Curriculum Vitae


Current Position:

Professor of Economics
Department of Economics, Hamburg University and CREATES

Languages:

English (proficient), German (native),
Spanish (basic), Russian (basic), French (basic), Danish (basic)

Education:

01/2004 - 09/2007

10/2000 - 03/2003

10/1998 - 09/2000

 

PhD (Economics), Hamburg University, Germany

Diplom in Econ. (MSc equivalent), Dresden University, Germany

Vordiplom (Bachelor equivalent), Economics, Dresden University, Germany

Research Experience:

since 09/2012
 
09/2011 - 08/2012

 
09/2010 - 01/2011

 
09/2008 - 08/2011

 
09/2007 - 08/2008

 
04/2007 - 05/2007

 
01/2004 - 08/2007

 
04/2003 - 12/2003

 
08/2001 - 10/2001

 

Professor, Chair of Methods in Economics, Department of Economics, Hamburg University, Germany.

Associate Professor, Department of Economics and Business, Aarhus University, Denmark.
Topic: Dynamic macro and finance

Visiting Research Scholar, Department of Economics, Duke University, USA.
Topic: Numerical solutions of continuous-time DSGE models

Assistant Professor, Department of Economics and Business, Aarhus University, Denmark.
Topic: Dynamic macro and finance

Postdoc, Department of Economics and Business, Aarhus University, Denmark.
Topic: Dynamic macro and finance

Research Visit, Professor Yacine Aït-Sahalia, Bendheim Center for Finance, Princeton University, USA.
Topic: Estimation of Jump-Diffusion Processes

Research Assistant, Professor Bernd Lucke, Department of Economics, Hamburg University, Germany.
Topic: Business Cycles and Growth

Research Assistant, Professor Klaus Wälde, Department of Economics, Dresden University, Germany.
Topic: Endogenous Business Cycles and Growth

Research Visit, Professor Stephen Redding, Center for Economic Performance, London School of Economics and Political Science (LSE), UK.
Topic: Economic Geography

Publications:

"Structural estimation of jump-diffusion processes in macroeconomics", Journal of Econometrics 153 (2009): 196-210.

"Risk premia in general equilibrium", Journal of Economic Dynamics and Control 35 (2011): 1557-1576.

"On the link between volatility and growth" (with Klaus Wälde), Journal of Economic Growth 16 (2011): 285-308.

"Explaining output volatility: The case of taxation", Journal of Public Economics 95 (2011): 1589-1606.

"Numerical solution of dynamic equilibrium models under Poisson uncertainty" (with Timo Trimborn), Journal of Economic Dynamics and Control 37 (2013): 2602-2622.

"Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data" (with Bent Jesper Christensen and Michel van der Wel), Journal of Econometrics (forthcoming).

Conference and workshops organization:

  • Recent Developments on the Links between Financial Markets and the Real Economy, 4-5 June 2014, Aarhus.

  • Symposium on Dynamic Asset Allocation, 2-3 June 2009, Aarhus.

  • Danish Graduate Programme in Economics (DGPE) course on Dynamic Macroeconomic Modeling in Matlab, 6-7 March 2008, Aarhus.

  • XII. Spring Meeting of Young Economists (SMYE), 25-27 May 2007, Hamburg.

Selected presentations:

  • Invited seminar at University of Heidelberg, 14 July 2014, Heidelberg.

  • Recent Developments on the Links between Financial Markets and the Real Economy, 4-5 June 2014, Aarhus.

  • Invited seminar at University of Mainz, 16 December 2013, Mainz.

  • EC² Conference - The Econometric Analysis of Mixed Frequency Data, 12-14 November 2013, Nicosia.

  • Verein für Socialpolitik (VfS), Annual Conference, 4-7 September 2013, Düsseldorf.

  • European Economic Association (EEA) and Econometric Society European Meeting (ESEM), Annual meetings, 26-30 August 2013, Gothenburg.

  • Society for Computational Economics (CEF), Annual Conference, 10-12 July 2013, Vancouver.

  • Verein für Socialpolitik (VfS), Annual meeting: Council Macroeconomics, 28-29 June 2013, Hamburg.

  • Invited seminar at University of Bonn (Macro/Econometrics/Finance), 2 May 2013, Bonn.

  • Methods and Applications for Dynamic Stochastic General Equilibrium Models (CQER/NBER), 12-13 October 2012, Atlanta.

  • Financial Markets and Real Economic Activity, Oesterreichische Nationalbank (OeNB), 28 September 2012, Vienna.

  • Verein für Socialpolitik (VfS), Annual Conference, 9-12 September 2012, Göttingen.

  • Invited seminar at Dortmund University, 2 July 2012, Dortmund.

  • Society for Computational Economics (CEF), Annual Conference, 27-29 June 2012, Prague.

  • North American Winter Meeting of the Econometric Society (ASSA) Conference, 6-8 January 2012, Chicago.

  • Econometric Modelling of Macro-Financial Linkages, Euro Area Business Cycle Network (EABCN) Conference, 24-25 October 2011, Florence.

  • Verein für Socialpolitik (VfS), Annual Conference, 4-7 September 2011, Frankfurt.

  • European Economic Association (EEA) and Econometric Society European Meeting (ESEM), Annual meetings, 25-29 August 2011, Oslo.

  • Society for Economic Dynamics (SED), Annual meeting, 7-9 July 2011, Ghent.

  • Society for Computational Economics (CEF), Annual Conference, 29-30 June 2011, San Francisco.

  • Invited seminar at Erasmus Research Institute of Management (ERIM), June 2011, Rotterdam.

  • XVI. Spring Meeting of Young Economists (SMYE), 14-16 April 2011, Groningen.

  • Invited seminar at Macro & International Workshop, Duke University, 2 November 2010, Durham.

  • Methods and Applications for Dynamic Stochastic General Equilibrium Models (CQER/NBER), 1-2 October 2010, Atlanta.

  • Econometric Society World Congress, 17-21 August 2010, Shanghai.

  • 14th Conference on Macroeconomic Analysis and International Finance, 27-29 May 2010, Rethymno.

  • Workshop in Honor of Stephen J. Turnovsky, 20-22 May 2010, Vienna.

  • XV. Spring Meeting of Young Economists (SMYE), 15-17 April 2010, Luxembourg.

  • CESifo Area Conference on Macro, Money and International Finance, 26-27 February 2010, Munich.

  • Society for Computational Economics (CEF), Annual Conference, 15-17 July 2009, Sydney.

  • Recent Developments in Macroeconomics (ZEW), 07-08 July 2009, Mannheim.

  • XIV. Spring Meeting of Young Economists (SMYE), 23-24 April 2009, Istanbul.

  • Verein für Socialpolitik (VfS), Annual Conference, 23-26 September 2008, Graz.
    (Reinhard Selten Best Paper prize)

  • European Economic Association (EEA), 23rd Annual Congress, 27-31 August 2008, Milan.

  • Symposium on Stochastic Dynamic Models in Finance and Economics, 15-16 August 2008, Odense.

  • Society for Computational Economics (CEF), Annual Conference, 26-28 June 2008, Paris.

  • CESifo Area Conference on Public Sector Economics, 26-27 April 2008, Munich.
    (Distinguished CESifo Affiliate Award Session, Prize Nominee)

  • Royal Economic Society (RES), Third PhD Meeting, 19-20 January 2008, London.

  • Society for Computational Economics (CEF), Annual Conference, 14-16 June 2007, Montréal.

  • XII. Spring Meeting of Young Economists (SMYE), 25-27 May 2007, Hamburg.

  • Invited seminar at Princeton University, Bendheim Center for Finance, April 2007, Princeton.

  • Invited seminar at Duke University, Department of Economics, April 2007, Durham.

  • Society for Nonlinear Dynamics and Econometrics (SNDE), Annual Conference, 15-16 March 2007, Paris.
    (James B. Ramsey Best Paper prize)

  • Macroeconometrics Workshop (DIW), 30 November-1 December 2006, Berlin.

  • Macroeconomics and the Business Cycle Workshop (ifo), 23-24 November 2006, Dresden.

  • Society for Computational Economics (CEF), Annual Conference, 22-24 June 2006, Limassol.

  • XI. Spring Meeting of Young Economists (SMYE), 26-28 May 2006, Sevilla.

  • Verein für Socialpolitik (VfS), Annual Conference, 27-30 September 2005, Bonn.

  • German Macro Workshop, 15-16 July 2005, Würzburg.

  • X. Spring Meeting of Young Economists (SMYE), 22-24 April 2005, Geneva.

  • Royal Economic Society (RES), Annual Conference, 21-23 March 2005, Nottingham.

  • Verein für Socialpolitik (VfS), Annual Conference, 30 September-3 October 2003, Zurich.

  • Money Macro and Finance (MMF) Research Group, 35th Annual Conference, 10-12 September 2003, Cambridge.

Research seminars:

  • Danish Graduate Programme in Economics (DGPE) workshop, 6th-7th March 2008, Aarhus.
    Topic: Dynamic Macroeconomic Modeling with Matlab by Timo Trimborn

  • Euro Area Business Cycle Network (EABCN) training school, 12th-16th February 2007, Vienna.
    Topic: Topics in Econometric Models for Macroeconomics and Finance by Prof. Carlo A. Favero

Achievements:

Nomination for 'Den Gyldne Pegepind' (Golden Pointer), students' nomination for excellent teaching award of Advanced Macroeconomics, Aarhus University, May 2012.

'Reinhard-Selten-Award 2008' (Young Author Best Paper prize) for an excellent paper presented at the annual meeting of the German Economic Association, Verein für Socialpolitik (VfS), September 2008.

Nomination for CESifo award, for the best paper presented by a young scholar, May 2008.

'James B. Ramsey prize 2007' for the best paper presented by a graduate student, Society for Nonlinear Dynamics and Econometrics (SNDE), March 2007.

Grant based on the Hamburg Law of Funding for Young Academics and Artists (HmbNFG), March 2007.

Nomination for 'Georg Helm-Preis 2004' award, for best Diploma theses, Dresden University, July 2004.

Award for promoting foreign relations, Dresden University, Department of Economics and 'Gesellschaft von Freunden und Förderern der Technischen Universität Dresden e.V.', April 2001.