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.

Working Papers

• “Can Consumers Distinguish Persistent from Transitory Income Shocks?,” [UNDER REVIEW]
  with Jeppe Druedahl
• “Robust Estimation of Finite Horizon Dynamic Economic Models,” (code) [R&R, Computational Economics]
  with Maxime To
• “Expected and Unexpected Childbirths in a Life-Cycle Model,”
  with Mette Ejrnæs
• “Estimating Dynamic Economic Models with Unobserved Heterogeneity,” (Preliminary, draft coming soon)
  with Jeppe Druedahl and Dennis Kristensen

Publications

• “Life-Cycle Consumption and Children: Evidence from a Structural Estimation,” Oxford Bulletin of Economics and Statistics, 79(5), 717–746, 2017 (October)
• “Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with 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)

• “Joint Retirement Planning of Couples,”
  with Bo Honoré and Áureo de Paula
• “Simple Estimation of Microeconometric Models With Dynamic Latent States”
  with Dennis Kristensen
• “Labor Market Effects of Paid Maternity Leave,”
  with Jeppe Druedahl and Mette Ejrnæs