Monetary Policy Department
SE-103 37 Stockholm, Sweden
Phone + 46 76-725 66 42
E-mail [email protected]
Computational economics, macroeconomics, finance, time series
Ph.D., Economics, Boston College, 2013
M.A., Economics, Boston College, 2010
Publication in Refereed Journals
"The timing of uncertainty shocks in a small open economy," Economics Letters, Vol. 155, 2017, Pages 31-34 (with H. Armelius and H. Stenbacka Köhler).
"Amortization requirements and household indebtedness: An application to Swedish-style mortgages," European Economic Review, Vol. 91, 2017, Pages 72-88.
"The development and spread of financial innovations," Quantitative Economics, Vol. 7(2), 2016, Pages 613-636.
"The macro-financial implications of house price-indexed mortgage contracts," Economics Letters, 2015, Vol. 127, Pages 81-85.
"Approximate dynamic programming with post-decision states as a solution method for dynamic economic models," Journal of Economic Dynamics and Control, Vol. 55, Pages 57-70.
''Price information collected online and short-term inflation forecasts,'' Economic Commentary, No. 2 2017 (with M. Löf and M. Tibblin).
"Manufacturing decline and house price volatility'' Sveriges Riksbank Working Paper Series No. 349, December 2017 (updated September 2018).
"The role of trust in online lending," Sveriges Riksbank Working Paper Series No. 346, November 2017 (with C. Bertsch, Y. Qi, and X. Zhang).
"Monetary normalizations and consumer credit: evidence from Fed liftoff and online lending," Sveriges Riksbank Working Paper Series No. 319, April 2016 (revised May 2017), (with C. Bertsch and X. Zhang).
"Measuring U.S. time series volatility during the Great Moderation: a big data approach," Sveriges Riksbank Working Paper Series No. 301, January 2015.