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Chair of Econometrics

Welcome to the Chair of Econometrics!


  • WS 2019/20 Time Series Analysis (in German) (A. Arsova, R. Schüssler)


Research areas

  • Nonstationary time series and panel data
  • Cross-sectional dependence in panel data
  • Cointegration
  • Empirical Macroeconometrics


Working and Discussion Papers

  • Arsova, A. (2019). Exchange rate pass-through to import prices in Europe: A panel cointegration approach. Working Paper 384, Working Paper Series in Economics, Leuphana Universität Lüneburg.
  • Arsova, A. Karaman Örsal, D. D. (2016). A panel cointegration rank test with structural breaks and cross-sectional dependence. In Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel: Session: Time Series Econometrics, No. D01-V3, Deutsche Zentralbibliothek für Wirtschaftswissenschaften (ZBW).