Publications:
Downward Wage Rigidity and Asymmetric Effects of Monetary Policy
with Ezgi Kurt
Journal of Macroeconomics, 2025, Vol. 83
Age and Gender Differentials in Unemployment and Hysteresis
with Amy Guisinger and Michael T. Owyang
Studies in Nonlinear Dynamics and Econometrics, 2023
A Time-Varying Threshold STAR Model with Applications
with Michael Dueker, Michael T. Owyang, and Martin Sola
Oxford Open Economics, 2023, Vol. 2, odac012
FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications
with Kevin L. Kliesen and Michael T. Owyang
International Journal of Forecasting, January-March 2023, Vol. 39, Issue 1, pp. 279-297
The Nonlinear Effects of Uncertainty Shocks
with Kevin L. Kliesen and Michael T. Owyang
Studies in Nonlinear Dynamics and Econometrics, September 2020, Vol. .24, No. 4, 20190024
International Stock Comovement with Endogenous Clusters
with Laura Coroneo and Michael T. Owyang
Journal of Economic Dynamics and Control, July 2020, Vol. 116
How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?
with Neville R. Francis and Michael T. Owyang
Economic Modelling, January 2020, Vol. 84, pp. 309-321
A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes
with Kevin L. Kliesen and Michael T. Owyang
Federal Reserve Bank of St. Louis Economic Synopses, March 2019, No. 6
Nonlinearities, Smoothing, and Countercyclical Monetary Policy
with Michael T. Owyang and Daniel Soques
Journal of Economic Dynamics and Control, October 2018, Vol. 95, pp. 136-154
Debt and Stabilization Policy: Evidence from a Euro Area FAVAR
with Michael T. Owyang and Sarah Zubairy
Journal of Economic Dynamics and Control, August 2018, Vol. 93, pp. 67-91
Countercyclical Policy and the Speed of Recovery After Recessions
with Neville R. Francis and Michael T. Owyang
Journal of Money, Credit, and Banking, June 2018, Vol. 50, Issue 4, pp. 675-704
Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement
with M. Ayhan Kose, Christopher Otrok, and Michael T. Owyang
in Advances in Econometrics (Volume 35): Dynamic Factor Models, 2016, pp.361 - 400
A Measure of Price Pressures
with Kevin L. Kliesen and Michael T. Owyang
Federal Reserve Bank of St. Louis Review, First Quarter 2015 Vol. 97, No. 1, pp. 25-52
Working Papers:
Tax Progressivity, Economic Booms, and Trickle-Up Economics - Revise and Resubmit
with Christopher Otrok and Michael T. Owyang
Cryptocurrencies, Stocks, and Economic Policy Uncertainty: A FAVAR Analysis - Revise and Resubmit
with Andrea Civelli
A High-Frequency Measure of Income Inequality - Under Review
with Marie Hogan and Michael T. Owyang
A Transdisciplinary Approach to Undergraduate Sustainability Education: Resource Economics by Way of Business and Science - Under Review
with Anna A. Klis
Monetary Policy, Macro Factors, and the Term Structure at the Zero Lower Bound
Access Laura's papers on SSRN: http://ssrn.com/author=2119083
Downward Wage Rigidity and Asymmetric Effects of Monetary Policy
with Ezgi Kurt
Journal of Macroeconomics, 2025, Vol. 83
Age and Gender Differentials in Unemployment and Hysteresis
with Amy Guisinger and Michael T. Owyang
Studies in Nonlinear Dynamics and Econometrics, 2023
A Time-Varying Threshold STAR Model with Applications
with Michael Dueker, Michael T. Owyang, and Martin Sola
Oxford Open Economics, 2023, Vol. 2, odac012
FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications
with Kevin L. Kliesen and Michael T. Owyang
International Journal of Forecasting, January-March 2023, Vol. 39, Issue 1, pp. 279-297
- Working Paper version
- Link to FRED-SD: State-level Databases for Macroeconomic Research and Forecasting
- Online Appendix
The Nonlinear Effects of Uncertainty Shocks
with Kevin L. Kliesen and Michael T. Owyang
Studies in Nonlinear Dynamics and Econometrics, September 2020, Vol. .24, No. 4, 20190024
- Working Paper version
- Online Appendix
- St. Louis Fed On the Economy Blog: "Effects of Uncertainty on Economic Outcomes"
International Stock Comovement with Endogenous Clusters
with Laura Coroneo and Michael T. Owyang
Journal of Economic Dynamics and Control, July 2020, Vol. 116
How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?
with Neville R. Francis and Michael T. Owyang
Economic Modelling, January 2020, Vol. 84, pp. 309-321
A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes
with Kevin L. Kliesen and Michael T. Owyang
Federal Reserve Bank of St. Louis Economic Synopses, March 2019, No. 6
Nonlinearities, Smoothing, and Countercyclical Monetary Policy
with Michael T. Owyang and Daniel Soques
Journal of Economic Dynamics and Control, October 2018, Vol. 95, pp. 136-154
Debt and Stabilization Policy: Evidence from a Euro Area FAVAR
with Michael T. Owyang and Sarah Zubairy
Journal of Economic Dynamics and Control, August 2018, Vol. 93, pp. 67-91
Countercyclical Policy and the Speed of Recovery After Recessions
with Neville R. Francis and Michael T. Owyang
Journal of Money, Credit, and Banking, June 2018, Vol. 50, Issue 4, pp. 675-704
Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement
with M. Ayhan Kose, Christopher Otrok, and Michael T. Owyang
in Advances in Econometrics (Volume 35): Dynamic Factor Models, 2016, pp.361 - 400
A Measure of Price Pressures
with Kevin L. Kliesen and Michael T. Owyang
Federal Reserve Bank of St. Louis Review, First Quarter 2015 Vol. 97, No. 1, pp. 25-52
- Introducing the St. Louis Fed Price Pressures Measure (with Kevin L. Kliesen and Michael T. Owyang), Federal Reserve Bank of St. Louis Economic Synopses, Nov. 2015
- Data series shown below and available on St. Louis Fed FRED database
Working Papers:
Tax Progressivity, Economic Booms, and Trickle-Up Economics - Revise and Resubmit
with Christopher Otrok and Michael T. Owyang
Cryptocurrencies, Stocks, and Economic Policy Uncertainty: A FAVAR Analysis - Revise and Resubmit
with Andrea Civelli
A High-Frequency Measure of Income Inequality - Under Review
with Marie Hogan and Michael T. Owyang
A Transdisciplinary Approach to Undergraduate Sustainability Education: Resource Economics by Way of Business and Science - Under Review
with Anna A. Klis
Monetary Policy, Macro Factors, and the Term Structure at the Zero Lower Bound
Access Laura's papers on SSRN: http://ssrn.com/author=2119083