Working papers

Papers under review

  • Max Share Identification for Structural VARs in Levels: There Is No Free Lunch! (with Florian Pelgrin and Stéphane Surprenant) Revision requested, Journal of Econometrics PDF

  • Exploiting Dynamic Identification in VARs (with Paul Beaudry, Fabrice Collard, Patrick Fève and Franck Portier) Revision requested, Journal of Monetary Economics — NBER Working Paper 32598 NBER pagePDF

  • A Spectral Framework for Non-Gaussian SVARs (with Dalibor Stevanović) Submitted — CIRANO Working Paper 2026s-02 PDF

Work in progress

  • Identifying Dynamic Factors in Multiway Data: An Orthogonal CP Decomposition (with Dalibor Stevanović)

  • Rank Tests and Identification Strength for Moment Operators: A Spectral Perturbation Approach

  • Non-Gaussian Factor Models via Spectral Decomposition (with Dalibor Stevanović)