I am economist at the Research Centre of the Deutsche Bundesbank.
Research Interests:
Empirical Macroeconomics
Bayesian Econometrics
Economic Inequality
Contact:
I am economist at the Research Centre of the Deutsche Bundesbank.
Research Interests:
Empirical Macroeconomics
Bayesian Econometrics
Economic Inequality
Contact:
Working Papers:
"What Does Monetary Policy Do to Different People?", with Pooyan Amir Ahmadi and Christian Matthes, Current version
"Understanding Instruments in Macroeconomics - A Study of High-Frequency Identification", with Pooyan Amir Ahmadi and Christian Matthes, Current version
Publications:
"Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach", with Olaf Posch and Juan Carlos Parra-Alvarez, forthcoming Oxford Bulletin of Economics and Statistics, 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