Welcome to my homepage

The site contains information about published and ongoing research as well as technical appendices and software codes related to my research.
My research interests include:
  • The interaction between the macro economy, financial markets, and the banking sector.
  • Dynamic term structure models with macro-variables.
  • Non-linear filtering methods (sequential Monte Carlo methods).
  • Estimation and solution methods for Dynamic Stochastic General Equilibrium (DSGE) models.
  • Bayesian Econometrics and MCMC methods.
  • Simulation based optimization routines.

About me

I am a Professor in Economics at Aarhus University and a member of CREATES. I have previously worked in the Macro-Financial Analysis Division of the Bank of England and as a quantitive research economist at the London based hedge fund AHL, Man Investments. I hold a PhD from Aarhus University in Macro-Finance and have also got BSc and MSc degrees in economics from Aarhus University. 

23 September 2019: Three new working papers are now available.