• Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models (with Simon Scheidegger), EconometricaVolume 85(5), 1575-1612, September 2017 [paperssrn link]
  • Recursive Equilibria in Dynamic Economies with Stochastic Production (with Dominika Kryczka and Felix Kubler), EconometricaVolume 85(5), 1467-1499, September 2017 [paper]
  • Reform Support in Times of Crisis: The Role of Family Ties (with Elias Brumm), Economic Inquiry, Volume 55(3), 1416-1429, July 2017 [journal linkworking paperonline appendix]
  • Scalable High-Dimensional Dynamic Stochastic Economic Modeling (with Dmitry Mikushin, Simon Scheidegger, and Olaf Schenk), Journal of Computational Science,Volume 11, 12–25​, November 2015 [journal linkworking paper]
  • Margin Regulation and Volatility (with Michael Grill, Felix Kubler, and Karl Schmedders), Journal of Monetary Economics, Volume 75, 54-68, October 2015 [journal linkworking paper]
  • Collateral Requirements and Asset Prices (with Michael Grill, Felix Kubler, and Karl Schmedders), International Economic Review,Volume 56(1), 1-25, February 2015 [journal linkssrn link to working paper]
  • Computing Equilibria in Dynamic Models with Occasionally Binding Constraints (with Michael Grill), Journal of Economic Dynamics and Control, Volume 38, 142-160, January 2014 [journal linkworking paper]


  • Computing Equilibria in Dynamic Stochastic Macro-Models with Heterogeneous Agents (with Felix Kubler and Simon Scheidegger), Advances in Economics and Econometrics: Theory and Applications (Eleventh World Congress), November 2017


  • Re-use of Collateral: Leverage, Volatility, and Welfare (with Michael Grill, Felix Kubler, and Karl Schmedders), Revise and Resubmit at Review of Economic Dynamics [working paper]
  • Entrepreneurial Risk, Collateral Constraints and Macroeconomic Fluctuations [ssrn link]
  • Applying Negishi’s method to stochastic models with overlapping generations (with Felix Kubler) [working paper]
  • Global Value Chain Participation and Current Account Imbalances (with Georgios Georgiadis, Johannes Gräb, and Fabian Trottner), forthcoming in Journal of International Money and Finance [working paper]
  • Leveraging Posterity’s Prosperity? (with Laurence Kotlikoff and Felix Kubler), forthcoming in AEA Papers and Proceedings


  • When Real Rates Are Low, Should Public Debt Go High? (with Xiangyu Feng, Laurence Kotlikoff and Felix Kubler)
  • Computational Methods in Economic Dynamics (with Felix Kubler and Karl Schmedders)
  • The Net-Tax Distortion of Americans’ Labor Supply and Saving Decisions (with Laurence Kotlikoff and Christopher Krause)
  • Taylor Rules and Sudden Stops in a Globally Solved  DSGE Model (with Jesus Bejarano, Franz Hamann, and Simon Scheidegger)