Member of Section: Economics
Research Secretaries: Malene Vindfeldt Skals and Susan Stilling

Education: cand.oecon, PhD
Position: Professor, 2016

Personal webpage

Martin is a professor of economics and works at the intercept of macroeconomics, finance and econometrics. He holds a PhD from Aarhus University in Macro-Finance and has BSc and MSc degrees in economics from Aarhus University. He has practical central bank and hedge fund experience, having worked as a PhD Economist in the Macro-Financial Analysis Division of the Bank of England from September 2008 to February 2011 and as a quantitive research economist at the London based hedge fund AHL, Man Investments, from March 2011 to August 2012

 Teaching Interests

• Financial markets and financial derivatives
• Quantitative macro and New Keynesian models in general
  

Research Interests

• The interaction between the macro economy, financial markets, and the banking sector
• Dynamic term structure models with macro-variables
• Non-linear filtering methods (sequential Monte Carlo methods)
• Estimation and solution methods for Dynamic Stochastic General Equilibrium (DSGE) models
• Bayesian Econometrics and MCMC methods
• Simulation based optimization routines