Espen Henriksen

Associate Professor

BI Norwegian School of Business
Department of Finance
Oslo, Norway

E-mails: espen (dot) henriksen (at) bi (dot) no






Work in progress

"The Risky Capital of Emerging Markets", with Joel David and Ina Simonovska, NBER wp 20769, paper

"'Imbalances' for the Long Run", with Frederic Lambert, NYU Stern working paper

"Cyclical volatility and Inflation Dynamics", with Roman Šustek and Stan Zin

"Representative Annual Survival Probabilities for Heterogenous-Agent Economies", paper

"Portfolio Choice to Hedge Non-tradable Commodity Risk" with Jens Kværner, paper

"Current Account Fact and Fiction" with David Backus, Frederic Lambert, and Chris Telmer, NBER wp 15525

Recent publications

"The Demographic Deficit", with Tom Cooley, Journal of Monetary Economics 93:1 (2018). DOI, SSRN working paper, VoxEU.org

"Demography and Low-Frequency Capital Flows", with Dave Backus and Tom Cooley, Journal of International Economics 92:1 (2014). NBER wp 19465, paper

"Globally Correlated Nominal Fluctuations," with Finn Kydland and Roman Šustek, Journal of Monetary Economics 60:6 (2013). DOISSRN working paperVoxEU.org

"Endogenous market incompleteness without market frictions: Dynamic suboptimality of competitive equilibrium in multiperiod OLG economies," with Steve Spear, Journal of Economic Theory 147:2 (2012)

"“Endogenous Money, Inflation and Welfare," with Finn Kydland, Review of Economic Dynamics 13:2 (2010) DOI

"Taxes and the Global Allocation of Capital," with Dave Backus and Kjetil Storesletten, Journal of Monetary Economics 55:1 (2008) paper


Teaching

PhD Asset pricing theory @ UCSB Fall 2017: Syllabus

PhD Numerical methods @ UCSB Fall 2017: Syllabus

PhD Asset pricing theory @ BI Spring 2017: Syllabus


Reading group

Int'l and Macro Reading Group @ UCD: Plan


Other

"The bond-equity allocation of the Norwegian sovereign wealth fund" at VoxEU.org


Other   |   In Norwegian (non academic)