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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.
Published Articles
Working Paper
Recent posts
less than 1 minute read
quantile VAR, MCMC, variational Bayes, dynamic factor model.
less than 1 minute read
inflation, inflation risk, Bayesian methods, density regression, MCMC, variational Bayes.
less than 1 minute read
variational Bayes, penalized factors, quantile regression.
less than 1 minute read
Dynamic factor model, forecasting, GDP, mixed-frequency, model averaging, time-varying-parameter
4 minute read
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...