Work in Progress
Foroni, C., P. Gelain, and M. Marcellino. DSGE, financial frictions and mixed frequency data
Bhattacharjee, A. and P. Gelain. Does the FOMC care about model misspecification?
Gelain, P. and P. Ilbas. Optimal simple macroprudential mandate
Gelain, P. Identifying the households credit cycle
Gelain P., M. Lorusso, S. Zaman. Oil and US banks: A SVAR approach