2022
"Peso Problems in the Estimation of the C-CAPM" (zusammen mit Juan Carlos Parra-Alvarez und Andreas Schrimpf.) Quantitative Economics 13 (2022): S. 259-313 . Link; Web Appendix
2021
"Risk Matters: Breaking Certainty Equivalence in Linear Approximations" (zusammen mit Juan Carlos Parra-Alvarez und Hamza Polattimur). Journal of Economic Dynamics and Control 133 (2021): S. 1-25. Link; Web Appendix Link zum pdf
2016
"Estimating Dynamic Equilibrium Models Using Mixed Freuquency Macro and Financial Data" (zusammen mit Bent Jesper Christensen und Michel van der Wel). Journal of Econometrics 194 (2016): S. 116–137. Link; Web Appendix
2013
"Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty" (zusammen mit Timo Trimborn). Journal of Economic Dynamics and Control 37 (2013): S. 2606-2662. Link
2011
"On the Link between Volatility and Growth" (zusammen mit Klaus Wälde). Journal of Economic Growth 16 (2011): S. 285-308. Link
"Risk Premia in General Equilibrium". Journal of Economic Dynamics and Control 35 (2011): S. 1557-1576. Link
"Explaining Output Volatility: The Case of Taxation". Journal of Public Economics 95 (2011): S. 1589-1606. Link
2009
"Structural Estimation of Jump-Diffusion Processes in Macroeconomics". Journal of Econometrics 153 (2009): S. 196-210. Link
