UNIVERSITÄT ZU KÖLN

Forschungsschwerpunkte

Unit Roots, Structural Breaks, Functional Time Series, Factor Models

Working Papers

• "Backward CUSUM for Testing and Monitoring Structural Change" (2019) with Jörg Breitung
• "Prediction Bands for Yield Curves: A Dynamic Functional Factor Model Approach" (2018) with Nazarii Salish
• "Unit Root Testing with Slowly Varying Trends" (2019)

Presentations

• DAGStat Conference 2019, München, Mar. 18-22, 2019
• 29th (EC)2 Conference, Rome, Dec. 13-14, 2018
• Econometrics Seminar Universidad Carlos III de Madrid, Nov. 26, 2018
• 7th Rhenish Multivariate Time Series Econometrics (RMSE) Meeting, Vallendar, Oct. 11-12, 2018
• Statistische Woche 2018, Linz, Sep. 11-14, 2018
• Verein für Socialpolitik (VfS) Jahrestagung 2018, Freiburg, Sep. 2-5, 2018
• International Association of Applied Econometrics (IAAE) Annual Conference, Sapporo, Jun. 26-30, 2017
• 25th Symposium of the Society of Nonlinear Dynamics and Econometrics (SNDE), Paris, Mar. 30-31, 2017
• 22nd Spring Meeting of Young Economists (SMYE), Halle (Saale), Mar. 23-25, 2017
• 10th RGS Doctoral Conference in Economics, Dortmund, Mar. 1-2, 2017
• 5th Rhenish Multivariate Time Series Econometrics (RMSE) Meeting, Köln, Oct. 8-9, 2015

Lehre

• Übung: Beschreibende Statistik und Wirtschaftsstatistik (Statistik A, BM Statistik)
• Übung: Wahrscheinlichkeitsrechnung und schließende Statistik (Statistik B, AM Statistik)
• Übung: Angewandte Ökonometrie (AM Ökonometrie)