Monitoring multicountry macroeconomic risk
quantile VAR, MCMC, variational Bayes, dynamic factor model.
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I am a 4th year Economics PhD student at BI Norwegian Business school in Oslo, supervised by Dimitris Korobilis (University of Glasgow) and Leif A. Thorsrud (BI). During my PhD, my research has concentrated on developing methods for monitoring and estimating macroeconomic risk.
In addition, I work in the Monetary Policy Department at Norges Bank and gained further central bank experience at the ECB and Bundesbank.
My research interests include Applied Macroeconomics, Time-Series Econometrics, and Machine Learning.
I am a 4th year Economics PhD student at BI Norwegian Business school in Oslo, supervised by Dimitris Korobilis (University of Glasgow) and Leif A. Thorsrud (BI). During my PhD, my research has concentrated on developing methods for monitoring and estimating macroeconomic risk.
In addition, I work in the Monetary Policy Department at Norges Bank and gained further central bank experience at the ECB and Bundesbank.
My research interests include Applied Macroeconomics, Time-Series Econometrics, and Machine Learning.
Published Articles
- Nowcasting GDP with a pool of factor models and a fast estimation algorithm
- What drives euro area financial market developments? The role of US spillovers and global risk
Working Paper
Recent posts
Mixing it up: Inflation at risk
inflation, inflation risk, Bayesian methods, density regression, MCMC, variational Bayes.
Probabilistic quantile factor analysis
variational Bayes, penalized factors, quantile regression.
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Dynamic factor model, forecasting, GDP, mixed-frequency, model averaging, time-varying-parameter
The Basic Functionality of the SDW-API
Introduction While I was working on a project, I required euro area (EA) data. One obvious go to address for such tasks is the ECB’s Statistical Data Warehou...