Rémi Piatek

Assistant Professor

Department of Economics, University of Copenhagen

Remi's Photo

I am an Assistant Professor of Economics at the University of Copenhagen. Previously, I worked as a Post-Doctoral Scholar at the Department of Economics at the University of Chicago. I obtained my Ph.D. in Economics at the University of Konstanz (Germany) in 2010.

Research Interests

My research draws on Bayesian econometrics, factor modeling, mixture modeling, and computational econometrics. I am working on designing and implementing new methods for the inference of factor structure models where the dimension of the latent part of the model is not fixed, but treated as unknown and part of the estimation problem. Additionally, I am also developing nonparametric methods for the inference of factor models that relax the usual normality assumption of the latent factors - widely used in practice, but which can be too restrictive in real data applications. Applications of these methods include models of human capital, where unobserved constructs like cognitive ability or personality traits can be captured by latent factors and incorporated into economic models.