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

• • “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, fortcoming
    with 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)

Work in Progress (tentative titles)

• • “High Frequency Income Dynamics”
    with Jeppe Druedahl and Michael Graber

  • “Simple Estimation of Microeconometric Models With Dynamic Latent States”
    with Dennis Kristensen