Hi,

I am a proud mathematician, an apologetic economist, and have some professional experience in software engineering. Currently, I am currently occupied as a research assistant in the Department of Management and Microeconomics of Frankfurt's Goethe University. I am also part EurHisFirm, an inspiring project, funded by the European Commissions' H2020 program, focusing on the design and implementation of a long-term research infrastructure based on European, historical, firm-level data.

In my research, I bring together some expertise from the fields of behavioral economics, industrial organization, and finance. Primarily, my work at the moment focuses on the topic of volitional attention and its consequences on slow-thinking, conscious, economic decision-making. System two thinking in the typology that Daniel Kahneman introduced. I am contrasting the concept of attentional placements with that of filtering. I also work on the assessment of the appropriateness of the market-clearing condition in econometric modeling and the implications of deviations from this assumption. In this respect, I am the primary maintainer of the statistical R package Diseq, which is distributed by CRAN, under open access and open source terms, and provides methods for estimating markets in equilibrium and disequilibrium.

Mathematically, I am mainly interested in dynamic problems with, either strategic or not, economic interactions, in general (dis-)equilibrium theory as well as deviations from it, and financial modeling. I feel comfortable talking about such problems in function-analytic terms and writing down stochastic optimal control problems in continuous or discrete-time to study particular situations of interest. When things turn nasty, I turn to parallelized, cluster scalable numerical methods to solve my problems. In my work, I try to bridge the gap between theory and application by, firstly, examining the falsifiable implications and, secondly, the compatibility with empirical observations of the abstract innovative concepts that I introduce.

If you are looking for something more formal, you can take a look at my Curriculum Vitae. In any case, do not hesitate to contact me for anything that you may think that it is of interest.

Best, P.