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About
I am currently a participant in the 'Economist Graduate Programme' at the European Central Bank.
I recently defended my thesis titled 'Measuring Macroeconomic Uncertainty and Its Drivers in High Dimensional Systems' at BI Norwegian Business school and the Centre for Applied Macroeconomics and Commodity Prices (CAMP) in Oslo. During this time, I was supervised by Dimitris Korobilis (University of Glasgow) and Leif A. Thorsrud (BI). My research has been focusing on developing methods for monitoring and estimating macroeconomic risk.
In addition, I gained valuable experience in the Monetary Policy Department at Norges Bank, the Research Department of De Nederlandsche Bank, and previously at the European Central Bank and Deutsche Bundesbank.
My research interests include Applied Macroeconomics, Time-Series Econometrics, and Machine Learning.
Job Market Paper
Mixing it up: Inflation at risk - Revision requested by the Journal of Money, Credit and Banking
Measuring and monitoring macroeconomic uncertainty has become a key concern of contemporary monetary policy and an active field of academic research. In this paper, a joint approach is proposed that allows to construct risk measures that capture the unknown and non-standard distribution of inflation in a way that is consistent with central bank preferences. In addition, two algorithms are proposed that enable to monitor how economic predictors affect the risk outlook and how they shift probability mass across the forecast distribution. Both are widely applicable, enhance the interpretability of abroad class of models, and are suitable for real-time applications. In the empirical exercises, the model yields superior point and density forecasts of U.S. CPI inflation. During the recent high-inflation period, inflation risk predominantly increased due to a recovery of the U.S. business cycle and rising commodity prices and was in part balanced by monetary policy and credit spreads.
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