Computational toolboxes:

  • ConSav: Code library for solving and simulating consumption-saving models in Python using Numba JIT compiled functions.
  • NumEcon: Code library with numerical models for undergraduate and master students of economics.

Working Papers:

Long-Run Saving Dynamics: Evidence from Unexpected Inheritances

R&R at Review of Economics and Statisticswith Alessandro Martinello

Can Consumers Distinguish Persistent from Transitory Income Shocks? [GitHub]

conditionally accepted, Economic Journalwith Thomas Jørgensen

Higher-order Income Dynamics with Linked Regression Trees [GitHub]

R&R at Econometrics Journal with Anders Munk-Nielsen

A Guide On Solving Non-Convex Consumption-Saving Model [GitHub]

R&R at Computational Economics

The Intertemporal Marginal Propensity to Consume out of Future Persistent Cash-Flows [coming soon]

with Emil Bjerre Jensen and Søren Leth-Petersen

High Frequency Income Dynamics [coming soon]

with Thomas Jørgensen and Michael Graber

Estimating Dynamic Economic Models with Fixed Effects [coming soon]

with Thomas Jørgensen and Dennis Kristensen

On the agenda:

House Prices in General Equilibrium with Interest Only Mortgages: Theory and Evidence

with Anders Munk-Nielsen

Interest Rate Expectations and Economic Behavior: Evidence From Firms and Households

with Chris Roth and Johannes Wohlfart

Durable Expenditure Dynamics: Evidence from Denmark

with Mikael Carlsson, Karl Harmenberg, and Erik Öberg