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 and Timeshift). You can find me on various forums ( Dynare, Destination Linux, Manjaro, Pop!_Planet, Ubuntu) or feel free to contact me directly.
PhD in Econometrics, 11/2015
MSc in Economics, 04/2012
BSc in Economics, 09/2009
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I try to make my work publicly available and reproducible, please feel free to contact me for a personal copy of my papers.
DFG Project 411754673: Identification and Estimation of Dynamic Stochastic General Equilibrium Models: Skewness Matters