Thais Lærkholm Jensen

Head of Data Analytics and Science
Financial Statistics
Fields of Interest: Machine Learning, Applied Econometrics, Banking and Credit, Household Economics

Professional Experience
Head of Data Analytics and Science, Financial Statistics, Danmarks Nationalbank, 2018-
Project leader, The Boston Consulting Group, 2015-2018
Visiting Researcher, Harvard Business School, 2014

Ph.D., Economics, University of Copenhagen and Harvard Business School, 2015
Ph.D. Fellow, Danmarks Nationalbank, 2012-2015
M.Sc., Economics, Copenhagen Business School and Columbia University, 2012
B.Sc., International Business, Copenhagen Business School, 2010

Working Papers

'The Real Effects of Higher Capital Requirements: Evidence from Danish Firm-level Data' (2015)

Refereed Publications

'Financing Constrains, Home Equity and Selection into Entrepreneurship,' with Søren Leth-Petersen and Ramana Nanda, Journal of Financial Economics (Forthcoming).

'The Distortive Effect of Too-Big-To-Fail: Evidence from the Danish Market for Retail Deposits', with Rajkamal Iyer, Niels Johannesen, Adam Sheridan, Review of Financial Studies, Vol. 32(12), Pages 4653–4695 (2019)

'The Consumption Effects of 2007-2008 Banking Crisis: Evidence from Households in Denmark', with Niels Johannesen, American Economic Review, no. 107(11), (2017)

'Cyclicality and Firm-size in Default Predictions for Private firms', with David Lando, Mamdouh Medhat, International Journal of Central Banking, no. 13(4), (2017)

'Household debt and spending during the financial crisis: Evidence from Danish micro data', with Asger Lau Andersen, Charlotte Duus, European Economic Review, no. 89, (2016)

Selected Danmarks Nationalbank Publications
'Husholdningernes Gæld og Forbrug under Finanskrisen' (in Danish), with Asger Lau Andersen, Charlotte Duus, Danmarks Nationalbank, Kvartalsoversigt, 1. kvartal, (2014)