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.
PhD in Econometrics, 11/2015
University Münster
MSc in Economics, 04/2012
University Münster
BSc in Economics, 09/2009
University Münster
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Preprint Cite Code DOI SFB823 Discussion Paper 7616 CQE Working Paper 83
Cite Code DOI PDF (Open Access) Online Appendix CQE Working Paper 43 SFB823 Discussion Paper 4816
DFG Project 411754673: Identification and Estimation of Dynamic Stochastic General Equilibrium Models: Skewness Matters
Responsibilities include:
Responsibilities include: