Bank of England SWP 845, Jan. 2020.

 Data underlying Bank of England, SWP 845 (January 2020 version 1.2).




accepted, Review of Financial Studies.


 R&R, Journal of Political Economy.


                              with Rogoff and Rossi, NBER Working Paper 33079, Oct. 2024.


NBER Working Paper 33202, Nov 2024.