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, EndeavourOS, Manjaro, Pop!_Planet, Ubuntu) or feel free to contact me directly.

The source code of this website is available on GitHub.

  • 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 Münster


Travel Grant
Best Student Award of the Economics Department
Study Grant (Bachelor and Master)


Click on a title for more information

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.
Dynare tutorials and videos
We want to provide better documentation and a new user guide for Dynare 4.7. Therefore, I will post and update my teaching materials as written tutorials here as well as videos on YouTube.
Skewness Matters
This project investigates the impact of skewness on the identifiability and estimability of parameters in linear and nonlinear DSGE models with rare disasters, downward wage rigidity and asymmetric production innovation using new statistical distributions and econometric methods.
Linux Stuff
My favorite Linux distributions are Pop!_OS, Ubuntu and Manjaro. In this project, I am covering my installation processes, experiences, and personal setup for the different distributions. Also you will find here my contributions to different projects, e.g. timeshift.

Working Papers

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(2020). Dynare: Reference Manual, Version 4. Dynare Working Papers.

Cite Code Dynare Working Paper 1

Short CV

Principal Investigator (DFG funded)
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
Mar 2019 – Present CEPREMAP, France

Responsibilities include:

  • Analytic Derivatives
  • Bug fixing
  • Identification Toolbox
  • Method of Moments Estimation Toolbox
Feb 2018 – Dec 2019 Köln, Germany
Taught courses in Introduction to R for Applied Economists.
Full Professor in Econometrics
Oct 2017 – Sep 2018 Münster, Germany
Temporary Position. Taught courses in Econometrics, Introduction to R, Statistics, and Macroeconometrics.
Research Fellow (PostDoc)
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 courses in Survey Sampling Methods and GMM, Indirect Inference, and Bootstrap.
PhD Traineeship
May 2015 – Jul 2015 Frankfurt, Germany
Research stay at DG-E Fiscal Policies. Researched fiscal policy within the EAGLE model.
Research Associate (PhD Student)
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, and GMM/Indirect Inference/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