and Homeownership Among Young Households
Accepted at Review of Economic Dynamics, 2023

A Generalized Focused Information Criterion for GMM with Applications to Panel Data Models
with Francis J. DiTraglia
Journal of Applied Econometrics, 2018, 33 (3), pp. 378-397.

Nonparametric Tests of Conditional Treatment Effects with an Application to Single-Sex Schooling on Academic Achievements
with Sokbae (Simon) Lee and Yoon-Jae Whang
The Econometrics Journal, 2015, 18 (3), pp. 307-346.

Working Papers

On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity
with Frank Schorfheide
Julia replication files (2024-02-15) via Dropbox Link

Marital Transitions, Housing, and Savings in Old Age
with Ami Ko

When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation
with Chunzan Wu

Bridging Micro and Macro Production Functions: The Fiscal Multiplier of Infrastructure Investment
with Hanbaek Lee

Feasible Multivariate Density Estimation Using Random Compression
with Paul Sangrey
(Previously circulated as “Bypassing the Curse of Dimensionality: Feasible Multivariate Density Estimation”)
Reject and resubmit at Royal Statistical Society: Series B