PDF version (updated November 2020)
Professional Experience:
Norges Bank, Researcher, August 2016 - present
BI Norwegian Business School, Researcher II, August 2017 - present
BI Norwegian Business School, Research fellow/PhD candidate, August 2012 - August 2016
Norges Bank, PhD Intern, January 2015 - August 2016
Other appointments and affiliations:
CESifo Research Network Affiliate, 2018 - present
Education:
PhD in Economics, BI Norwegian Business School, August 2012 - June 2017Thesis title: Drivers of the business cycle: Oil, news and uncertainty
PhD comitee: Juan F. Rubio-Ramíres (Emory), Gernot Doppelhofer (NHH) and Gisle J. Natvik (BI)
Supervisor: Tommy Sveen
Master of Science in Economics, Norwegian University of Science and Technology, August 2007 - June 2012Master thesis: The Present-Value Model of the Current Account: Results from Norway
Other:
Visiting Scholar, Peder Sather Center for Advanced Study, University of California Berkeley, August 2013 - June 2014
Visiting Student, Department of Economics, University of California Berkeley, August 2010 - June 2011
Compulsory Military Service, Norwegian Army, The Engineer Battalion, August 2005 - June 2006
Publications:
News media vs. FRED-MD for macroeconomic forecasting with Jon Ellingsen and Leif Anders Thorsrud (accepted)
Journal of Applied Econometrics
Components of Uncertainty (forthcoming)
International Economic Review
Narrative monetary policy surprises and the media with Saskia ter Ellen and Leif Anders Thorsrud (accepted)
Journal of Money, Credit and Banking
News-driven inflation expectations and information rigidities with Leif Anders Thorsrud and Julia Zhulanova (2021)
Journal of Monetary Economics, 117, 507-520.
The Value of News for Economic Developments with Leif Anders Thorsrud (2019)
Journal of Econometrics, 210, 203-218.
Business cycles in an oil economy with Drago Bergholt and Martin Seneca (2019)
Journal of International Money and Finance, 96, 283-303.
Oil and Macroeconomic (In)stability with Hilde C. Bjørnland and Junior Maih (2018)
AEJ: Macroeconomics, 10 (4): 128-51.
Working Papers:
Climate Risk and Commodity Currencies (with Leif Anders Thorsrud and Felix Kapfhammer)
Business cycle narratives (with Leif Anders Thorsrud)
Asset returns, news topics, and media effects (with Leif Anders Thorsrud) R&R SJE
Teaching Experience:
Teaching, Introductory Statistics, Undergraduate, Spring 2016
Teaching Assistant, for Prof. Hilde C. Bjørnland, Business Cycles, Graduate, Spring 2015
Teaching Assistant, for Prof. Tommy Sveen, Open Macroeconomics and International Finance, Graduate, Fall 2014
Teaching Assistant, for Prof. Jon H. Fiva, Econometrics, Undergraduate, Fall 2012
Short term visits:
Federal Reserve Bank of Philadelphia, October 2017
Reserve Bank of New Zealand, December 2015
Awards and grants:
Distinguished CESifo Affiliate prize in the Area of The Economics of Digitalization for the paper “Components of Uncertainty” (2018)
Best PhD Thesis in Macroeconomics, submitted in Norway during the period May 2014 - April 2017
Stipend from Norges Banks fond til økonomisk forskning (2013 - 2014)
Skills:
| Economics | Programing/Computing | Languages |
| Macroeconomics | Daily use: Python, Jupyter, Latex, Linux | Norwegian (native) |
| Time series economics | Regular use: Matlab, Azure | English (fluent) |
| Business Cycles | Some experience: R, Stata, OxMetrics, Eviews, Dynare, MongoDB |
Geman (beginner) |
Paper presentations:
2021:
NGFS-GRASFI-INSPIRE Webinar, February 24, Virtual
2020:
