3
Joint Publications
5
Collaborative Years
Macro
Academic Focus
20k+
Data Points
Core Members
Collaboration History
Formation
Met at the University of Copenhagen. Established a collaborative workflow for Microeconomics and Mathematical Analysis.
Exchange Rate Dynamics
First major joint research project. Analyzed inflation and relative exchange rates in Denmark using high-frequency data.
ECB Taylor Rules
Advanced seminar paper. Implemented GMM estimation to test for asymmetric policy responses in the Eurozone.
Master's Thesis
Upcoming magnum opus focusing on the Global Financial Cycle and its transmission to small open economies.
Methodology & Workflow
Data Engineering
Automated Python pipelines ensure reproducibility. We never clean data manually.
01Econometrics
Rigorous identification in Stata. From simple OLS to GMM and structural VAR models.
02Dissemination
LaTeX for academic papers, Astro for interactive web dashboards. Clarity is king.
03Thesis Tracker
Global Financial Cycles
Expected Completion: Summer 2025
Data Scale
High-frequency financial data from Bloomberg and Datastream.
Macroeconomic indicators across 30+ countries.
Processed and structured in SQL databases.
The Knowledge Bank
Gabaix, X. & Maggiori, M. (2015). International Liquidity and Exchange Rate Dynamics. QJE.
Rey, H. (2015). Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. NBER.
Miranda-Agrippino, S. & Rey, H. (2020). U.S. Monetary Policy and the Global Financial Cycle. RES.
Bruno, V. & Shin, H. S. (2015). Cross-Border Banking and Global Liquidity. RES.
Gallery
The Stack 2.0
Stata
Python
LaTeX
DevOps
Open Science Pledge
We believe in transparency. All data cleaning is scripted, and we strive for full reproducibility via public replication packages for every major release.
Network & Affiliation
-
University of Copenhagen
Department of Economics (ØI)
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CeBIL
Data Support & Research
Academic Supervision
- Michael Bergman
Assoc. Professor. Supervisor on ECB Taylor Rules.
- Andreas Bjerre-Nielsen
Assoc. Professor. Supervisor on AI & SDS.
Research Log
Automating FX Data
Implemented a fully automated pipeline for fetching ECB exchange rates via API.
Mastering DuckDB
Migrated large datasets from CSV to DuckDB/Parquet format for 50x faster I/O.
GMM Estimation
Successful replication of Gertler & Karadi (2015) instruments in Stata.
import pandas as pd import statsmodels.api as sm # 1. Load and Clean High-Frequency Data df = ( pd.read_parquet("data/raw/ecb_ticks.parquet") .query("currency == 'USD/EUR'") .resample("1min") .agg({"price": "ohlc", "vol": "sum"}) .dropna() ) # 2. Local Projection (Jordà, 2005) model = sm.OLS(df["future_return"], df[["shock", "controls"]]) results = model.fit(cov_type='HAC', cov_kwds={'maxlags': 12}) print(results.summary())
Academic Curriculum (M.Sc. Econ)
Advanced Macroeconomics
DSGE models, real business cycles & New Keynesian theory.
Econometrics II
Instrument variables, GMM, Time Series Analysis & asymptotic theory.
Mechanism Design
Auction theory, contract theory & matching markets.
Corporate Finance
Capital structure, valuation & financial options.