Fields: computational economics, macroeconomics, finance, time series
Education
- Ph.D., Economics, Boston College, 2013
- M.A., Economics, Boston College, 2010
Working Papers
“What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession,” Submitted.
“Interest Rate Rules and Mortgage Default”
“Urban Morphology and the Elasticity of Housing Supply: A Machine Learning Approach”
Publications
“Amortization Requirements and Household Indebtedness: An Application to Swedish-Style Mortgage,” European Economic Review, 2016
“Approximate Dynamic Programming with Post-Decision States as a Solution Method for Dynamic Economic Models,” Journal of Economic Dynamics and Control, 2015.
“The Macro-Financial Implications of House Price-Indexed Mortgage Contracts,” Economics Letters, 2015.
“The Development and Spread of Financial Innovations,” Quantitative Economics, Forthcoming.