I am a computational economist employed as an Associate 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

“High Frequency Income Dynamics” NEW! (code: GitHub)
with Jeppe Druedahl and Michael Graber

“Welfare Reforms and the Division of Parental Leave,” NEW!
with Jakob Egholt Søgaard
[media: Jyllandsposten (Danish newspaper)]

“Estimating Dynamic Economic Models with Unobserved Heterogeneity,” (Preliminary, updated draft coming soon)
with Jeppe Druedahl and Dennis Kristensen

Publications

“Sensitivity to Calibrated Parameters” (code: GitHub), Review of Economics and Statistics, forthcoming

“The Informativeness of Estimation Moments,” (code: GitHub) Journal of Applied Econometrics, 35(7), 797-813, 2020
with Bo Honoré and Áureo de Paula

“Can Consumers Distinguish Persistent from Transitory Income Shocks?,” (code: GitHub) The Economic Journal, 130(632), 2410-2437, 2020
with Jeppe Druedahl

“Family Planning in a Life-Cycle Model with Income Risk,” (code) Journal of Applied Econometrics, 35(5), 567-586, 2020
with Mette Ejrnæs

“Robust Estimation of Finite Horizon Dynamic Economic Models,” (code) Computational Economics, 55(2), 499-509, 2020 with Maxime Tô

“Earmarked Paternity Leave and the Relative Income within Couples,” Economics Letters, 180, 85–88, 2019 (July)
 with Mette Ejrnæs and Jeppe Druedahl [Press: Vox EU; Information, March 7, 2020 (Danish)]

“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)

Work in Progress (tentative titles)

“Fertility and Family Labor Supply,”
with Katrine Jakobsen and Hamish Low

“Financial Knowledge and Wealth Inequality: Evidence from Denmark”

“Simple Estimation of Microeconometric Models With Dynamic Latent Variables,”
with Dennis Kristensen