Welcome to my webpage! I am an Associate Professor of Data Science and Economics, and this space serves as my academic hub. Here, you will find my latest research, publications, teaching materials, and reflections on the intricate world of data science and economics. I aim to consistently update this page with news about my ongoing work. Should you wish to connect or have any queries, please do not hesitate to reach out.
I work in the department of Data Science and Analytics at the BI Norwegian Business School. I am also the manager of the Simula@BI research center. I have a Master of Science in Economics from the Norwegian University of Science and Technology (NTNU), and a PhD in Economics from BI Norwegian Business School. I am a Distinguished CESifo Affiliate and also affiliated with the Centre for Applied Macroeconomics and Commodity Prices. Before my current roles, I held a position as a Senior Researcher at Norges Bank.
My work is at the intersection of economics and data science, where I use machine learning and natural language processing techniques to study the transmission of economic shocks, understand how agents form their expectations, and develop methods to measure unobserved concepts such as sentiment, uncertainty, and climate risk. My papers have been published in journals such as Journal of Econometrics, American Economic Journal: Macroeconomics, Journal of Monetary Economics, and International Economic Review.
See my CV for more details.
New working paper (April 2023): Where do they care? The ECB in the media and inflation expectations with Nicolò Maffei-Faccioli and Laura Pagenhardt
New version (and title) of working paper (March 2023): Climate change and commodity currencies: Measuring transition risk with word embeddings