Research Papers

Paper titles are links to the abstract, pdf, and replication material.


Peer-reviewed publications


Working papers


Work in progress

  • Forecasting USD/EUR exchange rates with high dimensional estimators, with Mehmet Caner.
  • Dynamic panels with multiple ordinal dimensions.
  • Country level effects of Monetary policy and prices dynamics in the Euro-zone, with Anders B. Kock.
  • Inference in models with parsimoniously time-varying parameters.