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Econometrics and Statistics

Welcome to the Chair of "Econometrics and Statistics"!

News

The course Econometrics (for economists, summer term 2020) will be taught online starting April 20, 2020. Course material is provided via moodle. To get access, please enrol in moodle, the course number is 050306.

The course Bayesian Econometrics (summer term 2020) will be taught online starting April 20, 2020. Course material is provided via moodle. To get access, please enrol in moodle, the course number is 050689, and 050690 for the class.

My research article "Exchange rate predictability and dynamic Bayesian learning" (with Joscha Beckmann, Gary Koop and Dimitris Korobilis) has been accepted for publication in the Journal of Applied Econometrics. You can find the latest working paper version here.

Please contact me by e-mail. I also provide virtual consultation hours, appointments are arranged by e-mail.