The Demand for Money, Near-Money, and Treasury Bonds, with Arvind Krishnamurthy. Review of Financial Studies, 2022.
Replication data on Harvard Dataverse
Replication data on Harvard Dataverse
Intermediary Balance Sheets and the Treasury Yield Curve, with Wenxin Du and Benjamin Hébert, Journal of Financial Economics, 2023
Download replication package here
Download replication package here
Public Liquidity and Financial Crises (American Economic Journal: Macroeconomics, 2024)
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment (Journal of Political Economy, 2024)
Replication data on JPE Harvard Dataverse
Replication data on JPE Harvard Dataverse
Firm Quality Dynamics and the Slippery Slope of Credit Intervention (Conditionally accepted at Review of Economic Studies, 2025)
Download replication package here
Download replication package here
Some Useful Codes in Matlab
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Generating Figures as PDFs with tight margins
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Curve fitting that preserves monotonicity, convexity, or other properties.
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Some Useful Codes in R
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Plot multiple lines with different colors and line types automatically.
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