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About
I am a 4th year Economics PhD candidate at BI Norwegian Business school at the Centre for Applied Macroeconomics and Commodity Prices (CAMP) for in Oslo, supervised by Dimitris Korobilis (University of Glasgow) and Leif A. Thorsrud (BI). During my PhD, my research has been focusing on developing methods for monitoring and estimating macroeconomic risk. In addition, I work in the Monetary Policy Department at Norges Bank and gained further central bank experience at the ECB and Bundesbank.
My research interests include Applied Macroeconomics, Time-Series Econometrics, and Machine Learning.
Job Market Paper
Mixing it up: Inflation at risk
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.