Associate Professor at the University of Amsterdam
Research Fellow of the Tinbergen Institute
Web: Personal Homepage
Macroeconomic and Monetary Theory, Dynamic Stochastic General Equilibrium Models
There is mounting evidence that individual expectations on subsequent realizations of idiosyncratic risk carry significant predictive power even when other information available to an econometrician is taken into account. This suggest that individuals possess advance information on future realizations of their individual risks such as future job losses, earnings, and mortality. In my recent research, I'm working on integrating the empirical findings in quantitative-theoretical macro models to understand whether individual expectations matter, for example, for household consumption-saving decisions or for the existence of a private unemployment insurance market. If you want to know about my work in this area, you can check out my personal webpage or the following links to three recent papers
I'm organizing the Tinbergen Macro Seminar Series.