Recent Working Papers
- How Quantitative Easing Works: Evidence on the Refinancing Channel (with Marco Di Maggio and Amir Kermani).
NBER Digest. Forbes. VoxEU.
Revise and resubmit, Review of Economic Studies
- Errors in the Dependent Variable of Quantile Regression Models (with Jerry Hausman, Haoyang Liu, and Ye Luo).
Revise and resubmit, Econometrica
- Monthly Payment Targeting and the Demand for Maturity (with Bronson Argyle and Taylor Nadauld).
Revise and resubmit, Review of Financial Studies
- Real Effects of Search Frictions in Consumer Credit Markets (with Bronson Argyle and Taylor Nadauld).
WSJ. The Conversation.
MIT Sloan Working Paper #5242-17
- Gentrification and the Amenity Value of Crime Reductions: Evidence from Rent Deregulation (with David Autor and Parag Pathak).
VoxEU. MIT News.
NBER Working Paper #23914
- The Capitalization of Consumer Financing into Durable Goods Prices (with Bronson Argyle, Taylor Nadauld, and Ryan Pratt).
NBER Working Paper #24699
Areas of Interest
- Real Estate Finance
- Household Finance
- Credit Markets
- Structured Finance
- Urban Economics
- Applied Econometrics