Joint Banca d'Italia – European Central Bank conference on exchange rates, December 17 - 18, Virtual
7th Conference on New Developments in Business Cycle Analysis, December 9, Virtual
Symposium of the Society for Nonlinear Dynamics and Econometrics, September 24 - 25, Virtual
UiB, March 6, Bergen, Norway
ASSA Anual meeting, January 3-6, San Diego, USA
2019:
International Conference on Computational and Financial Econometrics, December 14 - 16, London, UK
North American Summer Meeting of the Econometric Society, June 27 - 30, Seattle, Washingthon
Symposium of the Society for Nonlinear Dynamics and Econometrics, March 28 - 29, Dallas, USA
Annual meeting of Norwegian Association of Economists, January 7 - 8, Tromsø, Norway
2018:
CESifo Area Conference on the Economics of Digitalization, November 30 - December 1, Munich, Germany
NHH, November 27, Bergen, Norway
EEA - ESEM, August 27 - 31, Cologne, Germany
International Association for Applied Econometrics, June 26 - 29, Montreal, Canada
North American Summer Meeting of the Econometric Society, June 21 - 24, Davis, California
NTNU, June 14, Trondheim, Norway
Mannheim Workshop in Quantitative Macroeconomics , May 18 -19, Mannheim, Germany
Federal Reserve Board, January 19, Washington D.C., USA
Federal Reserve Bank of Boston, January 12, Boston, USA
ASSA Anual meeting, January 7, Philladelphia, USA
2017:
RES PhD meeting, December 20, London, UK
BI Norwegian Business School, December 8, Oslo, Norway
Statistics Norway, November 8, Oslo, Norway
Conference on Machine Learning for Macroeconomic Prediction and Policy, October 12 - 13, Philadelphia, USA
Federal Reserve Bank of Philadelphia, October 11, Philadelphia, USA
SITE: Macroeconomics of Uncertainty and Volatility, August 28 - 30, Stanford, USA
EEA - ESEM, August 21 - 25, Lisbon, Portugal
11th Nordic Summer Symposium in Macroeconomics, August 9 - 12, Smøgen, Sweden
SEM's fourth conference MIT, July 26 - 28, Massachusetts, USA
International Association for Applied Econometrics, June 26 - 30, Sapporo, Japan
Symposium of the Society for Nonlinear Dynamics and Econometrics, March 30 - 31, Paris, France
2016:
International Conference on Computational and Financial Econometrics, December 9 - 11, Seville, Spain
Computing in Economics and Finance, June 26 - 28, Bordeaux, France
International Association for Applied Econometrics, June 22 - 25, Milano, Italy
North American Summer Meeting of the Econometric Society, June 16 - 19, Philadelphia, USA
Symposium of the Society for Nonlinear Dynamics and Econometrics, March 10 - 11, Tuscaloosa, USA
Annual meeting of Norwegian Association of Economists, January 4 - 5, Trondheim, Norway
2015:
Reserve Bank of New Zealand, December 10, Wellington, New Zealand
CAMP-Melbourne Institute Applied Macroeconometrics Workshop, December 3, Melbourne, Australia
Statoil, November 19, Stavanger, Norway
6th ESOBE Annual Conference, October 29 - 30, Gerzensee, Switzerland
Norges Bank, October 8, Oslo, Norway
11th World Congress of the Econometric Society, August 17 - 21, Montreal, Canada
International Association for Applied Econometrics, June 25 - 27, Thessaloniki, Greece
The 10th Oslo-NHH Workshop in Macroeconomics, June 2, Oslo, Norway
Symposium of the Society for Nonlinear Dynamics and Econometrics, March 19 - 20, Oslo, Norway
Annual meeting of Norwegian Association of Economists, January 5 - 6, Bergen, Norway
2014:
International Conference on Computational and Financial Econometrics, December 6 - 8, Pisa, Italy
Computing in Economics and Finance, June 22 - 24, Oslo, Norway