2023
"Estimation of Heterogeneous Agent Models: A Likelihood Approach" (joint with Juan Carlos Parra-Alvarez and Mu-Chun Wang. Oxford Bulletin of Economics and Statistics, Volume 85, No 2 (2023): 304-330. Link; Web Appendix
2022
"Peso Problems in the Estimation of the C-CAPM" (joint with Juan Carlos Parra-Alvarez and Andreas Schrimpf.) Quantitative Economics 13 (2022): 259-313 . Link; Web Appendix
2021
"Risk Matters: Breaking Certainty Equivalence in Linear Approximations" Link (joint with Juan Carlos Parra-Alvarez and Hamza Polattimur). Journal of Economic Dynamics and Control 133 (2021): 1-25. Link pdf
2016
"Estimating Dynamic Equilibrium Models Using Mixed Freuquency Macro and Financial Data" (joint with Bent Jesper Christensen and Michel van der Wel). Journal of Econometrics 194 (2016): 116–137. Link; Web Appendix
2013
"Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty" (joint with Timo Trimborn), Journal of Economic Dynamics and Control 37 (2013): 2606-2662. Link
2011
"On the Link between Volatility and Growth" (joint with Klaus Wälde), Journal of Economic Growth 16 (2011): 285-308. Link
"Risk Premia in General Equilibrium". Journal of Economic Dynamics and Control 35 (2011): 1557-1576. Link
"Explaining Output Volatility: The Case of Taxation". Journal of Public Economics 95 (2011): 1589-1606. Link
2009
"Structural Estimation of Jump-Diffusion Processes in Macroeconomics". Journal of Econometrics 153 (2009): 196-210. Link
