Willi Mutschler

Willi Mutschler

Assistant Professor for International Macroeconomics
Member of Dynare Team

School of Business and Economics

University of Tuebingen

DFG Project 411754673

Dynare Team


Willi Mutschler is an Assistant Professor for International Macroeconomics at the University of Tuebingen and a member of the Dynare Team maintaining the identification and method-of-moments toolboxes.

His research studies the sources of business cycles with new identification and estimation methods for dynamic and stochastic models with skewed distributions and rare disasters.

You are highly encouraged to check out my Dynare Teaching Materials, recent courses on Computational Macroeconomics and Quantitative Macroeconomics, and tutorials and lectures on YouTube.

Feel free to contact me directly or to schedule an appointment.

Interests
  • Computational Macroeconomics
  • Quantitative Macroeconomics
  • DSGE and SVAR Models
  • Rare Disasters
  • Climate Change
  • Time Series Econometrics

Working Papers

Jonathan Federle, André Meier, Gernot J. Müller, Willi Mutschler, Moritz Schularick (2023). The External Costs of War. Working Paper.

PDF Cite

Gaygysyz Guljanov, Willi Mutschler, Mark Trede (2023). Pruned Skewed Kalman Filter and Smoother: With Applications to the Yield Curve and Asymmetric Monetary Policy Shocks. CQE Working Paper 101, Dynare Working Papers 78.

Cite PDF (Current Version) Online Appendix CQE Working Paper 101 Dynare Working Paper 78 Code

Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé, Ferhat Mihoubi, Willi Mutschler, Johannes Pfeifer, Marco Ratto, Normann Rion, Sébastien Villemot (2022). Dynare: Reference Manual Version 5. Dynare Working Papers 72, revised November 2022.

PDF Cite Code Source Document

Stéphane Adjemian, Houtan Bastani, Junior Maih, Michel Juillard, Frédéric Karamé, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, Marco Ratto, Sébastien Villemot (2011). Dynare: Reference Manual Version 4. Dynare Working Papers 1, revised March 2021.

PDF Cite Code Source Document

Publications

Sergey Ivashchenko, Willi Mutschler (2020). The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. Economic Modelling.

Preprint Cite Code DOI SFB823 Discussion Paper 7616 CQE Working Paper 83

Willi Mutschler (2018). Higher-order statistics for DSGE models. Econometrics and Statistics.

PDF Cite Code DOI Online Appendix CQE Working Paper 43 SFB823 Discussion Paper 4816

Willi Mutschler (2016). Local Identification of Nonlinear and Non-Gaussian DSGE Models. PhD Thesis.

PDF Cite

Willi Mutschler (2015). Identification of DSGE models - The effect of higher-order approximation and pruning. Journal of Economic Dynamics and Control.

Preprint Cite Code DOI CQE Working Paper 33

Short CV

 
 
 
 
 
Assistant Professor for International Macroeconomics
University of Tuebingen
Apr 2021 – Present Tübingen, Germany

Responsibilities include:

  • Research
  • Teaching
  • PhD Supervision
 
 
 
 
 
Dynare Developer
Dynare Team
Mar 2019 – Present CEPREMAP, France

Responsibilities include:

  • Analytic Derivatives
  • Bug fixing
  • Identification Toolbox
  • Method of Moments Estimation Toolbox
 
 
 
 
 
Consultancy
OECD project on evaluation and analytical capacity building of the Federal Planning Bureau
May 2023 – Dec 2023 Brussels, Belgium
Consulted Dynare related methods and optimizations for DynEMItE model.
 
 
 
 
 
Referee Service
Jan 2012 – Present
Computational Statistics and Data Analysis, Economic Modelling, Journal of Econometrics, Journal of Economic Dynamics and Control, Junior Management Science, National Science Centre Poland, The B.E. Journal of Macroeconomics
 
 
 
 
 
Principal Investigator (DFG funded)
Deutsche Forschungsgesellschaft (DFG)
Apr 2019 – Jul 2022 Münster/Tübingen, Germany

DFG Project 411754673: Identification and Estimation of Dynamic Stochastic General Equilibrium Models: Skewness Matters

Responsibilities include:

  • PhD Supervision
  • Project Management
  • Research
 
 
 
 
 
Full Professor in Econometrics
University of Muenster
Oct 2017 – Sep 2018 Münster, Germany
Temporary Position. Taught courses in Econometrics, Introduction to R, Statistics, and Macroeconometrics.
 
 
 
 
 
Research Fellow (PostDoc)
SFB 823 at Technical University Dortmund
Nov 2015 – Jun 2017 Dortmund, Germany
Researched the transmission channels of macroeconomic shocks and economic policy with a focus on time-varying risk premia and rare disaster. Taught courses in Survey Sampling Methods and GMM, Indirect Inference, and Bootstrap.
 
 
 
 
 
Freelance
Institut der Deutschen Wirtschaft
Feb 2018 – Dec 2019 Köln, Germany
Taught courses in Introduction to R for Applied Economists.
 
 
 
 
 
PhD Traineeship
European Central Bank
May 2015 – Jul 2015 Frankfurt, Germany
Research stay at DG-E Fiscal Policies. Researched fiscal policy within the EAGLE model.
 
 
 
 
 
Research Associate (PhD Student)
University of Muenster
Jun 2012 – Oct 2015 Münster, Germany
PhD Thesis on Local identification of nonlinear and non-Gaussian DSGE models. Taught courses in DSGE Models, Empirical Methods, Macroeconometrics, Multivariate Time Series Analysis, Introduction to R, and GMM/Indirect Inference/Bootstrap.

Contact

  • willi@mutschler.eu
  • +49-7071-29-73140
  • Eberhard-Karls-University Tübingen
    School of Business and Economics
    Department of International Macroeconomics and Finance
    Mohlstr. 36
    D-72074 Tübingen
  • Enter the building and go to the 7th floor. My office is number 416.
  • Book an appointment