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Research focuses

Data Science, Finance, Empirical Macroeconomics

Curriculum vitae

  • Since 09/2020: Professor for Data Analytics, University of Cologne
  • 2018 - 2020: Assistant professor, University of Cologne
  • 2015 - 2017: Board of Governors of the Federal Reserve System, Washington, DC
  • 2009 - 2015: PhD in Economics, Harvard University
  • 2009 - 2012: MA in Economics, Harvard University
  • 2007 - 2008: Visiting student, University of California, Berkeley
  • 2004 - 2009: Diploma in Economics, University of Bonn 

Selected publications

  • Did QE lead to lax bank lending standards? Evidence from the Federal Reserve’s LSAPs (forthcoming) (joint with Robert Kurtzman and Stephan Luck), Journal of Banking and Finance
  • Employment Effects of Unconventional Monetary Policy: Evidence from QE (forthcoming) (joint with Stephan Luck), Journal of Financial Economics
  • Revisiting the Narrative Approach of Estimating Fiscal Multipliers (2018) (joint with Shafik Hebous), Scandinavian Journal of Economics vol.120(2), pp. 331-653.
  • Estimating the Effects of Coordinated Fiscal Actions in the Euro Area (2013) (joint with Shafik Hebous), European Economic Review, vol. 58, pp. 110-121.

Selected working papers

  • Publication Bias and the Cross-Section of Stock Returns (joint with Andrew Chen)
  • Tree-based conditional portfolio sorts: The relation between past and future stock returns (joint with Benjamin Moritz)