I am a researcher in Econometrics, Macroeconomics and Statistics and currently lead a research group, funded by the DFG, at the University Münster. My research interests include quantitative macroeconomics, econometrics and time series analysis with a focus on the methodological development of Frequentist and Bayesian identification and estimation methods for dynamic and stochastic models with time-varying risks and rare disasters. I have taught classes at all levels in DSGE Models, Econometrics, Empirical Methods, Macroeconomics, Statistics as well as Software courses in R, MATLAB, and Dynare.

I am a Linux and open-source enthusiast and actively contribute to several projects (such as Dynare) to make my research results and developed methods accessible to practitioners and policy makers.


  • Computational Economics
  • DSGE Models
  • Econometrics
  • Linux
  • Macroeconomics
  • Open Source
  • Rare Disasters
  • Time Series Analysis


  • PhD in Econometrics, 11/2015

    University Münster

  • MSc in Economics, 04/2012

    University Münster

  • BSc in Economics, 09/2009

    University Bonn



Principal Investigator

University Münster

Apr 2019 – Present Münster, Germany

DFG Project 411754673: Identification and Estimation of Dynamic Stochastic General Equilibrium Models: Skewness Matters

Responsibilities include:

  • PhD Supervision
  • Project Management
  • Research


Dynare Team

Mar 2019 – Present CEPREMAP, France

Responsibilities include:

  • Analytic Derivatives
  • Bug fixing
  • Identification Toolbox
  • GMM Estimation Toolbox


Institut der Deutschen Wirtschaft

Feb 2018 – Dec 2019 Köln, Germany
Taught courses in Introduction to R for Applied Economists.

Full Professor in Econometrics

University Münster

Oct 2017 – Sep 2018 Münster, Germany
Temporary Position. Taught courses in Econometrics, Introduction to R, Statistics, and Macroeconometrics.

Research Fellow (PostDoc)

SFB 823 at Technical University Dortmund

Nov 2015 – Jun 2017 Dortmund, Germany
Researched the transmission channels of macroeconomic shocks and economic policy with a focus on time-varying risk premia and rare disaster. Taught Survey Sampling Methods and GMM, Indirect Inference, and Bootstrap.

PhD Traineeship

European Central Bank

May 2015 – Jul 2015 Frankfurt, Germany
Research stay at DG-E Fiscal Policies. Researched fiscal policy within the EAGLE model.

Research Associate (PhD Student)

University Münster

Jun 2012 – Oct 2015 Münster, Germany
PhD Thesis on Local identification of nonlinear and non-Gaussian DSGE models. Taught courses in DSGE Models, Empirical Methods, Macroeconometrics, Multivariate Time Series Analysis, Introduction to R, GMM, Indirect Inference, and Bootstrap.

Referee Service

Jan 2012 – Present
Computational Statistics and Data Analysis, Economic Modelling, Journal of Economic Dynamics and Control, National Science Centre Poland, The B.E. Journal of Macroeconomics


GMM/SMM/IRF-Matching Estimation in Dynare

In this project (joint with the Dynare Team) we plan to provide an interface for a GMM/SMM/IRF-matching toolbox in Dynare.

Skewness Matters

This project investigates the impact of skewness on the identifiability and estimability of parameters in linear and nonlinear DSGE models using new statistical distributions and econometric methods.


I try to make my work publicly available and reproducible. As publishing an open-access paper in a journal can be prohibitively expensive, please feel free to contact me for a personal copy of my papers.