Research

Publications

• Central Bank Intervention and Bank Liquidity: Evidence from the Paycheck Protection Program (with Derek Tran). Journal of Banking & Finance (2025): 107522.

Working Papers

• Bayesian Factor Augmented Vector Autoregressive Model: Specification, Estimation and Inference (with Ivan Jeliazkov)
• Measuring Selection on Gains in Difference-in-Differences with a Continuous Treatment
• What No First Stage Can Detect: Functional-Form Contamination in Linear IV
• Trading Scope for Credibility in Difference-in-Differences (with Abhishek Chand)
• A Bayesian Approach to Partial Homogeneity in Staggered Difference-in-Difference (with Rohan Wagle) R package
• Estimating Treatment Effects under Staggered Timing and Non-Spherical Errors (with Rishabh Bijani) R package
• Do Politics Shape Economic Recovery through Federal Disaster Assistance? (with Yash Khaitan and Derek Tran)

Work in Progress

• Can AI do Causal Inference? (with Samyuktha Thilak and Benjamin Westrich)
• Understanding Agricultural Land Market Distortions in India (with Rohan Gudibande and Meenakshi Shekhar)
• Clustered Forecast Density Aggregation under Opinion Pool (with Gianni Amisano)

Inactive Working Papers

• Regularized Opinion Pools for Density Forecasts under Bayesian Inspired Framework
• Extending the Versatility of Non-Parametric VAR Models: Bayesian Specification, Estimation and Dynamic Factor