Working Papers

The Empirical Performance of Disaster Risks Models (with Juan Carlos Parra, Lin Ma, and Namhee Matheson)


The Chinese Transition: The Role of Investment Frictions (with Nicolai Ellingsen)


The Business Cycle of a Commodity Exporter (with Rodrigo Caputo). Coming soon.


Structural Stress Testing (Dean Corbae, Pablo DErasmo, Sigurd Galaasen and Thomas Siemsen).

Publications

Optimal Asset Allocation for Sovereign Wealth Funds (with Lin Ma and Juan Carlos Parra). Quantitative Finance (2023). Volume 23, Issue 3, pp. 471-495. 


R&D Heterogeneity and Implications for Growth (with Sigurd Galaasen). The Economic Journal (2021). Vol, 131, Issue 640. pp. 3338-3364.


OPEC's market power: An empirical dominant firm model for the oil market (with Rolf Golombek and Lin Ma). Energy Economics, (2018), 70: pp 98-115.


The Tip of the Iceberg: Modelling Trade Costs and Implications for Intra-Industry Reallocation. (with A. Moxnes and L. Opromolla). (2015), The Review of Economics and Statistics. 97(4): pp.777-792.


Misallocation and the Recovery of Manufacturing TFP after a Financial Crisis (with Kaiji Chen).  Review of Economics Dynamics, (2015), 18: pp 523-550.


Heterogeneous firms or heterogeneous workers? Implications for the exporter premium and the impact of labor reallocation on productivity (with A. Moxnes and K.H. Ullveit-Moe ). The Review of Economics and Statistics (2013), 95: pp. 839-849.


The Margins of Multinational Production and the Role of Intra-firm Trade (with A. Moxnes and L. Opromolla). Journal of Political Economy (2013), 121(1), pp. 74-126.


A Theory of Entry and Exit into Exports Markets. (with G. Impulliti and  L Opromolla). Journal of International Economics (2013), 90(1), pp 75-90.



Working in Progress

An anatomy of business networks.


Nonlinearities in integenerational mobility


Ramsey taxation in developing economics with incomplete markets


Wealth dynamics in OLG models with incomplete markets in continuous time.