# Research

. Working Paper. “ . Working Paper. “

Essays in Macroeconometrics.” Department of Economics, Harvard University.Abstract PhD Dissertation (May 12, 2016)

. 2016. “Bayesian Inference on Structural Impulse Response Functions.” Quantitative Economics.Abstract Working paper (July 4, 2018) Online appendix (July 4, 2018) Replication files and data (July 4, 2018)

. Forthcoming. “Job market paper

Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs.” Journal of Applied Econometrics.Abstract Working paper (August 8, 2018) Supplementary appendix (August 8, 2018) Matlab functions for simultaneous inference and data for replication (August 8, 2018)

. Forthcoming. “Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve.” Journal of Economic Literature 52 (1): 124-188. Publisher's VersionAbstract Working paper (November 28, 2013)

. 2014. “Online supplement (external link)

Consistent factor estimation in dynamic factor models with structural instability.” Journal of Econometrics 177 (2): 289-304. Publisher's VersionAbstract Working paper (December 28, 2012) Replication files (December 3, 2012)

. 2013. “A note on proper scoring rules and risk aversion.” Economics Letters 117 (1): 357-361. Publisher's VersionAbstract Longer working paper (March 9, 2012)

. 2012. “New Calculation of Danmarks Nationalbank’s Effective Krone-Rate Index.” Danmarks Nationalbank Monetary Review 2nd Quarter: 139-144. Publisher's VersionAbstract

. 2010. “This article has not been peer reviewed. Danish version