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
MSc in Economics, 04/2012
BSc in Economics, 09/2009
Click on a project for more information
Click on title for abstract
DFG Project 411754673: Identification and Estimation of Dynamic Stochastic General Equilibrium Models: Skewness Matters