Education:
01/2004 - 09/2007
10/2000 - 03/2003
10/1998 - 09/2000
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PhD (Economics), Hamburg University, Germany
Diplom in Econ. (MSc equivalent), Dresden University, Germany
Vordiplom (Bachelor equivalent), Economics, Dresden University, Germany
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Research Experience:
since 09/2011
09/2010 - 01/2011
09/2008 - 08/2011
09/2007 - 08/2008
04/2007 - 05/2007
04/2003 - 12/2003
08/2001 - 10/2001
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Associate Professor, School of Economics and Management, 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, School of Economics and Management, Aarhus University, Denmark.
Topic: Dynamic macro and finance
Postdoc, School of Economics and Management, 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 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
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Teaching Experience:
10/2010 - 11/2010
02/2010 - 04/2010
09/2009 - 12/2009
06/2009
02/2009 - 04/2009
09/2008 - 12/2008
02/2008 - 04/2008
10/2006 - 03/2007
10/2005 - 03/2006
10/2004 - 03/2005
04/2004 - 08/2004
10/2001 - 09/2002
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Dynamic optimization: Continuous-time DSGE (PhD), Department of Economics, Duke University.
Advanced Macroeconomics (PhD), School of Economics and Management, Aarhus University.
Macro and Finance (MSc), School of Economics and Management, Aarhus University.
Course on Dynamic Optimization (PhD), Department of Economics, Helmut Schmidt University.
Advanced Macroeconomics (PhD), School of Economics and Management, Aarhus University.
Macro and Finance (MSc), School of Economics and Management, Aarhus University.
Advanced Macroeconomics (PhD), School of Economics and Management, Aarhus University.
Business Cycle Theory (Hauptstudium), Teaching Assistant (TA), Department of Economics, Hamburg University.
Business Cycle Theory (Hauptstudium), TA, Department of Economics, Hamburg University.
Business Cycle Theory (Hauptstudium), TA, Department of Economics, Hamburg University.
Macroeconomics III (Grundstudium), TA, Department of Economics, Hamburg University.
Student Teaching Assistant on Economic Growth, International Trade, International Macroeconomics, Department of Economics, Dresden University.
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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.
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Conference and workshops organization:
- 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.
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Selected presentations:
- 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.
- Erasmus Research Institute of Management (ERIM) Research seminar, June 2011, Rotterdam.
- XVI. Spring Meeting of Young Economists (SMYE), 14-16 April 2011, Groningen.
- Macro workshop at Duke University, November 2010, Durham.
- Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models, 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.
- Seminar at Princeton University, Bendheim Center for Finance, April 2007, Princeton.
- 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.
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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
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Achievements: |
'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. |
Memberships: |
Society for Computational Economics (SCE),
European Economic Association (EEA),
Euro Area Business Cycle Network (EABCN),
Verein für Socialpolitik (VfS),
American Economic Association (AEA),
Royal Economic Society (RES).
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