- Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 (with James H. Stock), NBER WP 3376 1990.
- Confidence Sets in Regressions with Highly Serially Correlated Regressors (with James H. Stock), Revised December 1996.
- Empirical Bayes Regression With Many Regressors (with Thomas Knox and James H. Stock), Revised January 2004.
- Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level
Variation in the Multivariate Local Level Model (with Piotr Eliasz and James H. Stock), Revised October 2004.
- Implications of Dynamic Factor Models for VAR
Analysis (with James H. Stock), Revised June 2005.
- Measuring Changes in the Value of the Numeraire (with Ricardo Reis), May 2007.
- Slack and Cyclically Sensitive Inflation (with James Stock), revised June 2019.
- Inference in SVARs Identified with External Instruments (with Jose L. Montiel Olea and James Stock), November 2018.
- Trend, Seasonal, and Sectoral Inflation in the Euro Area (with James Stock), January 2019.
- Aggregate Implications of Changing Sectoral Trends (with Andrew Foerster, Andreas Hornstein, and Pierre-Daniel Sarte), May 2019.
- Comment on "On the Empirical (Ir)Relevance of the Zero Lower Bound" by D. Debortoli, J. Gali, and L. Gambetti, NBER Macroeconomics Annual, 2019, forthcoming. (Note: The comment focuses on sign-restricted SVARs.) Download comment (.pdf).