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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
Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that analyses how economic indicators influence the entire forecast distribution of macroeconomic variables. The framework decomposes distributional risk forecasts into their underlying predictors and supports the construction of interpretable risk measures. Multiple modelling strategies, including density and quantile regression, are accommodated underscoring the versatility of the approach. The framework is illustrated using recent U.S. inflation data, showing that post-pandemic risk forecasts were driven by the business cycle, commodity prices, monetary policy, and inflation expectations. Simulation studies and empirical analyses demonstrate robustness across models and sample sizes, establishing the framework as a general tool for macroeconomic and financial risk assessment.
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