I am a computational economist employed as an Assistant Professor at the Department of Economics at University of Copenhagen. My main research interests are solving and estimating dynamic economic models. I have worked with models of intertemporal consumption and saving in relation to fertility behavior and children and labor supply and retirement.
I am affiliated with the Center for Economic Behavior and Inequality (CEBI) based in Copenhagen.
Working Papers
- “Sensitivity to Calibrated Parameters” (code)
- “Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples” [R&R, Journal of Applied Econometrics]
with Bo Honoré and Áureo de Paula - “Family Planning in a Life-Cycle Model with Income Risk,” [R&R, Journal of Applied Econometrics]
with Mette Ejrnæs - “Estimating Dynamic Economic Models with Unobserved Heterogeneity,” (Preliminary, draft coming soon)
with Jeppe Druedahl and Dennis Kristensen
Publications
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- “Can Consumers Distinguish Persistent from Transitory Income Shocks?,” (code: GitHub) The Economic Journal, accepted
with Jeppe Druedahl -
“Robust Estimation of Finite Horizon Dynamic Economic Models,” (code) Computational Economics, fortcomingwith Maxime To
- “Earmarked Paternity Leave and the Relative Income within Couples,” Economics Letters, 180, 85–88, 2019 (July) [Press: Vox EU]
with Mette Ejrnæs and Jeppe Druedahl - “Life-Cycle Consumption and Children: Evidence from a Structural Estimation,” Oxford Bulletin of Economics and Statistics, 79(5), 717–746, 2017 (October)
- “The Endogenous Grid Method for Discrete-Continuous Dynamic Choice Models with (or without) Taste Shocks,” Quantitative Economics, 8(2), 317–365 (lead article), 2017 (July) (code)
with Fedor Iskhakov, John Rust and Bertel Schjerning. - “Persistent vs. Permanent Income Shocks in the Buffer-Stock Model,” The B.E. Journal of Macroeconomics (Advances), 17(1) , 2017 (January) (code)
with Jeppe Druedahl - “A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints,” Journal of Economic Dynamics and Control, 74, 87–107, 2017 (January) (code)
with Jeppe Druedahl - “Euler Equation Estimation: Children and Credit Constraints,” Quantitative Economics, 7(3), 935–968, 2016 (November)
- “Structural Estimation of Continuous Choice Models: Evaluating the EGM and MPEC,” Economics Letters, 119(3), 287–290, 2013 (BibTex, code)
- “Can Consumers Distinguish Persistent from Transitory Income Shocks?,” (code: GitHub) The Economic Journal, accepted
Work in Progress (tentative titles)
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- “High Frequency Income Dynamics”
with Jeppe Druedahl and Michael Graber -
“Simple Estimation of Microeconometric Models With Dynamic Latent States”
with Dennis Kristensen
- “High Frequency Income Dynamics”