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:
October 2020:  My new working paper "Optimal control of Investment, Premium and Deductible for a Non-Life Insurance Company" can be found here.

September 2020: My new working paper "Optimal Asset Allocation for Commodity Sovereign Wealth Funds" can be accessed here.

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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