Book: "Eight centuries of Global Real Interest Rates, 1311-2023" (forthcoming, Yale University Press).
Bank of England SWP 845, Jan. 2020.
Data underlying Bank of England, SWP 845 (January 2020 version 1.2).
"Global Housing Returns and the Emergence of the Safe Asset, 1465-2024", Hoover Economics Working Paper 25110 (Jun. 2025).
"Long-Run Trends in Long-Maturity Real Rate, 1311-2022", with Rogoff and Rossi -- American Economic Review, 114/8 (2024), 2271-2307.
“Banking Crises interventions Across Time and Space” (with Andrew Metrick). Full database, papers, and documentation (Feb. 2024).
accepted, Review of Financial Studies.
(summary: NBER WP 29281)
"Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long Run Data", with Rogoff and Rossi, NBER Working Paper 33079, Oct. 2024.
"R-G before and after the Great Wars, 1507-2023" with Kenneth Rogoff,
NBER Working Paper 33202, Nov 2024.
"Central Bank balance sheet expansions and the macroeconomy, 1587-2020" (with Moritz Schularick, Niall Ferguson, and Martin Kornejew).
CEPR DP 17858 -- January 2023.