Publications

Functional oil price expectations shocks and inflation, with Guglielmo Caporale, The Journal of Futures Markets, 2024.  (Link to publication)

Functional shocks to inflation expectations and real interest rates and their macroeconomic effects, with Guglielmo Caporale, Review of World Economics, 2024.  (Link to publication)

Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation, with Guglielmo Caporale, International Economics, 2024, p.100500. (Link to publication)

Time-varying parameters in the monetary policy rule: A GMM approach, with Guglielmo Caporale, Journal of Economic Studies, 2024, 51(9), pp.148-176. (Link to publication)

Asymmetries, uncertainty and inflation: evidence from developed and emerging economies, with Guglielmo Caporale, Journal of Economics and Finance, 2023, 47(4), pp.984-1017. (Link to publication)

Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts, with Guglielmo Caporale, The Manchester School, 2023, 91(3),  pp.171-232. (Link to publication)

Shadow rates as a measure of the monetary policy stance: Some international evidence, with Guglielmo Caporale, Scottish Journal of Political Economy, 2023, 70(5), pp.399-422. (Link to publication)

Nonlinearities in the exchange rate pass-through: The role of inflation expectations, with Guglielmo Caporale, International Economics, 2023, 173, pp.86-101. (Link to publication)

Exchange rate parities and Taylor rule deviations, with Guglielmo Caporale, Empirical Economics, 2022, 63(4), pp.1809-1835. (Link to publication)

Testing for UIP-type relationships: Nonlinearities, monetary announcements and interest rate expectations, with Guglielmo Caporale, Open Economies Review, 2022, 33(4), pp.705-749. (Link to publication)

Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations, with Guglielmo Caporale, Journal of Economic Studies, 2022, 49(6), pp.937-959. (Link to publication)

Awards

2023 Adam Smith Prize for best paper published in the Scottish Journal of Political Economy 

Paper: Shadow rates as a measure of the monetary policy stance: Some international evidence with Guglielmo Caporale