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Academic Staff

M.Sc. Sven Pappert

Chair of Econometrics

Welcome to the Chair of Econometrics!

News

We are happy to announce that as of July 1, 2020 Mr. Sven Pappert has joined our team as a research assistant. Welcome!

 

The paper "A panel cointegrating rank test with structural breaks and cross-sectional dependence" by A. Arsova and D. Örsal has been accepted for publication in Econometrics and Statistics. The Open-Access article can be viewed here

 

JProf. Arsova's paper "Exchange rate pass-through to import prices in Europe: a panel cointegration approach" has been accepted for publication in Empirical Economics. The Open-Access article can be viewed here.

 

Please note that due to the Coronavirus pandemic the Chair can be contacted by e-mail only.

Teaching

  • SS 2020 Econometrics
  • WS 2019/20 Time Series Analysis (in German) (A. Arsova, R. Schüssler)

Research

Research areas

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

Publications

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. Link.
  • 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). Link
  • Arsova A. Karaman Örsal D. D. (2016). An intersection test for the cointegrating rank in dependent panel data. Working Paper 357, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Karaman Örsal, D. D. Arsova A. (2015). Meta-analytic cointegrating rank tests for dependent panels. Working Paper 349, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Arsova, A. Karaman Örsal, D. D. (2013). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Working Paper 280, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.