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Research Areas

  • Econometrics (Time Series, Panel Data, Cointegration, Structural VAR Models, State Space Models)
  • Applied Economics / Quantitative Economics (Environmental Economics, Growth, Transformation)

Current Research Projects

  • Participation in SFB 823 ("Statistical modelling of nonlinear dynamic processes")

    • "Dynamic Technology Modelling" (Project A3)
    • "Asset pricing and macroeconomic allocations under aggregate risk" (Project A4)

  • Participation in DFG project ("Estimation and Inference Theory for Cointegrated Processes in the State Space Representation")

Downloads (Codes and Tables)

On this page we present code and tables for the papers listed below.
We do not assume any liability for results obtained using this material.
In case you use the code or the tables, please cite the corresponding article.