2022
"Estimation of Heterogeneous Agent Models: A Likelihood Approach" (zusammen mit Juan Carlos Parra-Alvarez und Mu-Chun Wang (September 2022). Oxford Bulletin of Economics and Statistics, accepted for publication. Link; Web Appendix
"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
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
