I am an economist at the Federal Reserve Board. My research focuses on monetary policy, macroeconomic dynamics, financial markets, and economic forecasting.
This website brings that research to current data and conditions, with regularly updated estimates of inflation, economic activity, monetary policy expectations, interest rates, and financial conditions. The analysis draws on models developed in my research and on independent implementations of other established approaches.
My CV and publications are also available here.
Data & Analysis
Monetary Policy & Financial Markets
Monetary Policy Expectations
Market-implied policy rate expectations and the pass-through of FOMC announcement surprises in Treasury yields to equity prices and corporate borrowing costs.
Financial Conditions
Daily replications of the Federal Reserve Board’s FCI-G, which measures financial conditions by their effect on GDP growth, and of a Goldman-style FCI, with the drivers of each.
Yield Curve Tracker
Treasury yields, term premiums, and estimates of longer-run interest rate expectations.