Research

Much of my work, past and present, can be found on my repec site.

Work in progress:

‘Risk news shocks and the business cycle’, with Gabor Pinter and Kostas Theodoridis.  [Slide show for Ghent workshop on empirical macro] [Revise and resubmit at Journal of Banking and Finance]

‘Monetary policy delegation and equilibrium coordination’, with Andrew P Blake and Tatiana Kirsanova

‘Inference on multivariate stochastic time varying coefficient models’ with Liudas Giraitis and George Kapetanios. [Revise and resubmit at Journal of Time Series Analysis]

‘Estimating time-varying DSGE models using minimum distance methods’, with Liudas Giratis, George Kapetanios and Kostas Theodoridis[Revise  and resubmit at the EER]

‘Self-fulfilling recessions at the zero lower bound’, with Charles Brendon and Matthias Paustian’, [Revise and resubmit at the Journal of Monetary Economics] [previous version circulated as ‘The pitfalls of speed-limit interest rate rules at the zero lower bound’.]

Publications in peer reviewed journals:

‘Inference on stochastic time varying coefficient models’ with Liudas Giraitis and George Kapetanios, [ Journal of Econometrics]

George Kapetanios and Tony Yates, (2012),‘Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change’, Empirical Economics, [forthcoming].

Timothy Cogley, Bianca de Paoli, Christian Matthes, Kalin Nikolov and Tony Yates (2011) ‘A Bayesian approach to optimal monetary policy with parameter and model uncertainty’, Journal of Economic Dynamics and Control, vol 35, no 12, pages 2186-2212.

[various others, to be completed – see cv for details]

Selected other publications:

[to be completed]

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