Welcome to my personal home page!

I am an Assistant Professor at the Department of Economics and Business Economics, University of Aarhus, a Research Fellow at the Center for Research in Econometric Analysis of TimE Series (CREATES), a Research Affiliate at the Dale T. Mortensen Center (DTMC), and a Research Fellow at the Danish Finance Institute (DFI). 

My research focuses on the formulation, solution, estimation and statistical evaluation of dynamic equilibrium models used for the study of business cycles, asset pricing, asset allocation, and macro-finance. 

News:
May 2020: A new version of the paper "Estimation of Heterogeneous Agent Models: A Likelihood Approach" is available here.

April 2020: My new working paper "Risk Matters: Breaking Certainty Equivalence" can be found here.
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Contact Information:
Department of Economics and Business
University of Aarhus
Fuglesangs Allé 4
8210, Aarhus V
Denmark
E-mail: jparra@econ.au.dk

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