Information-driven Business Cycles: A Primal Approach, with Ryan Chahrour [paper]
We establish the equivalence between DSGE models with incomplete-information and a primal economy that can be analyzed with full-information tools. We use the theoretical results to estimate and explore a canonical dispersed-information version of a New Keynesian economy.
Endogenous Uncertainty and Credit Crunches, with Ludwig Straub [paper]
Revise and resubmit at the Review of Economic Studies
Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion and Uncertainty, with Ludwig Straub [paper]
Revise and resubmit at the Journal of Economic Theory
Dynamic Oligopoly Pricing: Evidence from the Airline Industry, with Caspar Siegert [paper]
Credit Crunches, Information Failures, and the Persistence of Pessimism,
with Ludwig Straub [paper] (The main ideas of this paper are now subsumed by the papers "Endogenous Uncertainty and Credit Crunches" and "Endogenous Second Moments")
Optimal Delegated Search with Adverse Selection and Moral Hazard [paper] Theoretical Economics,11(1), January 2016, pp. 253-278.