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 serves as an Assistant Professor of International Macroeconomics at the University of Tuebingen, and actively contributes as a member of the Dynare Team, focusing on the development and maintenance of the identification and method-of-moments toolboxes.

His academic pursuits are centered around dissecting the underlying causes of business cycles, leveraging novel identification and estimation approaches tailored for dynamic and stochastic models (DSGE and SVAR) that incorporate skewed distributions and rare disasters. His more recent investigations shed light on the economic ramifications of major interstate conflicts and wars.

Open-source and open education are of significant value to him. Therefore, you are warmly invited to explore the Dynare Teaching Materials, delve into recent courses on Computational Macroeconomics and Quantitative Macroeconomics, and engage with tutorials and lectures on YouTube for a deeper understanding of these topics.

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

Interests
  • Computational Macroeconomics
  • Quantitative Macroeconomics
  • Time Series Econometrics
  • DSGE and SVAR Models
  • Business Cycles
  • International Transmission
  • Rare Disasters
  • Interstate Wars
  • Climate Change

Working Papers

Gaygysyz Guljanov, Willi Mutschler, Mark Trede (2025). Pruned skewed Kalman filter and smoother with applications to DSGE models. CQE Working Paper 101, Dynare Working Papers 78.

Preprint Cite Online Appendix CQE Working Paper 101 Dynare Working Paper 78 Replication Files Development Dynare Toolbox

Jonathan Federle, André Meier, Gernot J. Müller, Willi Mutschler, Moritz Schularick (2024). The Price of War. American Economic Review (Revise & Resubmit).

Preprint Cite Code Video CEPR DP18834 Kiel Working Papers 2262

Stéphane Adjemian, Michel Juillard, Frédéric Karamé, Willi Mutschler, Johannes Pfeifer, Marco Ratto, Normann Rion, Sébastien Villemot (2024). Dynare: Reference Manual Version 6. Dynare Working Papers 80.

PDF Cite Code Source Document

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

Jonathan Federle, André Meier, Gernot J. Müller, Willi Mutschler, Moritz Schularick (2024). Ökonomische Folgen: Was Kriege die Welt kosten. Wirtschaftsdienst.

PDF Cite Code DOI Price of War Calculator Kiel Policy Brief 171

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

Contact

  • willi@mutschler.eu
  • +49-7071-29-73140
  • Eberhard-Karls-University Tübingen<br />School of Business and Economics<br />Department of International Macroeconomics and Finance<br />Mohlstr. 36<br>72074 Tübingen
  • Enter the building and go to the 7th floor. My office is number 412.
  • Book an appointment
  • DM Me