Long-form analysis &
original models

Re-examines the predictive power of the 2s10s spread following unconventional monetary policy, with focus on the 2022–24 inversion.

Modelling external debt dynamics across 18 emerging economies under USD appreciation and commodity price shocks.

Decomposing the outward shift in the US Beveridge curve using vacancy and unemployment micro-data post-pandemic.

Testing whether real interest rate differentials explain cross-sectional variation in G10 FX returns over 2015–2024 and when the relationship breaks down.

Examining whether large government deficits constrain central bank tightening cycles, drawing on the Fiscal Theory of the Price Level.

Constructing a cross-country equity risk premium model for 24 emerging markets, calibrated to USD financing conditions and sovereign spreads.

Why services disinflation has stalled in the US, eurozone, and UK despite falling goods prices — and what it implies for the terminal rate.

Estimating the labour supply effects of pandemic-era fiscal transfers and their contribution to the persistent participation shortfall in prime-age workers.

Quantifying the sensitivity of EM capital flows to Fed rate expectations and identifying which economies face the greatest currency fragility in a higher-for-longer environment.