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Barcelona Macroeconometrics Summer School 2024

2nd Cornell Economics Alumni Workshop - May 11 2024 - Call for Papers

Working Papers

Individual and Common Information: Model-free Evidence from Probability Forecasts
with Yizhou Kuang and Nathan Mislang
April 2024

Attention Costs, Economies of Scale and Markets for Information (slides)
with Tommaso Denti
April 2022

Dynamic Higher Order Expectations
Revised March 2017

Combining Multivariate Density Forecasts using Predictive Criteria
with Hugo Gerard, August 2008
Earlier version available as Reserve Bank of Australia RDP 2008-2, May 2008

Indicator Accuracy, Welfare and Monetary Policy
Revised October 2005. A very early version (with different title) is available as Sveriges Riksbank Working Paper Series Nr 157


Endogenous Production Networks under Supply Chain Uncertainty
with Bineet Mishra, Alex Kopytov and Mathieu Taschereau-Dumouchel
November 2023
Conditionally accepted, Econometrica

Sectoral Media Focus and Aggregate Fluctuations
with Ryan Chahrour and Stefan Pitschner
American Economic Review, 2021
Supplementary material
Talking Ourselves into a Recession, Richmond Fed Econ Focus
Coverage on Swedish Public Radio (Ekonomiekot, P1, 23 Dec 2021)

News Media and Delegated Information Choice
with Stefan Pitschner
Journal of Economic Theory, 2019

Inattention and Belief Polarization
with Savi Sundaresan
Journal of Economic Theory, 2019
How We Think About Politics Changes What We Think About Politics, Thomas B. Edsall, New York Times

Speculation and the Bond Market: An Empirical No-arbitrage Framework
with Francisco Barillas On-line Appendix
Management Science, 2019

Speculation and the Term Structure of Interest Rates
with Francisco Barillas
Review of Financial Studies 2017.

A Low Dimensional Kalman Filter for Systems with Lagged States in the Measurement Equation
Economics Letters 2015.
See Kurz (2018) for a correct derivation of the associated modified Kalman smoother.

Man-bites-dog Business Cycles
American Economic Review 2014.

A Medium-Scale New Keynesian Open Economy Model of Australia
with Jarkko Jaaskela
Economic Record 2011.

Monetary Policy with Signal Extraction from the Bond Market
Journal of Monetary Economics 2008.
Supplementary material
Earlier version available as Reserve Bank of Australia Research Discussion Paper 2006-5

A Structural Model of Australia as a Small Open Economy
Australian Economic Review 2009.
Also available as Reserve Bank of Australia Research Discussion Paper 2007-01
and online at Blackwell Synergy

Dynamic Pricing and Imperfect Common Knowledge
Journal of Monetary Economics 2008.
Technical Appendix MatLab Code
Earlier version (with different title) available as ECB Working Paper Nr 474


ECON 7335 Introduction to Information Economics
PhD Course, Cornell University, Spring 2021

ECON 7300 Tools for Applied Macro I
PhD Course, Cornell University, Spring 2017

Signals, Beliefs and Unusual Events
ERID Lecture, Duke University, January 2013

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