Welcome to my website!
I am an Assistant Professor of Economics at the University of Mannheim. My research lies at the intersection of econometrics, macroeconomics, and high-dimensional time series. I am particularly interested in developing econometric methods for dynamic causal inference, with applications to macroeconomic policy analysis and financial connectedness. My work focuses on impulse responses and counterfactuals, local projections and vector autoregressions, causal transmission mechanisms, and high-dimensional dependence and networks.
Research Interests
- Macroeconometrics and dynamic causal inference
- Impulse responses, local projections, and vector autoregressions
- Causal mediation, transmission mechanisms, and policy counterfactuals
- High-dimensional time series, Granger causality, and financial networks
