Frequency of Risk Matters: Implications from a Two-Sector Production Economy
I look into the impact of the frequency and persistence of risk, via a two-sector DSGE model in continuous time.
Duration and Monetary Policy
We look into firms’ decisions regarding the duration profile of investment, in response to monetary policy shocks.
The Other Half: Monetary Policy Transmission for Households without Mortgages
This paper looks into the transmission of monetary policy to household debt beyond mortgage, and how does monetary policy transmit to households without mortgages.