Working Papers
A Three-Mutual-Fund Separation Theorem: Stocks, Bonds, and Variance Swaps (VIX)
with Andy Atkeson
The Accelerated Failure Time Model: Estimation and Testing Using Price Change and Labor Market Data
with Katarina Borovickova and Robert Shimer
The Proportional Hazard Model: Estimation and Testing Using Price Change and Labor Market Data
with Katarina Borovickova and Robert Shimer.
Idea Flows, Economic Growth, and Trade
with Francisco Buera and Robert E. Lucas
Online appendix
Unemployment and Human Capital
with Robert Shimer
Efficient Dynamic Monitoring of Unemployment Insurance Claims
with Rao Aiyagari