Professional Experiences

Since 10/2017 Full Professor in Econometrics
Temporary position (W3)
Institute for Econometrics and Economic Statistics
University of Münster 
11/2015 - 06/2017  Postdoc
Econometrics and Statistics
TU Dortmund
05/2015 - 07/2015 PhD Trainee
Fiscal Policies Division
European Central Bank
06/2012 - 10/2015 Research Associate
Institute for Econometrics and Economic Statistics
University of Münster 
Referee Experience
Computational Statististcs and Data Analysis
Economic Modelling
Journal of Economic Dynamics and Control
The B.E. Journal of Macroeconomics
CFEnetwork, Deutscher Hochschulverband, Deutsche Statistische Gesellschaft, Econometric Society, Verein für Socialpolitik

Research Collaborations

11/2015 - 06/2017
Research Fellow
Sonderforschungsbereich 823: Statistical modelling of nonlinear dynamic processes
Project A4: Asset pricing and macroeconomic allocations under aggregate risk
TU Dortmund
06/2012 - 10/2015 Research Associate
Center for Quantitative Economics
University of Münster 

Conferences and Seminars

  • Workshop for DFG project on "Schätz- und Inferenztheorie für (ko)integrierte Prozesse in Zustandsraumdarstellung", Dortmund (Germany) (2016)
  • Computational and Financial Econometrics, London (United Kingdom) (2015)
  • Course on Identification and Global Sensitivity Analysis, Ispra (Italy) (2013)
  • Dynare Conference, Tokyo (Japan)
  • Computing in Economics and Finance, Bordeaux (France)
  • Growth and Business Cycles in Theory and Practice, Manchester (England)
  • Young Economists' Meeting, Brno (Czech Republic)
  • Dynare Conference, Brussels (Belgium)
  • RCEA Rimini Time Series Econometrics Workshop, Rimini (Italy)
  • Verein für Socialpolitik, Münster (Germany)
  • Asian Meeting of the Econometric Society, Taipei (Taiwan)
  • DYNARE Conference, Paris (France)
  • European Meeting of the Econometric Society, Toulouse (France)
  • Jahrestagung des Vereins für Socialpolitik, Hamburg (Germany)
  • Spring Meeting of Young Economists, Vienna (Austria)
  • Workshop on Empirical Methods in Macroeconomic Policy Analysis, Bucharest (Romania)
  • Midwest Macro Fall Meeting, Minneapolis (USA)

University Education


PhD in Economics (Dr. rer. pol.)
University of Münster
Committee: Prof. Dr. Mark Trede (Supervisor), Prof. Dr. Bernd Kempa, Prof. Dr. Nicole Branger
Dissertation: Local identification of nonlinear and non-Gaussian DSGE models
Awarded as the best dissertation of the academic year by the economics department of the University Münster
04/2012 Master of Science in Economics (M.Sc.)
University of Münster
Master thesis: Analyse, Lösung und Schätzung von DSGE Modellen: Ein Vergleich der Methoden
Best student award
09/2009 Bachelor of Science in Economics (B.Sc.)
University of Bonn
Bachelor thesis: Finanzökonomische Aspekte des Wirtschaftswachstums

Summer Schools

 07/2015 Barcelona GSE Summer School 2015: Labor Market Outcomes
Barcelona Graduate School of Economics
Instructor: Prof. Robert Shimer, University of Chicago
06/2012 DYNARE Summer School
Banque de France
Instructors: Stéphane Adjemian, Michel Juillard, Ferhat Mihoubi, Marco Ratto, Sébastian Villemot
07/2011 Summer Workshop on European Monetary Policy in Practice
Deutsche Bundesbank

Supplementary PhD Courses

03/2014 CORE Doctoral Intensive Course on Markov-Switching and Time-Varying Parameter Models in Finance
National Bank of Belgium
Instructor: Allan Timmermann
03/2014 CORE Doctoral Intensive Course on VAR Models: Time-Varying Parameters and Identification with Sign Restrictions
Université catholique de Louvain
Instructor: Christiane Baumeister
09/2013 Course on Identification and Global Sensitivity Analysis
Joint Research Centre Ispra
Instructors: Michel Juillard, Marco Ratto, Alessandro Rossi, Sébastian Villemot
12/2012 Advanced Studies Program: Course on Monetary Policy
Institute for the World Economy Kiel
Instructor: Lawrence Christiano

Teaching Experiences

Bayesian Econometrics and MCMC (Master and PhD level)
DSGE Models (Master level)
Econometrics (Bachelor level)
General Method of Moments (GMM), Indirect Inference and Bootstrap (Master level)
Introduction to R (Master level)
Macroeconomics (Bachelor and PhD level)
Macroeconometrics (Master and PhD level)
Multivariate Time Series Analysis (Master level)
Sampling techniques (Master level)
Statistics (Bachelor level)
Teaching Assistant
Empirical Methods (Bachelor and Master level)
General Method of Moments (GMM), Indirect Inference and Bootstrap (PhD level)
Mathematics for Economists (Bachelor level)
Macroeconomics - Business Cycles (Bachelor level)
Macroeconomics - Growth Theory (Bachelor level)
Statistical Foundations (PhD level)