I am economist at the Research Centre of the Deutsche Bundesbank.

Research Interests:

• • Empirical Macroeconomics

  • Bayesian Econometrics

  • Economic Inequality

Contact:  

Publications:

• • "High-Frequency Instruments with Time-Varying Reliability: Understanding Identification in Macroeconomics", with Pooyan Amir Ahmadi and Christian Matthes, forthcoming Journal of Applied Econometrics

  • "Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach", with Olaf Posch and Juan Carlos Parra-Alvarez, (2023) Oxford Bulletin of Economics and Statistics, 85(2), 304-330, WP version

  • "Economic Theories and Macroeconomic Reality" with Francesca Loria and Christian Matthes, (2022) Journal of Monetary Economics, 126, 105-117, WP version 

  • "Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models", with Pooyan Amir Ahmadi and Christian Matthes, (2020), Journal of Business & Economic Statistics, 38:1, 124-136, WP version 

  • "Measurement Errors and Monetary Policy: Then and Now", with Pooyan Amir Ahmadi and Christian Matthes,  (2017) Journal of Economic Dynamics and Control, 79, 66-78, WP version 

  • "Drifts and Volatilities under Measurement Error: Assessing Monetary Policy Shocks over the Last Century", with Pooyan Amir Ahmadi and Christian Matthes, (2016) Quantitative Economics, 7(2), 591-611, Published version 

  • "Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts", with Matei Demetrescu, (2014) Oxford Bulletin of Economics and Statistics, 76, 287-297

  • "What Drives Inflation in New Keynesian Models?", with Christian Matthes, (2012) Economics Letters, 114, 338-342, WP version 

  • "Comparing the DSGE Model with the Factor Model: An Out-of-Sample Forecasting Experiment", (2009) Journal of Forecasting, 28, 167-18,  WP version 

This is my personal website and the views expressed do not reflect those of the Deutsche Bundesbank