Implications of Return Predictability For Consumption Dynamics and Asset Pricing (with C. Favero, F. Ortu and H. Yang). Journal of Business and Economic Statistics (2018, Forthcoming).

The scale of predictability (with F. Bandi, B. Perron and C. Tebaldi). Journal of Econometrics (2018). [Appendix]

Long-Run Risk and the Persistence of Consumption Shocks (with F. Ortu and C. Tebaldi). Review of Financial Studies (2013), vol. 26(11):2876-2915. [Appendix] [Replication Code]

Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns (with C. A. Favero and A. E. Gozluklu). Journal of Financial and Quantitative Analysis (2011), 46, pp 1493-1520

Demographics and Stock Market Fluctuations (with C. A. Favero). CESifo Economic Studies, Vol. 57, 1/2011

Implementing Stochastic Volatility in DSGE Models: A Comment (with A. Hsu and L. Bretscher). Macroeconomic Dynamics (Forthcoming).